diff options
Diffstat (limited to 'finance/quantlib')
| -rw-r--r-- | finance/quantlib/Makefile | 36 | ||||
| -rw-r--r-- | finance/quantlib/distinfo | 1 | ||||
| -rw-r--r-- | finance/quantlib/files/patch-configure | 10 | ||||
| -rw-r--r-- | finance/quantlib/pkg-comment | 1 | ||||
| -rw-r--r-- | finance/quantlib/pkg-descr | 22 | ||||
| -rw-r--r-- | finance/quantlib/pkg-plist | 253 |
6 files changed, 0 insertions, 323 deletions
diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile deleted file mode 100644 index 83853fda4edf..000000000000 --- a/finance/quantlib/Makefile +++ /dev/null @@ -1,36 +0,0 @@ -# ex:ts=8 -# New ports collection makefile for: quantlib -# Date created: Aug 12, 2001 -# Whom: ijliao -# -# $FreeBSD$ -# - -PORTNAME= quantlib -PORTVERSION= 0.3.0 -CATEGORIES= misc -MASTER_SITES= ${MASTER_SITE_SOURCEFORGE} -MASTER_SITE_SUBDIR= ${PORTNAME} -DISTNAME= QuantLib-${PORTVERSION}-src - -MAINTAINER= ports@FreeBSD.org - -WRKSRC= ${WRKDIR}/QuantLib-${PORTVERSION} - -USE_REINPLACE= yes -USE_BZIP2= yes -USE_LIBTOOL= yes -CONFIGURE_TARGET= --build=${ARCH}-portbld-freebsd${OSREL} -INSTALLS_SHLIB= yes - -MAN1= DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \ - quantlib-config.1 - -pre-patch: - @${REINPLACE_CMD} -e 's|-g -O3|\$$CXXFLAGS|g' ${WRKSRC}/configure - @${FIND} ${WRKSRC} -name "Makefile.in" | \ - ${XARGS} ${REINPLACE_CMD} -e 's|-g -O.|\@CXXFLAGS\@|g' - @${FIND} ${WRKSRC}/Examples -name "Makefile.in" | \ - ${XARGS} ${REINPLACE_CMD} -e 's|-pedantic -Wall|-O0|g' - -.include <bsd.port.mk> diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo deleted file mode 100644 index 2e6572e94b0b..000000000000 --- a/finance/quantlib/distinfo +++ /dev/null @@ -1 +0,0 @@ -MD5 (QuantLib-0.3.0-src.tar.bz2) = 171d615792d1c22e7d21a364537d6ef0 diff --git a/finance/quantlib/files/patch-configure b/finance/quantlib/files/patch-configure deleted file mode 100644 index c69c03de69dd..000000000000 --- a/finance/quantlib/files/patch-configure +++ /dev/null @@ -1,10 +0,0 @@ ---- configure.orig Fri May 3 00:14:20 2002 -+++ configure Wed May 8 01:07:45 2002 -@@ -7014,6 +7014,7 @@ - - # This can be used to rebuild libtool when needed - LIBTOOL_DEPS="$ac_aux_dir/ltmain.sh" -+$ac_aux_dir/ltconfig $LIBTOOL_DEPS - - # Always use our own libtool. - LIBTOOL='$(SHELL) $(top_builddir)/libtool' diff --git a/finance/quantlib/pkg-comment b/finance/quantlib/pkg-comment deleted file mode 100644 index 3392b6a80441..000000000000 --- a/finance/quantlib/pkg-comment +++ /dev/null @@ -1 +0,0 @@ -A comprehensive software framework for quantitative finance diff --git a/finance/quantlib/pkg-descr b/finance/quantlib/pkg-descr deleted file mode 100644 index beed39ee6c41..000000000000 --- a/finance/quantlib/pkg-descr +++ /dev/null @@ -1,22 +0,0 @@ -The QuantLib project is aimed to provide a comprehensive software framework -for quantitative finance. The goal is to provide a standard free/open source -library to quantitative analysts and developers for modeling, trading, and -risk management in real-life. - -QuantLib plans to offer tools that are useful for both practical -implementation, with features such as market conventions, solvers, PDEs, -etc., and advanced modeling, e.g., exotic options and interest rate models. - -QuantLib is meant to be used by academics and practitioners alike, eventually -promoting a stronger interaction between the two. - -Finance is one area where well-written open-source projects could make a -tremendous difference. Almost every financial institution needs a solid, -time-effective, operative implementation of leading-edge pricing models and -hedging tools. However, to get there, currently one is forced to re-invent -the wheel every time. Even