diff options
Diffstat (limited to 'finance/quantlib/pkg-plist')
| -rw-r--r-- | finance/quantlib/pkg-plist | 39 |
1 files changed, 36 insertions, 3 deletions
diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist index 152f23a42be1..c6bd608e336d 100644 --- a/finance/quantlib/pkg-plist +++ b/finance/quantlib/pkg-plist @@ -1,18 +1,23 @@ +@comment $FreeBSD$ bin/BermudanSwaption bin/DiscreteHedging bin/EuropeanOption bin/SwapValuation bin/quantlib-config +include/ql/Calendars/budapest.hpp include/ql/Calendars/frankfurt.hpp include/ql/Calendars/helsinki.hpp include/ql/Calendars/johannesburg.hpp include/ql/Calendars/london.hpp include/ql/Calendars/milan.hpp include/ql/Calendars/newyork.hpp +include/ql/Calendars/oslo.hpp +include/ql/Calendars/stockholm.hpp include/ql/Calendars/sydney.hpp include/ql/Calendars/target.hpp include/ql/Calendars/tokyo.hpp include/ql/Calendars/toronto.hpp +include/ql/Calendars/warsaw.hpp include/ql/Calendars/wellington.hpp include/ql/Calendars/zurich.hpp include/ql/CashFlows/cashflowvectors.hpp @@ -54,11 +59,13 @@ include/ql/Indexes/xibor.hpp include/ql/Indexes/xibormanager.hpp include/ql/Indexes/zarlibor.hpp include/ql/Instruments/capfloor.hpp -include/ql/Instruments/plainoption.hpp +include/ql/Instruments/forwardvanillaoption.hpp +include/ql/Instruments/quantovanillaoption.hpp include/ql/Instruments/simpleswap.hpp include/ql/Instruments/stock.hpp include/ql/Instruments/swap.hpp include/ql/Instruments/swaption.hpp +include/ql/Instruments/vanillaoption.hpp include/ql/Lattices/binomialtree.hpp include/ql/Lattices/bsmlattice.hpp include/ql/Lattices/lattice.hpp @@ -73,6 +80,7 @@ include/ql/Math/interpolation.hpp include/ql/Math/interpolation2D.hpp include/ql/Math/lexicographicalview.hpp include/ql/Math/linearinterpolation.hpp +include/ql/Math/loglinearinterpolation.hpp include/ql/Math/matrix.hpp include/ql/Math/multivariateaccumulator.hpp include/ql/Math/normaldistribution.hpp @@ -84,6 +92,7 @@ include/ql/Math/symmetricschurdecomposition.hpp include/ql/MonteCarlo/arithmeticapopathpricer.hpp include/ql/MonteCarlo/arithmeticasopathpricer.hpp include/ql/MonteCarlo/basketpathpricer.hpp +include/ql/MonteCarlo/cliquetoptionpathpricer.hpp include/ql/MonteCarlo/europeanpathpricer.hpp include/ql/MonteCarlo/everestpathpricer.hpp include/ql/MonteCarlo/geometricapopathpricer.hpp @@ -99,6 +108,7 @@ include/ql/MonteCarlo/pagodapathpricer.hpp include/ql/MonteCarlo/path.hpp include/ql/MonteCarlo/pathgenerator.hpp include/ql/MonteCarlo/pathpricer.hpp +include/ql/MonteCarlo/performanceoptionpathpricer.hpp include/ql/MonteCarlo/sample.hpp include/ql/Optimization/armijo.hpp include/ql/Optimization/conjugategradient.hpp @@ -111,11 +121,11 @@ include/ql/Optimization/method.hpp include/ql/Optimization/problem.hpp include/ql/Optimization/simplex.hpp include/ql/Optimization/steepestdescent.hpp +include/ql/Patterns/bridge.hpp include/ql/Patterns/observable.hpp include/ql/Pricers/analyticalcapfloor.hpp include/ql/Pricers/barrieroption.hpp include/ql/Pricers/binaryoption.hpp -include/ql/Pricers/binomialplainoption.hpp include/ql/Pricers/blackcapfloor.hpp include/ql/Pricers/blackswaption.hpp include/ql/Pricers/capfloorpricer.hpp @@ -123,7 +133,6 @@ include/ql/Pricers/cliquetoption.hpp include/ql/Pricers/continuousgeometricapo.hpp include/ql/Pricers/discretegeometricapo.hpp include/ql/Pricers/discretegeometricaso.hpp -include/ql/Pricers/europeanengine.hpp include/ql/Pricers/europeanoption.hpp include/ql/Pricers/fdamericanoption.hpp include/ql/Pricers/fdbermudanoption.hpp @@ -138,6 +147,7 @@ include/ql/Pricers/fdshoutoption.hpp