diff options
author | Patrick Li <pat@FreeBSD.org> | 2002-03-03 07:18:22 +0000 |
---|---|---|
committer | Patrick Li <pat@FreeBSD.org> | 2002-03-03 07:18:22 +0000 |
commit | de8fec46e509dbac1bfc427b21e8feec5440587c (patch) | |
tree | 0f4f33d825de847660b88ba969d37eafd5222827 /misc/quantlib/pkg-plist | |
parent | a83108adfc2a00b722205938f4e046e1ccc9b05e (diff) |
Notes
Diffstat (limited to 'misc/quantlib/pkg-plist')
-rw-r--r-- | misc/quantlib/pkg-plist | 141 |
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 |