decade-old models with no market value, such as -Black-Scholes formula (1973), still lack a standard implementation. As a -consequences many good quants are wasting their time writing C++ classes -which have been already written thousands of times. - -WWW: http://www.quantlib.org/ diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist deleted file mode 100644 index 152f23a42be1..000000000000 --- a/finance/quantlib/pkg-plist +++ /dev/null @@ -1,253 +0,0 @@ -bin/BermudanSwaption -bin/DiscreteHedging -bin/EuropeanOption -bin/SwapValuation -bin/quantlib-config -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/sydney.hpp -include/ql/Calendars/target.hpp -include/ql/Calendars/tokyo.hpp -include/ql/Calendars/toronto.hpp -include/ql/Calendars/wellington.hpp -include/ql/Calendars/zurich.hpp -include/ql/CashFlows/cashflowvectors.hpp -include/ql/CashFlows/coupon.hpp -include/ql/CashFlows/fixedratecoupon.hpp -include/ql/CashFlows/floatingratecoupon.hpp -include/ql/CashFlows/shortfloatingcoupon.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/FiniteDifferences/americancondition.hpp -include/ql/FiniteDifferences/boundarycondition.hpp -include/ql/FiniteDifferences/bsmoperator.hpp -include/ql/FiniteDifferences/cranknicolson.hpp -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/impliciteuler.hpp -include/ql/FiniteDifferences/mixedscheme.hpp -include/ql/FiniteDifferences/onefactoroperator.hpp -include/ql/FiniteDifferences/shoutcondition.hpp -include/ql/FiniteDifferences/stepcondition.hpp -include/ql/FiniteDifferences/tridiagonaloperator.hpp -include/ql/FiniteDifferences/valueatcenter.hpp -include/ql/Indexes/audlibor.hpp -include/ql/Indexes/cadlibor.hpp -include/ql/Indexes/chflibor.hpp -include/ql/Indexes/euribor.hpp -include/ql/Indexes/gbplibor.hpp -include/ql/Indexes/jpylibor.hpp -include/ql/Indexes/usdlibor.hpp -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/simpleswap.hpp -include/ql/Instruments/stock.hpp -include/ql/Instruments/swap.hpp -include/ql/Instruments/swaption.hpp -include/ql/Lattices/binomialtree.hpp -include/ql/Lattices/bsmlattice.hpp -include/ql/Lattices/lattice.hpp -include/ql/Lattices/lattice2d.hpp -include/ql/Lattices/tree.hpp -include/ql/Lattices/trinomialtree.hpp -include/ql/Math/bilinearinterpolation.hpp -include/ql/Math/chisquaredistribution.hpp -include/ql/Math/cubicspline.hpp -include/ql/Math/gammadistribution.hpp -include/ql/Math/interpolation.hpp -include/ql/Math/interpolation2D.hpp -include/ql/Math/lexicographicalview.hpp -include/ql/Math/linearinterpolation.hpp -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/arithmeticapopathpricer.hpp -include/ql/MonteCarlo/arithmeticasopathpricer.hpp -include/ql/MonteCarlo/basketpathpricer.hpp -include/ql/MonteCarlo/europeanpathpricer.hpp -include/ql/MonteCarlo/everestpathpricer.hpp -include/ql/MonteCarlo/geometricapopathpricer.hpp -include/ql/MonteCarlo/geometricasopathpricer.hpp -include/ql/MonteCarlo/getcovariance.hpp -include/ql/MonteCarlo/himalayapathpricer.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/pagodapathpricer.hpp -include/ql/MonteCarlo/path.hpp -include/ql/MonteCarlo/pathgenerator.hpp -include/ql/MonteCarlo/pathpricer.hpp -include/ql/MonteCarlo/sample.hpp -include/ql/Optimization/armijo.hpp -include/ql/Optimization/conjugategradient.hpp -include/ql/Optimization/constraint.hpp -include/ql/Optimization/costfunction.hpp -include/ql/Optimization/criteria.hpp -include/ql/Optimization/leastsquare.hpp -include/ql/Optimization/linesearch.hpp -include/ql/Optimization/method.hpp -include/ql/Optimization/problem.hpp -include/ql/Optimization/simplex.hpp -include/ql/Optimization/steepestdescent.