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author | Mikhail Teterin <mi@FreeBSD.org> | 2019-11-03 13:36:20 +0000 |
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committer | Mikhail Teterin <mi@FreeBSD.org> | 2019-11-03 13:36:20 +0000 |
commit | 7e2871402d4c3f694264bfdc3e7c71b30747e966 (patch) | |
tree | a84b4b347171fd3bc8a07e6d8acfc09f2da82b77 /finance/quantlib | |
parent | 0bd56f7c49c8fff780500fd15d02c10b7dfbbb7d (diff) | |
download | ports-7e2871402d4c3f694264bfdc3e7c71b30747e966.tar.gz ports-7e2871402d4c3f694264bfdc3e7c71b30747e966.zip |
Notes
Diffstat (limited to 'finance/quantlib')
-rw-r--r-- | finance/quantlib/pkg-plist | 38 |
1 files changed, 23 insertions, 15 deletions
diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist index 142626f14369..04b345b76483 100644 --- a/finance/quantlib/pkg-plist +++ b/finance/quantlib/pkg-plist @@ -231,7 +231,6 @@ include/ql/experimental/exoticoptions/twoassetbarrieroption.hpp include/ql/experimental/exoticoptions/twoassetcorrelationoption.hpp include/ql/experimental/exoticoptions/writerextensibleoption.hpp include/ql/experimental/finitedifferences/all.hpp -include/ql/experimental/finitedifferences/bsmrndcalculator.hpp include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp @@ -248,7 +247,6 @@ include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp include/ql/experimental/finitedifferences/fdmhestonfwdop.hpp include/ql/experimental/finitedifferences/fdmklugeextouop.hpp include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp -include/ql/experimental/finitedifferences/fdmlocalvolfwdop.hpp include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp @@ -260,13 +258,8 @@ include/ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp -include/ql/experimental/finitedifferences/gbsmrndcalculator.hpp include/ql/experimental/finitedifferences/glued1dmesher.hpp -include/ql/experimental/finitedifferences/hestonrndcalculator.hpp -include/ql/experimental/finitedifferences/localvolrndcalculator.hpp include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp -include/ql/experimental/finitedifferences/riskneutraldensitycalculator.hpp -include/ql/experimental/finitedifferences/squarerootprocessrndcalculator.hpp include/ql/experimental/finitedifferences/vanillavppoption.hpp include/ql/experimental/futures/all.hpp include/ql/experimental/futures/overnightindexfuture.hpp @@ -689,6 +682,7 @@ include/ql/methods/finitedifferences/meshers/exponentialjump1dmesher.hpp include/ql/methods/finitedifferences/meshers/fdm1dmesher.hpp include/ql/methods/finitedifferences/meshers/fdmblackscholesmesher.hpp include/ql/methods/finitedifferences/meshers/fdmblackscholesmultistrikemesher.hpp +include/ql/methods/finitedifferences/meshers/fdmcev1dmesher.hpp include/ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp include/ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp include/ql/methods/finitedifferences/meshers/fdmmesher.hpp @@ -700,15 +694,18 @@ include/ql/methods/finitedifferences/operators/all.hpp include/ql/methods/finitedifferences/operators/fdm2dblackscholesop.hpp include/ql/methods/finitedifferences/operators/fdmbatesop.hpp include/ql/methods/finitedifferences/operators/fdmblackscholesop.hpp +include/ql/methods/finitedifferences/operators/fdmcevop.hpp include/ql/methods/finitedifferences/operators/fdmg2op.hpp include/ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp include/ql/methods/finitedifferences/operators/fdmhestonop.hpp include/ql/methods/finitedifferences/operators/fdmhullwhiteop.hpp include/ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp +include/ql/methods/finitedifferences/operators/fdmlocalvolfwdop.hpp include/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp include/ql/methods/finitedifferences/operators/fdmlinearop.hpp include/ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp include/ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp +include/ql/methods/finitedifferences/operators/fdmsabrop.hpp include/ql/methods/finitedifferences/operators/firstderivativeop.hpp include/ql/methods/finitedifferences/operators/ninepointlinearop.hpp include/ql/methods/finitedifferences/operators/nthorderderivativeop.hpp @@ -750,16 +747,24 @@ include/ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.hpp include/ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp include/ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp include/ql/methods/finitedifferences/utilities/all.hpp -include/ql/methods/finitedifferences/utilities/fdmaffinemodeltermstructure.hpp +include/ql/methods/finitedifferences/utilities/bsmrndcalculator.hpp +include/ql/methods/finitedifferences/utilities/cevrndcalculator.hpp include/ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp +include/ql/methods/finitedifferences/utilities/fdmaffinemodeltermstructure.hpp include/ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp include/ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp +include/ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.hpp include/ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp include/ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp include/ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp include/ql/methods/finitedifferences/utilities/fdmmesherintegral.hpp include/ql/methods/finitedifferences/utilities/fdmquantohelper.hpp include/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp +include/ql/methods/finitedifferences/utilities/gbsmrndcalculator.hpp +include/ql/methods/finitedifferences/utilities/hestonrndcalculator.hpp +include/ql/methods/finitedifferences/utilities/localvolrndcalculator.hpp +include/ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp +include/ql/methods/finitedifferences/utilities/squarerootprocessrndcalculator.hpp include/ql/methods/finitedifferences/all.hpp include/ql/methods/finitedifferences/americancondition.hpp include/ql/methods/finitedifferences/boundarycondition.hpp @@ -1056,6 +1061,7 @@ include/ql/pricingengines/swaption/fdhullwhiteswaptionengine.hpp include/ql/pricingengines/swaption/treeswaptionengine.hpp include/ql/pricingengines/vanilla/all.hpp include/ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp +include/ql/pricingengines/vanilla/analyticcevengine.hpp include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp @@ -1067,17 +1073,15 @@ include/ql/pricingengines/vanilla/analyticptdhestonengine.hpp include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp include/ql/pricingengines/vanilla/batesengine.hpp include/ql/pricingengines/vanilla/binomialengine.hpp -include/ql/pricingengines/vanilla/coshestonengine.hpp include/ql/pricingengines/vanilla/bjerksundstenslandengine.hpp +include/ql/pricingengines/vanilla/coshestonengine.hpp include/ql/pricingengines/vanilla/discretizedvanillaoption.hpp -include/ql/pricingengines/vanilla/hestonexpansionengine.hpp -include/ql/pricingengines/vanilla/integralengine.hpp -include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp -include/ql/pricingengines/vanilla/juquadraticengine.hpp include/ql/pricingengines/vanilla/fdamericanengine.hpp include/ql/pricingengines/vanilla/fdbatesvanillaengine.hpp include/ql/pricingengines/vanilla/fdbermudanengine.hpp include/ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp +include/ql/pricingengines/vanilla/fdcevvanillaengine.hpp +include/ql/pricingengines/vanilla/fdconditions.hpp include/ql/pricingengines/vanilla/fddividendamericanengine.hpp include/ql/pricingengines/vanilla/fddividendengine.hpp include/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp @@ -1086,11 +1090,15 @@ include/ql/pricingengines/vanilla/fdeuropeanengine.hpp include/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp include/ql/pricingengines/vanilla/fdhestonvanillaengine.hpp include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp +include/ql/pricingengines/vanilla/fdsabrvanillaengine.hpp include/ql/pricingengines/vanilla/fdshoutengine.hpp include/ql/pricingengines/vanilla/fdsimplebsswingengine.hpp include/ql/pricingengines/vanilla/fdstepconditionengine.hpp include/ql/pricingengines/vanilla/fdvanillaengine.hpp -include/ql/pricingengines/vanilla/fdconditions.hpp +include/ql/pricingengines/vanilla/hestonexpansionengine.hpp +include/ql/pricingengines/vanilla/integralengine.hpp +include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp +include/ql/pricingengines/vanilla/juquadraticengine.hpp include/ql/pricingengines/vanilla/mcamericanengine.hpp include/ql/pricingengines/vanilla/mcdigitalengine.hpp include/ql/pricingengines/vanilla/mceuropeanengine.hpp @@ -1265,6 +1273,7 @@ include/ql/time/calendars/china.hpp include/ql/time/calendars/czechrepublic.hpp include/ql/time/calendars/denmark.hpp include/ql/time/calendars/finland.hpp +include/ql/time/calendars/france.hpp include/ql/time/calendars/germany.hpp include/ql/time/calendars/hongkong.hpp include/ql/time/calendars/hungary.hpp @@ -1300,7 +1309,6 @@ include/ql/time/calendars/weekendsonly.hpp include/ql/time/daycounters/all.hpp include/ql/time/daycounters/actual360.hpp include/ql/time/daycounters/actual365fixed.hpp -include/ql/time/daycounters/actual365nl.hpp include/ql/time/daycounters/actualactual.hpp include/ql/time/daycounters/business252.hpp include/ql/time/daycounters/one.hpp |