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authorPatrick Li <pat@FreeBSD.org>2002-03-03 07:18:22 +0000
committerPatrick Li <pat@FreeBSD.org>2002-03-03 07:18:22 +0000
commitde8fec46e509dbac1bfc427b21e8feec5440587c (patch)
tree0f4f33d825de847660b88ba969d37eafd5222827 /misc/quantlib/pkg-plist
parenta83108adfc2a00b722205938f4e046e1ccc9b05e (diff)
downloadports-de8fec46e509dbac1bfc427b21e8feec5440587c.tar.gz
ports-de8fec46e509dbac1bfc427b21e8feec5440587c.zip
Notes
Diffstat (limited to 'misc/quantlib/pkg-plist')
-rw-r--r--misc/quantlib/pkg-plist141
1 files changed, 72 insertions, 69 deletions
diff --git a/misc/quantlib/pkg-plist b/misc/quantlib/pkg-plist
index 60469b1028a0..48b4ec40a75d 100644
--- a/misc/quantlib/pkg-plist
+++ b/misc/quantlib/pkg-plist
@@ -1,3 +1,7 @@
+bin/DiscreteHedging
+bin/EuropeanOption
+bin/SwapValuation
+bin/quantlib-config
include/ql/Calendars/frankfurt.hpp
include/ql/Calendars/helsinki.hpp
include/ql/Calendars/london.hpp
@@ -5,21 +9,16 @@ include/ql/Calendars/milan.hpp
include/ql/Calendars/newyork.hpp
include/ql/Calendars/target.hpp
include/ql/Calendars/wellington.hpp
-include/ql/Calendars/westerncalendar.hpp
include/ql/Calendars/zurich.hpp
-include/ql/Currencies/chf.hpp
-include/ql/Currencies/dem.hpp
-include/ql/Currencies/eur.hpp
-include/ql/Currencies/gbp.hpp
-include/ql/Currencies/itl.hpp
-include/ql/Currencies/usd.hpp
+include/ql/CashFlows/cashflowvectors.hpp
+include/ql/CashFlows/coupon.hpp
+include/ql/CashFlows/fixedratecoupon.hpp
+include/ql/CashFlows/floatingratecoupon.hpp
+include/ql/CashFlows/simplecashflow.hpp
include/ql/DayCounters/actual360.hpp
include/ql/DayCounters/actual365.hpp
include/ql/DayCounters/actualactual.hpp
include/ql/DayCounters/thirty360.hpp
-include/ql/DayCounters/thirty360european.hpp
-include/ql/DayCounters/thirty360italian.hpp
-include/ql/FiniteDifferences/backwardeuler.hpp
include/ql/FiniteDifferences/boundarycondition.hpp
include/ql/FiniteDifferences/bsmoperator.hpp
include/ql/FiniteDifferences/cranknicolson.hpp
@@ -27,22 +26,22 @@ include/ql/FiniteDifferences/dminus.hpp
include/ql/FiniteDifferences/dplus.hpp
include/ql/FiniteDifferences/dplusdminus.hpp
include/ql/FiniteDifferences/dzero.hpp
+include/ql/FiniteDifferences/expliciteuler.hpp
+include/ql/FiniteDifferences/fdtypedefs.hpp
include/ql/FiniteDifferences/finitedifferencemodel.hpp
-include/ql/FiniteDifferences/forwardeuler.hpp
-include/ql/FiniteDifferences/identity.hpp
-include/ql/FiniteDifferences/operator.hpp
-include/ql/FiniteDifferences/operatortraits.hpp
-include/ql/FiniteDifferences/standardfdmodel.hpp
-include/ql/FiniteDifferences/standardstepcondition.hpp
+include/ql/FiniteDifferences/impliciteuler.hpp
include/ql/FiniteDifferences/stepcondition.hpp
include/ql/FiniteDifferences/tridiagonaloperator.hpp
include/ql/FiniteDifferences/valueatcenter.hpp
include/ql/Indexes/euribor.hpp
-include/ql/Indexes/libor.hpp
-include/ql/Indexes/libormanager.hpp
+include/ql/Indexes/gbplibor.hpp
include/ql/Indexes/usdlibor.hpp
include/ql/Indexes/xibor.hpp
+include/ql/Indexes/xibormanager.hpp
+include/ql/Instruments/plainoption.hpp
+include/ql/Instruments/simpleswap.hpp
include/ql/Instruments/stock.hpp
+include/ql/Instruments/swap.hpp
include/ql/Math/cubicspline.hpp
include/ql/Math/interpolation.hpp
include/ql/Math/lexicographicalview.hpp
