author: Mikhail Teterin <mi@FreeBSD.org> 2018-07-23 16:15:02 +0000
committer: Mikhail Teterin <mi@FreeBSD.org> 2018-07-23 16:15:02 +0000
commit: 594e093979ab206a6966c560c3715033dd01cbb7 (patch)
tree: 3775e90e19cb234672bb2c82081ced005de496d3 /finance
parent: 443e4ffdcc1f16ce87de254042d23a4e7c9a1fff (diff)
download: ports-594e093979ab206a6966c560c3715033dd01cbb7.tar.gz
ports-594e093979ab206a6966c560c3715033dd01cbb7.zip
8 files changed, 1559 insertions, 0 deletions
diff --git a/finance/Makefile b/finance/Makefile
index 52b2b4097e71..c54252976968 100644
--- a/finance/Makefile
+++ b/finance/Makefile
@@ -101,6 +101,7 @@
     SUBDIR += py-vatnumber
     SUBDIR += py-ystockquote
     SUBDIR += qhacc
+    SUBDIR += quantlib
     SUBDIR += quickfix
     SUBDIR += rubygem-money
     SUBDIR += sabernetdcs-client
diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile
new file mode 100644
index 000000000000..2d44f5bdf08a
--- /dev/null
+++ b/finance/quantlib/Makefile
@@ -0,0 +1,67 @@
+# Created by: Mikhail Teterin
+# $FreeBSD$
+
+PORTNAME=	quantlib
+PORTVERSION=	1.13
+CATEGORIES=	finance math devel
+MASTER_SITES=	https://dl.bintray.com/${PORTNAME}/releases/
+DISTNAME=	QuantLib-${PORTVERSION}
+
+MAINTAINER=	mi@aldan.algebra.com
+COMMENT=	C++ library for quantitative finance
+
+LICENSE=	BSD3CLAUSE
+LICENSE_FILE=	${WRKSRC}/LICENSE.TXT
+
+LIB_DEPENDS=	libboost_system.so:devel/boost-libs
+
+USES=	compiler
+USE_LDCONFIG=	yes
+GNU_CONFIGURE=	yes
+CONFIGURE_ENV+=	EMACS=no
+MAKE_ENV+=	AM_MAKEFLAGS=${_MAKE_JOBS}
+TEST_TARGET=	check-examples check
+OPTIONS_SUB=	please
+
+OPTIONS_DEFAULT=OPENMP EXAMPLES BENCHMARK UNITY_BUILD NEGATIVE_RATES
+
+OPTIONS_DEFINE=	TRACING INDEXED_COUPONS
+OPTIONS_DEFINE+=EXTRA_SAFETY_CHECKS SESSIONS INTRADAY
+OPTIONS_DEFINE+=THREAD_SAFE_OBSERVER_PATTERN
+OPTIONS_DEFINE+=THREAD_SAFE_SINGLETON_INIT
+OPTIONS_DEFINE+=${OPTIONS_DEFAULT}
+
+.if ${CC} == "cc"
+# The base cc/c++ on FreeBSD-10 is too old for OpenMP.
+OPTIONS_EXCLUDE_FreeBSD_10=OPENMP
+.endif
+
+BENCHMARK_DESC=		Install benchmark (it is always built)
+EXTRA_SAFETY_CHECKS_DESC=Trade performance for run-time checks
+INDEXED_COUPONS_DESC=	Use indexed rather than par coupons
+INTRADAY_DESC=		Time precision of msecs, instead of days
+NEGATIVE_RATES_DESC=	Allow rates to be negative
+TRACING_DESC=		Trade performance for more detailed errors
+UNITY_BUILD_DESC=	Combine sources into one before compiling
+SESSIONS_DESC=		See help
+
+EXAMPLES_CONFIGURE_WITH=lispdir=${EXAMPLESDIR}
+CONFIGURE_ARGS+=	--enable-parallel-unit-test-runner
+CONFIGURE_ARGS+=	--with-boost-include=${LOCALBASE}/include
+CONFIGURE_ARGS+=	--with-boost-lib=${LOCALBASE}/lib
+
+.for o in ${OPTIONS_DEFINE}
+$o_CONFIGURE_ENABLE=	${o:S/_/-/g:tl}
+.endfor
+
+# OPENMP_USES=	compiler:openmp - XXX broken, insists on gcc,
+# but boost is built with clang...
+OPENMP_LIB_DEPENDS=	libomp.so:devel/openmp
+OPENMP_CFLAGS=		-I${LOCALBASE}/include
+OPENMP_LDFLAGS=		-L${LOCALBASE}/lib
+# devel/openmp installs its own -lomp, which is cleaner.