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 -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 -include/ql/Pricers/fdbsmoption.hpp -include/ql/Pricers/fddividendamericanoption.hpp -include/ql/Pricers/fddividendeuropeanoption.hpp -include/ql/Pricers/fddividendoption.hpp -include/ql/Pricers/fddividendshoutoption.hpp -include/ql/Pricers/fdeuropean.hpp -include/ql/Pricers/fdmultiperiodoption.hpp -include/ql/Pricers/fdshoutoption.hpp -include/ql/Pricers/fdstepconditionoption.hpp -include/ql/Pricers/jamshidianswaption.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/singleassetoption.hpp -include/ql/Pricers/swaptionpricer.hpp -include/ql/Pricers/treecapfloor.hpp -include/ql/Pricers/treeswaption.hpp -include/ql/RandomNumbers/boxmullergaussianrng.hpp -include/ql/RandomNumbers/centrallimitgaussianrng.hpp -include/ql/RandomNumbers/inversecumgaussianrng.hpp -include/ql/RandomNumbers/knuthuniformrng.hpp -include/ql/RandomNumbers/lecuyeruniformrng.hpp -include/ql/RandomNumbers/randomarraygenerator.hpp -include/ql/RandomNumbers/rngtypedefs.hpp -include/ql/ShortRateModels/CalibrationHelpers/caphelper.hpp -include/ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp -include/ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp -include/ql/ShortRateModels/OneFactorModels/coxingersollross.hpp -include/ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp -include/ql/ShortRateModels/OneFactorModels/hullwhite.hpp -include/ql/ShortRateModels/OneFactorModels/vasicek.hpp -include/ql/ShortRateModels/TwoFactorModels/g2.hpp -include/ql/ShortRateModels/calibrationhelper.hpp -include/ql/ShortRateModels/model.hpp -include/ql/ShortRateModels/onefactormodel.hpp -include/ql/ShortRateModels/parameter.hpp -include/ql/ShortRateModels/twofactormodel.hpp -include/ql/Solvers1D/bisection.hpp -include/ql/Solvers1D/brent.hpp -include/ql/Solvers1D/falseposition.hpp -include/ql/Solvers1D/newton.hpp -include/ql/Solvers1D/newtonsafe.hpp -include/ql/Solvers1D/ridder.hpp -include/ql/Solvers1D/secant.hpp -include/ql/TermStructures/affinetermstructure.hpp -include/ql/TermStructures/flatforward.hpp -include/ql/TermStructures/piecewiseflatforward.hpp -include/ql/TermStructures/ratehelpers.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/capflatvolvector.hpp -include/ql/Volatilities/swaptionvolmatrix.hpp -include/ql/argsandresults.hpp -include/ql/array.hpp -include/ql/blackmodel.hpp -include/ql/calendar.hpp -include/ql/capvolstructures.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/diffusionprocess.hpp -include/ql/errors.hpp -include/ql/exercise.hpp -include/ql/expressiontemplates.hpp -include/ql/functions/daycounters.hpp -include/ql/functions/mathf.hpp -include/ql/grid.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/numericalmethod.hpp -include/ql/option.hpp -include/ql/qldefines.hpp -include/ql/quantlib.hpp -include/ql/relinkablehandle.hpp -include/ql/riskstatistics.hpp -include/ql/scheduler.hpp -include/ql/solver1d.hpp -include/ql/swaptionvolstructure.hpp -include/ql/termstructure.hpp -include/ql/types.hpp -lib/libQuantLib.a -lib/libQuantLib.so -lib/libQuantLib.so.0 -share/aclocal/quantlib.m4 -@dirrm include/ql/functions -@dirrm include/ql/Volatilities -@dirrm include/ql/Utilities -@dirrm include/ql/TermStructures -@dirrm include/ql/Solvers1D -@dirrm include/ql/ShortRateModels/TwoFactorModels -@dirrm include/ql/ShortRateModels/OneFactorModels -@dirrm include/ql/ShortRateModels/CalibrationHelpers -@dirrm include/ql/ShortRateModels -@dirrm include/ql/RandomNumbers -@dirrm include/ql/Pricers -@dirrm include/ql/Patterns -@dirrm include/ql/Optimization -@dirrm include/ql/MonteCarlo -@dirrm include/ql/Math -@dirrm include/ql/Lattices -@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 |