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Port details
quantlib C++ library for quantitative finance
1.20 finance on this many watch lists=0 search for ports that depend on this port Find issues related to this port Report an issue related to this port View this port on Repology. pkg-fallout 1.20Version of this port present on the latest quarterly branch.
Maintainer: mi@aldan.algebra.com search for ports maintained by this maintainer
Port Added: 2004-01-22 18:05:04
Last Update: 2021-04-06 14:31:07
Commit Hash: 305f148
Also Listed In: devel math
License: BSD3CLAUSE
Description:
SVNWeb : git : Homepage
pkg-plist: as obtained via: make generate-plist
Expand this list (1413 items)
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  1. @ldconfig
  2. /usr/local/share/licenses/quantlib-1.20/catalog.mk
  3. /usr/local/share/licenses/quantlib-1.20/LICENSE
  4. /usr/local/share/licenses/quantlib-1.20/BSD3CLAUSE
  5. bin/quantlib-test-suite
  6. bin/quantlib-config
  7. bin/BasketLosses
  8. bin/BermudanSwaption
  9. bin/Bonds
  10. bin/CDS
  11. bin/CVAIRS
  12. bin/CallableBonds
  13. bin/ConvertibleBonds
  14. bin/DiscreteHedging
  15. bin/EquityOption
  16. bin/FRA
  17. bin/FittedBondCurve
  18. bin/Gaussian1dModels
  19. bin/GlobalOptimizer
  20. bin/LatentModel
  21. bin/MarketModels
  22. bin/MulticurveBootstrapping
  23. bin/MultidimIntegral
  24. bin/Replication
  25. bin/Repo
  26. bin/quantlib-benchmark
  27. man/man1/BasketLosses.1.gz
  28. man/man1/BermudanSwaption.1.gz
  29. man/man1/Bonds.1.gz
  30. man/man1/CDS.1.gz
  31. man/man1/CVAIRS.1.gz
  32. man/man1/CallableBonds.1.gz
  33. man/man1/ConvertibleBonds.1.gz
  34. man/man1/DiscreteHedging.1.gz
  35. man/man1/EquityOption.1.gz
  36. man/man1/FRA.1.gz
  37. man/man1/FittedBondCurve.1.gz
  38. man/man1/Gaussian1dModels.1.gz
  39. man/man1/GlobalOptimizer.1.gz
  40. man/man1/LatentModel.1.gz
  41. man/man1/MarketModels.1.gz
  42. man/man1/MultidimIntegral.1.gz
  43. man/man1/MulticurveBootstrapping.1.gz
  44. man/man1/Replication.1.gz
  45. man/man1/Repo.1.gz
  46. man/man1/quantlib-benchmark.1.gz
  47. include/ql/auto_link.hpp
  48. include/ql/auto_ptr.hpp
  49. include/ql/cashflow.hpp
  50. include/ql/cashflows/all.hpp
  51. include/ql/cashflows/averagebmacoupon.hpp
  52. include/ql/cashflows/capflooredcoupon.hpp
  53. include/ql/cashflows/capflooredinflationcoupon.hpp
  54. include/ql/cashflows/cashflows.hpp
  55. include/ql/cashflows/cashflowvectors.hpp
  56. include/ql/cashflows/cmscoupon.hpp
  57. include/ql/cashflows/conundrumpricer.hpp
  58. include/ql/cashflows/coupon.hpp
  59. include/ql/cashflows/couponpricer.hpp
  60. include/ql/cashflows/cpicoupon.hpp
  61. include/ql/cashflows/cpicouponpricer.hpp
  62. include/ql/cashflows/digitalcmscoupon.hpp
  63. include/ql/cashflows/digitalcoupon.hpp
  64. include/ql/cashflows/digitaliborcoupon.hpp
  65. include/ql/cashflows/dividend.hpp
  66. include/ql/cashflows/duration.hpp
  67. include/ql/cashflows/fixedratecoupon.hpp
  68. include/ql/cashflows/floatingratecoupon.hpp
  69. include/ql/cashflows/iborcoupon.hpp
  70. include/ql/cashflows/indexedcashflow.hpp
  71. include/ql/cashflows/inflationcoupon.hpp
  72. include/ql/cashflows/inflationcouponpricer.hpp
  73. include/ql/cashflows/lineartsrpricer.hpp
  74. include/ql/cashflows/overnightindexedcoupon.hpp
  75. include/ql/cashflows/rangeaccrual.hpp
  76. include/ql/cashflows/replication.hpp
  77. include/ql/cashflows/simplecashflow.hpp
  78. include/ql/cashflows/timebasket.hpp
  79. include/ql/cashflows/yoyinflationcoupon.hpp
  80. include/ql/compounding.hpp
  81. include/ql/config.hpp
  82. include/ql/currencies/africa.hpp