+# unfortunately, devel/llvm${COMPILER_VERSION} may install
+# one too:
+OPENMP_LDFLAGS+=	-L${LOCALBASE}/llvm${COMPILER_VERSION}/lib
+
+.include <bsd.port.mk>
diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo
new file mode 100644
index 000000000000..be23fecf8f7f
--- /dev/null
+++ b/finance/quantlib/distinfo
@@ -0,0 +1,3 @@
+TIMESTAMP = 1531235784
+SHA256 (QuantLib-1.13.tar.gz) = bb52df179781f9c19ef8e976780c4798b0cdc4d21fa72a7a386016e24d1a86e6
+SIZE (QuantLib-1.13.tar.gz) = 9132949
diff --git a/finance/quantlib/files/patch-gmakeism b/finance/quantlib/files/patch-gmakeism
new file mode 100644
index 000000000000..3a989a1cc090
--- /dev/null
+++ b/finance/quantlib/files/patch-gmakeism
@@ -0,0 +1,14 @@
+Allow check-exapmles to work with our make, upstream's syntax is
+gmake-only...
+
+--- Examples/Makefile.in	2018-05-23 14:35:06
++++ Examples/Makefile.in	2018-07-10 23:06:07
+@@ -657,6 +657,6 @@
+ 
+ 
+-%.check:
+-	$(MAKE) -C $* check-examples
++${SUBDIR_CHECKS}:
++	$(MAKE) -C ${@:.check=} check-examples
+ 
+ .PHONY: examples check-examples $(SUBDIRS)
diff --git a/finance/quantlib/files/patch-tests b/finance/quantlib/files/patch-tests
new file mode 100644
index 000000000000..8eaa0a23e219
--- /dev/null
+++ b/finance/quantlib/files/patch-tests
@@ -0,0 +1,36 @@
+See:
+
+	https://github.com/lballabio/QuantLib/pull/507/
+
+--- ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp
++++ ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp
+@@ -132,7 +132,8 @@ namespace QuantLib {
+ 
+         for (Size i=0; i < strikes_.size(); ++i)
+             for (Size j=1; j<strikes_[i]->size(); j++) {
+-                QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1),
++                QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1)
++                    || close_enough(strikes_[i]->at(j),strikes_[i]->at(j-1)),
+                            "strikes must be sorted");
+             }
+     }
+--- test-suite/hestonslvmodel.cpp
++++ test-suite/hestonslvmodel.cpp
+@@ -2446,7 +2446,7 @@ void HestonSLVModelTest::testMoustacheGraph() {
+         -0.0293,-0.0297,-0.0251,-0.0192,-0.0134,-0.0084,-0.0045,
+         -0.0015, 0.0005, 0.0017, 0.0020
+     };
+-    const Real tol = 8e-3;
++    const Real tol = 1e-2;
+ 
+     for (Size i=0; i < 18; ++i) {
+         const Real dist = 10.0+5.0*i;
+--- test-suite/fdheston.cpp	2018-05-21 08:58:38.000000000 -0400
++++ test-suite/fdheston.cpp	2018-07-20 18:51:34.213199000 -0400
+@@ -469,5 +469,5 @@
+              new FdHestonVanillaEngine(boost::shared_ptr<HestonModel>(
+                                            new HestonModel(hestonProcess)),
+-                                       500, 400, 3, 0,
++                                       4000, 400, 3, 0,
+                                        FdmSchemeDesc::ExplicitEuler())));
+ 
diff --git a/finance/quantlib/pkg-descr b/finance/quantlib/pkg-descr
new file mode 100644
index 000000000000..600e62200a9d
--- /dev/null
+++ b/finance/quantlib/pkg-descr
@@ -0,0 +1,16 @@
+The QuantLib project is aimed at providing a comprehensive software
+framework for quantitative finance. QuantLib is a free/open-source
+library for modeling, trading, and risk management in real-life.
+
+QuantLib is written in C++ with a clean object model, and is then
+exported to different languages such as C#, Objective Caml, Java,
+Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is
+also available. The reposit project facilitates deployment of object
+libraries to end user platforms and is used to generate QuantLibXL,
+an Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for
+other platforms such as LibreOffice Calc. Bindings to other languages
+and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica,
+COM/CORBA/SOAP architectures, FpML, are under consideration. See
+the extensions page for details.
+
+WWW: https://www.quantlib.org/
diff --git a/finance/quantlib/pkg-help b/finance/quantlib/pkg-help
new file mode 100644
index 000000000000..7b2f052167bd
--- /dev/null
+++ b/finance/quantlib/pkg-help
@@ -0,0 +1,56 @@
+  --enable-openmp         If enabled, configure will try to detect and enable
+                          OpenMP support.
+  --enable-tracing        If enabled, tracing messages might be emitted by the
+                          library depending on run-time settings. Enabling
+                          this option can degrade performance.
+  --enable-indexed-coupons
+                          If enabled, indexed coupons (see the documentation)
+                          are used in floating legs. If disabled (the
+                          default), par coupons are used.
+  --enable-negative-rates If enabled (the default), negative yield rates are
+                          allowed. If disabled, some features (notably, curve
+                          bootstrapping) will throw when negative rates are
+                          found.