@@ -51,67 +50,69 @@ include/ql/Math/matrix.hpp
include/ql/Math/multivariateaccumulator.hpp
include/ql/Math/normaldistribution.hpp
include/ql/Math/riskmeasures.hpp
+include/ql/Math/segmentintegral.hpp
include/ql/Math/statistics.hpp
include/ql/Math/symmetriceigenvalues.hpp
include/ql/Math/symmetricschurdecomposition.hpp
-include/ql/MonteCarlo/avgpriceasianpathpricer.hpp
-include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp
+include/ql/MonteCarlo/arithmeticapopathpricer.hpp
+include/ql/MonteCarlo/arithmeticasopathpricer.hpp
include/ql/MonteCarlo/basketpathpricer.hpp
-include/ql/MonteCarlo/boxmuller.hpp
-include/ql/MonteCarlo/centrallimitgaussian.hpp
-include/ql/MonteCarlo/controlvariatedpathpricer.hpp
include/ql/MonteCarlo/europeanpathpricer.hpp
include/ql/MonteCarlo/everestpathpricer.hpp
-include/ql/MonteCarlo/gaussianarraygenerator.hpp
-include/ql/MonteCarlo/gaussianrandomgenerator.hpp
-include/ql/MonteCarlo/generalmontecarlo.hpp
-include/ql/MonteCarlo/geometricasianpathpricer.hpp
+include/ql/MonteCarlo/geometricapopathpricer.hpp
+include/ql/MonteCarlo/geometricasopathpricer.hpp
include/ql/MonteCarlo/getcovariance.hpp
include/ql/MonteCarlo/himalayapathpricer.hpp
-include/ql/MonteCarlo/lecuyerrandomgenerator.hpp
-include/ql/MonteCarlo/mcoptionsample.hpp
-include/ql/MonteCarlo/mcpricer.hpp
-include/ql/MonteCarlo/multifactormontecarlooption.hpp
-include/ql/MonteCarlo/multifactorpricer.hpp
+include/ql/MonteCarlo/maxbasketpathpricer.hpp
+include/ql/MonteCarlo/mctypedefs.hpp
+include/ql/MonteCarlo/montecarlomodel.hpp
include/ql/MonteCarlo/multipath.hpp
include/ql/MonteCarlo/multipathgenerator.hpp
-include/ql/MonteCarlo/multipathpricer.hpp
-include/ql/MonteCarlo/onefactormontecarlooption.hpp
include/ql/MonteCarlo/pagodapathpricer.hpp
include/ql/MonteCarlo/path.hpp
-include/ql/MonteCarlo/pathmontecarlo.hpp
+include/ql/MonteCarlo/pathgenerator.hpp
include/ql/MonteCarlo/pathpricer.hpp
-include/ql/MonteCarlo/randomarraygenerator.hpp
-include/ql/MonteCarlo/standardmultipathgenerator.hpp
-include/ql/MonteCarlo/standardpathgenerator.hpp
-include/ql/MonteCarlo/uniformrandomgenerator.hpp
+include/ql/MonteCarlo/sample.hpp
+include/ql/Patterns/factory.hpp
include/ql/Patterns/observable.hpp
include/ql/Pricers/americancondition.hpp
include/ql/Pricers/americanoption.hpp
-include/ql/Pricers/averagepriceasian.hpp
-include/ql/Pricers/averagestrikeasian.hpp
include/ql/Pricers/barrieroption.hpp
include/ql/Pricers/bermudanoption.hpp
include/ql/Pricers/binaryoption.hpp
-include/ql/Pricers/bsmeuropeanoption.hpp
include/ql/Pricers/bsmnumericaloption.hpp
-include/ql/Pricers/bsmoption.hpp
include/ql/Pricers/cliquetoption.hpp
+include/ql/Pricers/continuousgeometricapo.hpp
+include/ql/Pricers/discretegeometricapo.hpp
+include/ql/Pricers/discretegeometricaso.hpp
include/ql/Pricers/dividendamericanoption.hpp
include/ql/Pricers/dividendeuropeanoption.hpp
include/ql/Pricers/dividendoption.hpp
include/ql/Pricers/dividendshoutoption.hpp
-include/ql/Pricers/everestoption.hpp
+include/ql/Pricers/europeanengine.hpp
+include/ql/Pricers/europeanoption.hpp
include/ql/Pricers/finitedifferenceeuropean.hpp
-include/ql/Pricers/geometricasianoption.hpp
-include/ql/Pricers/himalaya.hpp
-include/ql/Pricers/mceuropeanpricer.hpp
+include/ql/Pricers/mcbasket.hpp
+include/ql/Pricers/mcdiscretearithmeticapo.hpp