include/ql/Pricers/fdstepconditionoption.hpp include/ql/Pricers/jamshidianswaption.hpp include/ql/Pricers/mcbasket.hpp +include/ql/Pricers/mccliquetoption.hpp include/ql/Pricers/mcdiscretearithmeticapo.hpp include/ql/Pricers/mcdiscretearithmeticaso.hpp include/ql/Pricers/mceuropean.hpp @@ -145,11 +155,19 @@ include/ql/Pricers/mceverest.hpp include/ql/Pricers/mchimalaya.hpp include/ql/Pricers/mcmaxbasket.hpp include/ql/Pricers/mcpagoda.hpp +include/ql/Pricers/mcperformanceoption.hpp include/ql/Pricers/mcpricer.hpp +include/ql/Pricers/performanceoption.hpp include/ql/Pricers/singleassetoption.hpp include/ql/Pricers/swaptionpricer.hpp include/ql/Pricers/treecapfloor.hpp include/ql/Pricers/treeswaption.hpp +include/ql/PricingEngines/discretizedvanillaoption.hpp +include/ql/PricingEngines/forwardengines.hpp +include/ql/PricingEngines/genericengine.hpp +include/ql/PricingEngines/latticeshortratemodelengine.hpp +include/ql/PricingEngines/quantoengines.hpp +include/ql/PricingEngines/vanillaengines.hpp include/ql/RandomNumbers/boxmullergaussianrng.hpp include/ql/RandomNumbers/centrallimitgaussianrng.hpp include/ql/RandomNumbers/inversecumgaussianrng.hpp @@ -178,16 +196,26 @@ include/ql/Solvers1D/newtonsafe.hpp include/ql/Solvers1D/ridder.hpp include/ql/Solvers1D/secant.hpp include/ql/TermStructures/affinetermstructure.hpp +include/ql/TermStructures/compoundforward.hpp +include/ql/TermStructures/discountcurve.hpp include/ql/TermStructures/flatforward.hpp +include/ql/TermStructures/forwardspreadedtermstructure.hpp +include/ql/TermStructures/impliedtermstructure.hpp include/ql/TermStructures/piecewiseflatforward.hpp include/ql/TermStructures/ratehelpers.hpp +include/ql/TermStructures/zerospreadedtermstructure.hpp include/ql/Utilities/combiningiterator.hpp include/ql/Utilities/couplingiterator.hpp include/ql/Utilities/filteringiterator.hpp include/ql/Utilities/iteratorcategories.hpp include/ql/Utilities/processingiterator.hpp include/ql/Utilities/steppingiterator.hpp +include/ql/Volatilities/blackconstantvol.hpp +include/ql/Volatilities/blackvariancecurve.hpp +include/ql/Volatilities/blackvariancesurface.hpp include/ql/Volatilities/capflatvolvector.hpp +include/ql/Volatilities/localconstantvol.hpp +include/ql/Volatilities/localvolcurve.hpp include/ql/Volatilities/swaptionvolmatrix.hpp include/ql/argsandresults.hpp include/ql/array.hpp @@ -198,6 +226,7 @@ include/ql/cashflow.hpp include/ql/config.hpp include/ql/currency.hpp include/ql/dataformatters.hpp +include/ql/dataparsers.hpp include/ql/date.hpp include/ql/daycounter.hpp include/ql/diffusionprocess.hpp @@ -206,6 +235,7 @@ include/ql/exercise.hpp include/ql/expressiontemplates.hpp include/ql/functions/daycounters.hpp include/ql/functions/mathf.hpp +include/ql/functions/vols.hpp include/ql/grid.hpp include/ql/handle.hpp include/ql/history.hpp @@ -215,6 +245,7 @@ include/ql/marketelement.hpp include/ql/null.hpp include/ql/numericalmethod.hpp include/ql/option.hpp +include/ql/pricingengine.hpp include/ql/qldefines.hpp include/ql/quantlib.hpp include/ql/relinkablehandle.hpp @@ -224,6 +255,7 @@ include/ql/solver1d.hpp include/ql/swaptionvolstructure.hpp include/ql/termstructure.hpp include/ql/types.hpp +include/ql/voltermstructure.hpp lib/libQuantLib.a lib/libQuantLib.so lib/libQuantLib.so.0 @@ -238,6 +270,7 @@ share/aclocal/quantlib.m4 @dirrm include/ql/ShortRateModels/CalibrationHelpers @dirrm include/ql/ShortRateModels @dirrm include/ql/RandomNumbers +@dirrm include/ql/PricingEngines @dirrm include/ql/Pricers @dirrm include/ql/Patterns @dirrm include/ql/Optimization |