+  --enable-extra-safety-checks
+                          If enabled, extra run-time checks are added to a few
+                          functions. This can prevent their inlining and
+                          degrade performance.
+  --enable-sessions       If enabled, singletons will return different
+                          instances for different sessions. You will have to
+                          provide and link with the library a sessionId()
+                          function in namespace QuantLib, returning a
+                          different session id for each session.
+  --enable-thread-safe-observer-pattern
+                          If enabled, thread-safe version of the observer
+                          pattern will be used. You should enable it if you
+                          want to use QuantLib via the SWIG layer within the
+                          JVM or .NET eco system or any environment with an
+                          async garbage collector.
+  --enable-thread-safe-singleton-init
+                          If enabled, singleton initialization will be
+                          thread-safe. This requires Boost 1.58 or later and
+                          is not supported when sessions are enabled.
+  --enable-parallel-unit-test-runner
+                          If enabled, a parallel unit test runner is used to
+                          execute the C++ test suite. This will reduce the
+                          runtime on multi core CPUs.
+  --enable-examples       If enabled, examples are built and installed when
+                          "make" and "make install" are invoked. If disabled
+                          (the default) they are built but not installed.
+  --enable-benchmark      If enabled, the benchmark is built and installed
+                          when "make" and "make install" are invoked. If
+                          disabled (the default) it is built but not
+                          installed.
+  --enable-unity-build    If enabled, the source files in each directory are
+                          collected into one single source file and compiled
+                          together. This can speed up the compilation of the
+                          library. If disabled (the default) each source file
+                          is compiled separately..
+  --enable-intraday       If enabled, date objects will support an intraday
+                          datetime resolution down to microseconds. Strickly
+                          monotone daycounters (Actual360, Actual365Fixed and
+                          ActualActual) will take the additional information
+                          into account and allow for accurate intraday
+                          pricing. If disabled (the default) the smallest
+                          resolution of date objects will be a single day.
+                          Intraday datetime resolution is experimental.
diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist
new file mode 100644
index 000000000000..451cdab68c87
--- /dev/null
+++ b/finance/quantlib/pkg-plist
@@ -0,0 +1,1366 @@
+bin/quantlib-test-suite
+bin/quantlib-config
+%%EXAMPLES%%bin/BasketLosses
+%%EXAMPLES%%bin/BermudanSwaption
+%%EXAMPLES%%bin/Bonds
+%%EXAMPLES%%bin/CDS
+%%EXAMPLES%%bin/CVAIRS
+%%EXAMPLES%%bin/CallableBonds
+%%EXAMPLES%%bin/ConvertibleBonds
+%%EXAMPLES%%bin/DiscreteHedging
+%%EXAMPLES%%bin/EquityOption
+%%EXAMPLES%%bin/FRA
+%%EXAMPLES%%bin/FittedBondCurve
+%%EXAMPLES%%bin/Gaussian1dModels
+%%EXAMPLES%%bin/GlobalOptimizer
+%%EXAMPLES%%bin/LatentModel
+%%EXAMPLES%%bin/MarketModels
+%%EXAMPLES%%bin/MultidimIntegral
+%%EXAMPLES%%bin/Replication
+%%EXAMPLES%%bin/Repo
+%%EXAMPLES%%bin/SwapValuation
+%%BENCHMARK%%bin/quantlib-benchmark
+%%EXAMPLES%%man/man1/BasketLosses.1.gz
+%%EXAMPLES%%man/man1/BermudanSwaption.1.gz
+%%EXAMPLES%%man/man1/Bonds.1.gz
+%%EXAMPLES%%man/man1/CDS.1.gz
+%%EXAMPLES%%man/man1/CVAIRS.1.gz
+%%EXAMPLES%%man/man1/CallableBonds.1.gz
+%%EXAMPLES%%man/man1/ConvertibleBonds.1.gz
+%%EXAMPLES%%man/man1/DiscreteHedging.1.gz
+%%EXAMPLES%%man/man1/EquityOption.1.gz
+%%EXAMPLES%%man/man1/FRA.1.gz
+%%EXAMPLES%%man/man1/FittedBondCurve.1.gz
+%%EXAMPLES%%man/man1/Gaussian1dModels.1.gz
+%%EXAMPLES%%man/man1/GlobalOptimizer.1.gz
+%%EXAMPLES%%man/man1/LatentModel.1.gz
+%%EXAMPLES%%man/man1/MarketModels.1.gz
+%%EXAMPLES%%man/man1/MultidimIntegral.1.gz
+%%EXAMPLES%%man/man1/Replication.1.gz
+%%EXAMPLES%%man/man1/Repo.1.gz
+%%EXAMPLES%%man/man1/SwapValuation.1.gz
+%%BENCHMARK%%man/man1/quantlib-benchmark.1.gz
+include/ql/cashflows/all.hpp
+include/ql/cashflows/averagebmacoupon.hpp
+include/ql/cashflows/capflooredcoupon.hpp