+include/ql/Pricers/mcdiscretearithmeticaso.hpp
+include/ql/Pricers/mceuropean.hpp
+include/ql/Pricers/mceverest.hpp
+include/ql/Pricers/mchimalaya.hpp
+include/ql/Pricers/mcmaxbasket.hpp
+include/ql/Pricers/mcpagoda.hpp
+include/ql/Pricers/mcpricer.hpp
include/ql/Pricers/multiperiodoption.hpp
-include/ql/Pricers/pagodaoption.hpp
-include/ql/Pricers/plainbasketoption.hpp
include/ql/Pricers/shoutcondition.hpp
include/ql/Pricers/shoutoption.hpp
+include/ql/Pricers/singleassetoption.hpp
include/ql/Pricers/stepconditionoption.hpp
+include/ql/RandomNumbers/boxmullergaussianrng.hpp
+include/ql/RandomNumbers/centrallimitgaussianrng.hpp
+include/ql/RandomNumbers/inversecumulativegaussianrng.hpp
+include/ql/RandomNumbers/knuthuniformrng.hpp
+include/ql/RandomNumbers/lecuyeruniformrng.hpp
+include/ql/RandomNumbers/randomarraygenerator.hpp
+include/ql/RandomNumbers/rngtypedefs.hpp
include/ql/Solvers1D/bisection.hpp
include/ql/Solvers1D/brent.hpp
include/ql/Solvers1D/falseposition.hpp
@@ -120,7 +121,6 @@ include/ql/Solvers1D/newtonsafe.hpp
include/ql/Solvers1D/ridder.hpp
include/ql/Solvers1D/secant.hpp
include/ql/TermStructures/flatforward.hpp
-include/ql/TermStructures/piecewiseconstantforwards.hpp
include/ql/TermStructures/piecewiseflatforward.hpp
include/ql/TermStructures/ratehelpers.hpp
include/ql/Utilities/combiningiterator.hpp
@@ -129,47 +129,50 @@ include/ql/Utilities/filteringiterator.hpp
include/ql/Utilities/iteratorcategories.hpp
include/ql/Utilities/processingiterator.hpp
include/ql/Utilities/steppingiterator.hpp
+include/ql/argsandresults.hpp
include/ql/array.hpp
include/ql/calendar.hpp
+include/ql/cashflow.hpp
include/ql/config.hpp
include/ql/currency.hpp
include/ql/dataformatters.hpp
include/ql/date.hpp
include/ql/daycounter.hpp
-include/ql/depositrate.hpp
-include/ql/discountfactor.hpp
+include/ql/errors.hpp
include/ql/expressiontemplates.hpp
include/ql/forwardvolsurface.hpp
include/ql/handle.hpp
include/ql/history.hpp
include/ql/index.hpp
include/ql/instrument.hpp
+include/ql/marketelement.hpp
include/ql/null.hpp
-include/ql/options.hpp
+include/ql/option.hpp
include/ql/qldefines.hpp
-include/ql/qlerrors.hpp
include/ql/quantlib.hpp
-include/ql/rate.hpp
+include/ql/relinkablehandle.hpp
include/ql/riskstatistics.hpp
+include/ql/scheduler.hpp
include/ql/solver1d.hpp
-include/ql/spread.hpp
include/ql/swaptionvolsurface.hpp
include/ql/termstructure.hpp
+include/ql/types.hpp
lib/libQuantLib.a
-lib/libQuantLib.la
lib/libQuantLib.so
lib/libQuantLib.so.0
-@dirrm include/ql/Calendars
-@dirrm include/ql/Currencies
-@dirrm include/ql/DayCounters
-@dirrm include/ql/FiniteDifferences
-@dirrm include/ql/Indexes
-@dirrm include/ql/Instruments
-@dirrm include/ql/Math
-@dirrm include/ql/MonteCarlo
-@dirrm include/ql/Patterns
-@dirrm include/ql/Pricers
-@dirrm include/ql/Solvers1D
-@dirrm include/ql/TermStructures
+share/aclocal/quantlib.m4
@dirrm include/ql/Utilities
+@dirrm include/ql/TermStructures
+@dirrm include/ql/Solvers1D
+@dirrm include/ql/RandomNumbers
+@dirrm include/ql/Pricers
+@dirrm include/ql/Patterns
+@dirrm include/ql/MonteCarlo
+@dirrm include/ql/Math
+@dirrm include/ql/Instruments
+@dirrm include/ql/Indexes
+@dirrm include/ql/FiniteDifferences
+@dirrm include/ql/DayCounters
+@dirrm include/ql/CashFlows
+@dirrm include/ql/Calendars
@dirrm include/ql