+include/ql/cashflows/capflooredinflationcoupon.hpp
+include/ql/cashflows/cashflows.hpp
+include/ql/cashflows/cashflowvectors.hpp
+include/ql/cashflows/cmscoupon.hpp
+include/ql/cashflows/conundrumpricer.hpp
+include/ql/cashflows/coupon.hpp
+include/ql/cashflows/couponpricer.hpp
+include/ql/cashflows/cpicoupon.hpp
+include/ql/cashflows/cpicouponpricer.hpp
+include/ql/cashflows/digitalcmscoupon.hpp
+include/ql/cashflows/digitalcoupon.hpp
+include/ql/cashflows/digitaliborcoupon.hpp
+include/ql/cashflows/dividend.hpp
+include/ql/cashflows/duration.hpp
+include/ql/cashflows/iborcoupon.hpp
+include/ql/cashflows/fixedratecoupon.hpp
+include/ql/cashflows/floatingratecoupon.hpp
+include/ql/cashflows/indexedcashflow.hpp
+include/ql/cashflows/inflationcoupon.hpp
+include/ql/cashflows/inflationcouponpricer.hpp
+include/ql/cashflows/lineartsrpricer.hpp
+include/ql/cashflows/overnightindexedcoupon.hpp
+include/ql/cashflows/rangeaccrual.hpp
+include/ql/cashflows/replication.hpp
+include/ql/cashflows/simplecashflow.hpp
+include/ql/cashflows/timebasket.hpp
+include/ql/cashflows/yoyinflationcoupon.hpp
+include/ql/currencies/all.hpp
+include/ql/currencies/africa.hpp
+include/ql/currencies/america.hpp
+include/ql/currencies/asia.hpp
+include/ql/currencies/crypto.hpp
+include/ql/currencies/europe.hpp
+include/ql/currencies/exchangeratemanager.hpp
+include/ql/currencies/oceania.hpp
+include/ql/experimental/amortizingbonds/all.hpp
+include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
+include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
+include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
+include/ql/experimental/averageois/all.hpp
+include/ql/experimental/averageois/averageoiscouponpricer.hpp
+include/ql/experimental/averageois/arithmeticaverageois.hpp
+include/ql/experimental/averageois/arithmeticoisratehelper.hpp
+include/ql/experimental/averageois/makearithmeticaverageois.hpp
+include/ql/experimental/barrieroption/all.hpp
+include/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.hpp
+include/ql/experimental/barrieroption/analyticdoublebarrierengine.hpp
+include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
+include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
+include/ql/experimental/barrieroption/doublebarrieroption.hpp
+include/ql/experimental/barrieroption/doublebarriertype.hpp
+include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
+include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
+include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
+include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
+include/ql/experimental/barrieroption/vannavolgainterpolation.hpp
+include/ql/experimental/barrieroption/wulinyongdoublebarrierengine.hpp
+include/ql/experimental/callablebonds/all.hpp
+include/ql/experimental/callablebonds/blackcallablebondengine.hpp
+include/ql/experimental/callablebonds/callablebondconstantvol.hpp
+include/ql/experimental/callablebonds/callablebond.hpp
+include/ql/experimental/callablebonds/callablebondvolstructure.hpp
+include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
+include/ql/experimental/callablebonds/treecallablebondengine.hpp
+include/ql/experimental/catbonds/all.hpp
+include/ql/experimental/catbonds/catbond.hpp
+include/ql/experimental/catbonds/catrisk.hpp
+include/ql/experimental/catbonds/montecarlocatbondengine.hpp
+include/ql/experimental/catbonds/riskynotional.hpp
+include/ql/experimental/commodities/all.hpp
+include/ql/experimental/commodities/commodity.hpp
+include/ql/experimental/commodities/commoditycashflow.hpp
+include/ql/experimental/commodities/commoditycurve.hpp
+include/ql/experimental/commodities/commodityindex.hpp
+include/ql/experimental/commodities/commoditypricinghelpers.hpp
+include/ql/experimental/commodities/commoditysettings.hpp
+include/ql/experimental/commodities/commoditytype.hpp
+include/ql/experimental/commodities/commodityunitcost.hpp
+include/ql/experimental/commodities/dateinterval.hpp
+include/ql/experimental/commodities/energybasisswap.hpp
+include/ql/experimental/commodities/energycommodity.hpp
+include/ql/experimental/commodities/energyfuture.hpp
+include/ql/experimental/commodities/energyswap.hpp
+include/ql/experimental/commodities/energyvanillaswap.hpp
+include/ql/experimental/commodities/exchangecontract.hpp
+include/ql/experimental/commodities/paymentterm.hpp
+include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
+include/ql/experimental/commodities/pricingperiod.hpp
+include/ql/experimental/commodities/quantity.hpp
+include/ql/experimental/commodities/unitofmeasure.hpp
+include/ql/experimental/commodities/unitofmeasureconversion.hpp
+include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
+include/ql/experimental/convertiblebonds/all.hpp
+include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp
+include/ql/experimental/convertiblebonds/convertiblebond.hpp
+include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
+include/ql/experimental/convertiblebonds/tflattice.hpp
+include/ql/experimental/coupons/all.hpp
+include/ql/experimental/coupons/cmsspreadcoupon.hpp
+include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp
+include/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
+include/ql/experimental/coupons/proxyibor.hpp
+include/ql/experimental/coupons/quantocouponpricer.hpp
+include/ql/experimental/coupons/strippedcapflooredcoupon.hpp
+include/ql/experimental/coupons/subperiodcoupons.hpp
+include/ql/experimental/coupons/swapspreadindex.hpp
+include/ql/experimental/credit/all.hpp
+include/ql/experimental/credit/basecorrelationlossmodel.hpp
+include/ql/experimental/credit/basecorrelationstructure.hpp
+include/ql/experimental/credit/basket.hpp
+include/ql/experimental/credit/binomiallossmodel.hpp
+include/ql/experimental/credit/blackcdsoptionengine.hpp
+include/ql/experimental/credit/cdo.hpp
+include/ql/experimental/credit/cdsoption.hpp
+include/ql/experimental/credit/constantlosslatentmodel.hpp
+include/ql/experimental/credit/correlationstructure.hpp
+include/ql/experimental/credit/defaultevent.hpp
+include/ql/experimental/credit/defaultlossmodel.hpp
+include/ql/experimental/credit/defaultprobabilitykey.hpp
+include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp
+include/ql/experimental/credit/defaulttype.hpp
+include/ql/experimental/credit/distribution.hpp
+include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
+include/ql/experimental/credit/gaussianlhplossmodel.hpp
+include/ql/experimental/credit/homogeneouspooldef.hpp
+include/ql/experimental/credit/inhomogeneouspooldef.hpp
+include/ql/experimental/credit/integralcdoengine.hpp
+include/ql/experimental/credit/integralntdengine.hpp
+include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
+include/ql/experimental/credit/issuer.hpp
+include/ql/experimental/credit/loss.hpp
+include/ql/experimental/credit/lossdistribution.hpp
+include/ql/experimental/credit/midpointcdoengine.hpp
+include/ql/experimental/credit/nthtodefault.hpp
+include/ql/experimental/credit/onefactoraffinesurvival.hpp
+include/ql/experimental/credit/onefactorcopula.hpp
+include/ql/experimental/credit/onefactorgaussiancopula.hpp
+include/ql/experimental/credit/pool.hpp
+include/ql/experimental/credit/onefactorstudentcopula.hpp
+include/ql/experimental/credit/randomdefaultlatentmodel.hpp
+include/ql/experimental/credit/randomdefaultmodel.hpp
+include/ql/experimental/credit/randomlosslatentmodel.hpp
+include/ql/experimental/credit/recoveryratemodel.hpp
+include/ql/experimental/credit/recoveryratequote.hpp
+include/ql/experimental/credit/recursivelossmodel.hpp
+include/ql/experimental/credit/riskyassetswap.hpp
+include/ql/experimental/credit/riskyassetswapoption.hpp
+include/ql/experimental/credit/riskybond.hpp
+include/ql/experimental/credit/saddlepointlossmodel.hpp
+include/ql/experimental/credit/spotlosslatentmodel.hpp
+include/ql/experimental/credit/spreadedhazardratecurve.hpp
+include/ql/experimental/credit/syntheticcdo.hpp
+include/ql/experimental/exoticoptions/all.hpp
+include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp
+include/ql/experimental/exoticoptions/analyticcomplexchooserengine.hpp
+include/ql/experimental/exoticoptions/analyticcompoundoptionengine.hpp
+include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
+include/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.hpp
+include/ql/experimental/exoticoptions/analyticpartialtimebarrieroptionengine.hpp
+include/ql/experimental/exoticoptions/analyticpdfhestonengine.hpp
+include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
+include/ql/experimental/exoticoptions/analytictwoassetbarrierengine.hpp
+include/ql/experimental/exoticoptions/analytictwoassetcorrelationengine.hpp
+include/ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp
+include/ql/experimental/exoticoptions/complexchooseroption.hpp
+include/ql/experimental/exoticoptions/compoundoption.hpp
+include/ql/experimental/exoticoptions/continuousarithmeticasianlevyengine.hpp
+include/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp
+include/ql/experimental/exoticoptions/everestoption.hpp
+include/ql/experimental/exoticoptions/himalayaoption.hpp
+include/ql/experimental/exoticoptions/holderextensibleoption.hpp
+include/ql/experimental/exoticoptions/kirkspreadoptionengine.hpp
+include/ql/experimental/exoticoptions/margrabeoption.hpp
+include/ql/experimental/exoticoptions/mceverestengine.hpp
+include/ql/experimental/exoticoptions/mchimalayaengine.hpp
+include/ql/experimental/exoticoptions/mcpagodaengine.hpp
+include/ql/experimental/exoticoptions/pagodaoption.hpp
+include/ql/experimental/exoticoptions/partialtimebarrieroption.hpp
+include/ql/experimental/exoticoptions/simplechooseroption.hpp
+include/ql/experimental/exoticoptions/spreadoption.hpp
+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
+include/ql/experimental/finitedifferences/fdmblackscholesfwdop.hpp
+include/ql/experimental/finitedifferences/fdmdupire1dop.hpp
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+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/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/fddividendamericanengine.hpp
+include/ql/pricingengines/vanilla/fddividendengine.hpp
+include/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp
+include/ql/pricingengines/vanilla/fddividendshoutengine.hpp
+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/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/mcamericanengine.hpp
+include/ql/pricingengines/vanilla/mcdigitalengine.hpp
+include/ql/pricingengines/vanilla/mceuropeanengine.hpp
+include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
+include/ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp
+include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp
+include/ql/pricingengines/vanilla/mcvanillaengine.hpp
+include/ql/pricingengines/all.hpp
+include/ql/pricingengines/americanpayoffatexpiry.hpp
+include/ql/pricingengines/americanpayoffathit.hpp
+include/ql/pricingengines/blackcalculator.hpp
+include/ql/pricingengines/blackformula.hpp
+include/ql/pricingengines/blackscholescalculator.hpp
+include/ql/pricingengines/genericmodelengine.hpp
+include/ql/pricingengines/greeks.hpp
+include/ql/pricingengines/latticeshortratemodelengine.hpp
+include/ql/pricingengines/mclongstaffschwartzengine.hpp
+include/ql/pricingengines/mcsimulation.hpp
+include/ql/processes/all.hpp
+include/ql/processes/batesprocess.hpp
+include/ql/processes/blackscholesprocess.hpp
+include/ql/processes/endeulerdiscretization.hpp
+include/ql/processes/eulerdiscretization.hpp
+include/ql/processes/forwardmeasureprocess.hpp
+include/ql/processes/g2process.hpp
+include/ql/processes/geometricbrownianprocess.hpp
+include/ql/processes/gjrgarchprocess.hpp
+include/ql/processes/gsrprocess.hpp
+include/ql/processes/gsrprocesscore.hpp
+include/ql/processes/hestonprocess.hpp
+include/ql/processes/hullwhiteprocess.hpp
+include/ql/processes/hybridhestonhullwhiteprocess.hpp
+include/ql/processes/jointstochasticprocess.hpp
+include/ql/processes/merton76process.hpp
+include/ql/processes/mfstateprocess.hpp
+include/ql/processes/ornsteinuhlenbeckprocess.hpp
+include/ql/processes/squarerootprocess.hpp
+include/ql/processes/stochasticprocessarray.hpp
+include/ql/quotes/all.hpp
+include/ql/quotes/compositequote.hpp
+include/ql/quotes/derivedquote.hpp
+include/ql/quotes/eurodollarfuturesquote.hpp
+include/ql/quotes/forwardswapquote.hpp
+include/ql/quotes/forwardvaluequote.hpp
+include/ql/quotes/futuresconvadjustmentquote.hpp
+include/ql/quotes/impliedstddevquote.hpp
+include/ql/quotes/lastfixingquote.hpp
+include/ql/quotes/simplequote.hpp
+include/ql/termstructures/credit/all.hpp
+include/ql/termstructures/credit/defaultdensitystructure.hpp
+include/ql/termstructures/credit/defaultprobabilityhelpers.hpp
+include/ql/termstructures/credit/flathazardrate.hpp
+include/ql/termstructures/credit/hazardratestructure.hpp
+include/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
+include/ql/termstructures/credit/interpolatedhazardratecurve.hpp
+include/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
+include/ql/termstructures/credit/piecewisedefaultcurve.hpp
+include/ql/termstructures/credit/probabilitytraits.hpp
+include/ql/termstructures/credit/survivalprobabilitystructure.hpp
+include/ql/termstructures/inflation/all.hpp
+include/ql/termstructures/inflation/inflationhelpers.hpp
+include/ql/termstructures/inflation/inflationtraits.hpp
+include/ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp
+include/ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp
+include/ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp
+include/ql/termstructures/inflation/piecewisezeroinflationcurve.hpp
+include/ql/termstructures/inflation/seasonality.hpp
+include/ql/termstructures/volatility/equityfx/all.hpp
+include/ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp
+include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp
+include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityadapter.hpp
+include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
+include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
+include/ql/termstructures/volatility/equityfx/blackvariancesurface.hpp
+include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp
+include/ql/termstructures/volatility/equityfx/fixedlocalvolsurface.hpp
+include/ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.hpp
+include/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp
+include/ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp
+include/ql/termstructures/volatility/equityfx/localconstantvol.hpp
+include/ql/termstructures/volatility/equityfx/localvolcurve.hpp
+include/ql/termstructures/volatility/equityfx/localvolsurface.hpp
+include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp
+include/ql/termstructures/volatility/equityfx/noexceptlocalvolsurface.hpp
+include/ql/termstructures/volatility/capfloor/all.hpp
+include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
+include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp
+include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp
+include/ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp
+include/ql/termstructures/volatility/inflation/all.hpp
+include/ql/termstructures/volatility/inflation/constantcpivolatility.hpp
+include/ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp
+include/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
+include/ql/termstructures/volatility/optionlet/all.hpp
+include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
+include/ql/termstructures/volatility/optionlet/constantoptionletvol.hpp
+include/ql/termstructures/volatility/optionlet/optionletstripper.hpp
+include/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
+include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp
+include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
+include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
+include/ql/termstructures/volatility/optionlet/strippedoptionlet.hpp
+include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
+include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
+include/ql/termstructures/volatility/swaption/all.hpp
+include/ql/termstructures/volatility/swaption/cmsmarket.hpp
+include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
+include/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
+include/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp
+include/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
+include/ql/termstructures/volatility/swaption/swaptionvolcube.hpp
+include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
+include/ql/termstructures/volatility/swaption/swaptionvolcube2.hpp
+include/ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp
+include/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
+include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp
+include/ql/termstructures/volatility/all.hpp
+include/ql/termstructures/volatility/abcd.hpp
+include/ql/termstructures/volatility/abcdcalibration.hpp
+include/ql/termstructures/volatility/atmadjustedsmilesection.hpp
+include/ql/termstructures/volatility/atmsmilesection.hpp
+include/ql/termstructures/volatility/flatsmilesection.hpp
+include/ql/termstructures/volatility/gaussian1dsmilesection.hpp
+include/ql/termstructures/volatility/interpolatedsmilesection.hpp
+include/ql/termstructures/volatility/kahalesmilesection.hpp
+include/ql/termstructures/volatility/sabr.hpp
+include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
+include/ql/termstructures/volatility/sabrsmilesection.hpp
+include/ql/termstructures/volatility/smilesection.hpp
+include/ql/termstructures/volatility/smilesectionutils.hpp
+include/ql/termstructures/volatility/spreadedsmilesection.hpp
+include/ql/termstructures/volatility/volatilitytype.hpp
+include/ql/termstructures/yield/all.hpp
+include/ql/termstructures/yield/bondhelpers.hpp
+include/ql/termstructures/yield/bootstraptraits.hpp
+include/ql/termstructures/yield/compositezeroyieldstructure.hpp
+include/ql/termstructures/yield/discountcurve.hpp
+include/ql/termstructures/yield/drifttermstructure.hpp
+include/ql/termstructures/yield/fittedbonddiscountcurve.hpp
+include/ql/termstructures/yield/flatforward.hpp
+include/ql/termstructures/yield/forwardcurve.hpp
+include/ql/termstructures/yield/forwardspreadedtermstructure.hpp
+include/ql/termstructures/yield/forwardstructure.hpp
+include/ql/termstructures/yield/impliedtermstructure.hpp
+include/ql/termstructures/yield/nonlinearfittingmethods.hpp
+include/ql/termstructures/yield/oisratehelper.hpp
+include/ql/termstructures/yield/piecewiseyieldcurve.hpp
+include/ql/termstructures/yield/ratehelpers.hpp
+include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
+include/ql/termstructures/yield/quantotermstructure.hpp
+include/ql/termstructures/yield/zerocurve.hpp
+include/ql/termstructures/yield/zerospreadedtermstructure.hpp
+include/ql/termstructures/yield/zeroyieldstructure.hpp
+include/ql/termstructures/all.hpp
+include/ql/termstructures/bootstraperror.hpp
+include/ql/termstructures/bootstraphelper.hpp
+include/ql/termstructures/defaulttermstructure.hpp
+include/ql/termstructures/inflationtermstructure.hpp
+include/ql/termstructures/interpolatedcurve.hpp
+include/ql/termstructures/iterativebootstrap.hpp
+include/ql/termstructures/localbootstrap.hpp
+include/ql/termstructures/voltermstructure.hpp
+include/ql/termstructures/yieldtermstructure.hpp
+include/ql/time/calendars/all.hpp
+include/ql/time/calendars/argentina.hpp
+include/ql/time/calendars/australia.hpp
+include/ql/time/calendars/bespokecalendar.hpp
+include/ql/time/calendars/botswana.hpp
+include/ql/time/calendars/brazil.hpp
+include/ql/time/calendars/canada.hpp
+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/germany.hpp
+include/ql/time/calendars/hongkong.hpp
+include/ql/time/calendars/hungary.hpp
+include/ql/time/calendars/iceland.hpp
+include/ql/time/calendars/india.hpp
+include/ql/time/calendars/indonesia.hpp
+include/ql/time/calendars/israel.hpp
+include/ql/time/calendars/italy.hpp
+include/ql/time/calendars/japan.hpp
+include/ql/time/calendars/jointcalendar.hpp
+include/ql/time/calendars/mexico.hpp
+include/ql/time/calendars/newzealand.hpp
+include/ql/time/calendars/norway.hpp
+include/ql/time/calendars/nullcalendar.hpp
+include/ql/time/calendars/poland.hpp
+include/ql/time/calendars/romania.hpp
+include/ql/time/calendars/russia.hpp
+include/ql/time/calendars/saudiarabia.hpp
+include/ql/time/calendars/singapore.hpp
+include/ql/time/calendars/slovakia.hpp
+include/ql/time/calendars/southafrica.hpp
+include/ql/time/calendars/southkorea.hpp
+include/ql/time/calendars/sweden.hpp
+include/ql/time/calendars/switzerland.hpp
+include/ql/time/calendars/taiwan.hpp
+include/ql/time/calendars/target.hpp
+include/ql/time/calendars/turkey.hpp
+include/ql/time/calendars/ukraine.hpp
+include/ql/time/calendars/unitedkingdom.hpp
+include/ql/time/calendars/unitedstates.hpp
+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
+include/ql/time/daycounters/simpledaycounter.hpp
+include/ql/time/daycounters/thirty360.hpp
+include/ql/time/all.hpp
+include/ql/time/asx.hpp
+include/ql/time/businessdayconvention.hpp
+include/ql/time/calendar.hpp
+include/ql/time/date.hpp
+include/ql/time/dategenerationrule.hpp
+include/ql/time/daycounter.hpp
+include/ql/time/ecb.hpp
+include/ql/time/frequency.hpp
+include/ql/time/imm.hpp
+include/ql/time/period.hpp
+include/ql/time/schedule.hpp
+include/ql/time/timeunit.hpp
+include/ql/time/weekday.hpp
+include/ql/utilities/all.hpp
+include/ql/utilities/clone.hpp
+include/ql/utilities/dataformatters.hpp
+include/ql/utilities/dataparsers.hpp
+include/ql/utilities/disposable.hpp
+include/ql/utilities/null.hpp
+include/ql/utilities/null_deleter.hpp
+include/ql/utilities/observablevalue.hpp
+include/ql/utilities/steppingiterator.hpp
+include/ql/utilities/tracing.hpp
+include/ql/utilities/vectors.hpp
+include/ql/auto_link.hpp
+include/ql/cashflow.hpp
+include/ql/compounding.hpp
+include/ql/config.hpp
+include/ql/currency.hpp
+include/ql/default.hpp
+include/ql/discretizedasset.hpp
+include/ql/errors.hpp
+include/ql/exchangerate.hpp
+include/ql/exercise.hpp
+include/ql/event.hpp
+include/ql/grid.hpp
+include/ql/handle.hpp
+include/ql/index.hpp
+include/ql/instrument.hpp
+include/ql/interestrate.hpp
+include/ql/mathconstants.hpp
+include/ql/money.hpp
+include/ql/numericalmethod.hpp
+include/ql/option.hpp
+include/ql/payoff.hpp
+include/ql/position.hpp
+include/ql/prices.hpp
+include/ql/pricingengine.hpp
+include/ql/qldefines.hpp
+include/ql/quantlib.hpp
+include/ql/quote.hpp
+include/ql/rebatedexercise.hpp
+include/ql/settings.hpp
+include/ql/stochasticprocess.hpp
+include/ql/termstructure.hpp
+include/ql/timegrid.hpp
+include/ql/timeseries.hpp
+include/ql/types.hpp
+include/ql/version.hpp
+include/ql/volatilitymodel.hpp
+@dir include/ql
+lib/libQuantLib.so
+lib/libQuantLib.so.0
+lib/libQuantLib.so.0.0.0
+lib/libQuantLib.la
+lib/libQuantLib.a
+libdata/pkgconfig/quantlib.pc
+man/man1/quantlib-config.1.gz
+man/man1/quantlib-test-suite.1.gz
+share/aclocal/quantlib.m4
author	Mikhail Teterin <mi@FreeBSD.org>	2018-07-23 16:15:02 +0000
committer	Mikhail Teterin <mi@FreeBSD.org>	2018-07-23 16:15:02 +0000
commit	594e093979ab206a6966c560c3715033dd01cbb7 (patch)
tree	3775e90e19cb234672bb2c82081ced005de496d3 /finance
parent	443e4ffdcc1f16ce87de254042d23a4e7c9a1fff (diff)
download	ports-594e093979ab206a6966c560c3715033dd01cbb7.tar.gz ports-594e093979ab206a6966c560c3715033dd01cbb7.zip