  83. include/ql/currencies/all.hpp
  84. include/ql/currencies/america.hpp
  85. include/ql/currencies/asia.hpp
  86. include/ql/currencies/crypto.hpp
  87. include/ql/currencies/europe.hpp
  88. include/ql/currencies/exchangeratemanager.hpp
  89. include/ql/currencies/oceania.hpp
  90. include/ql/currency.hpp
  91. include/ql/default.hpp
  92. include/ql/discretizedasset.hpp
  93. include/ql/errors.hpp
  94. include/ql/event.hpp
  95. include/ql/exchangerate.hpp
  96. include/ql/exercise.hpp
  97. include/ql/experimental/all.hpp
  98. include/ql/experimental/amortizingbonds/all.hpp
  99. include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
  100. include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
  101. include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
  102. include/ql/experimental/averageois/all.hpp
  103. include/ql/experimental/averageois/arithmeticaverageois.hpp
  104. include/ql/experimental/averageois/arithmeticoisratehelper.hpp
  105. include/ql/experimental/averageois/averageoiscouponpricer.hpp
  106. include/ql/experimental/averageois/makearithmeticaverageois.hpp
  107. include/ql/experimental/barrieroption/all.hpp
  108. include/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.hpp
  109. include/ql/experimental/barrieroption/analyticdoublebarrierengine.hpp
  110. include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
  111. include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
  112. include/ql/experimental/barrieroption/doublebarrieroption.hpp
  113. include/ql/experimental/barrieroption/doublebarriertype.hpp
  114. include/ql/experimental/barrieroption/mcdoublebarrierengine.hpp
  115. include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
  116. include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
  117. include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
  118. include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
  119. include/ql/experimental/barrieroption/vannavolgainterpolation.hpp
  120. include/ql/experimental/barrieroption/wulinyongdoublebarrierengine.hpp
  121. include/ql/experimental/basismodels/all.hpp
  122. include/ql/experimental/basismodels/swaptioncfs.hpp
  123. include/ql/experimental/basismodels/tenoroptionletvts.hpp
  124. include/ql/experimental/basismodels/tenorswaptionvts.hpp
  125. include/ql/experimental/callablebonds/all.hpp
  126. include/ql/experimental/callablebonds/blackcallablebondengine.hpp
  127. include/ql/experimental/callablebonds/callablebond.hpp
  128. include/ql/experimental/callablebonds/callablebondconstantvol.hpp
  129. include/ql/experimental/callablebonds/callablebondvolstructure.hpp
  130. include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
  131. include/ql/experimental/callablebonds/treecallablebondengine.hpp
  132. include/ql/experimental/catbonds/all.hpp
  133. include/ql/experimental/catbonds/catbond.hpp
  134. include/ql/experimental/catbonds/catrisk.hpp
  135. include/ql/experimental/catbonds/montecarlocatbondengine.hpp
  136. include/ql/experimental/catbonds/riskynotional.hpp
  137. include/ql/experimental/commodities/all.hpp
  138. include/ql/experimental/commodities/commodity.hpp
  139. include/ql/experimental/commodities/commoditycashflow.hpp
  140. include/ql/experimental/commodities/commoditycurve.hpp
  141. include/ql/experimental/commodities/commodityindex.hpp
  142. include/ql/experimental/commodities/commoditypricinghelpers.hpp
  143. include/ql/experimental/commodities/commoditysettings.hpp
  144. include/ql/experimental/commodities/commoditytype.hpp
  145. include/ql/experimental/commodities/commodityunitcost.hpp
  146. include/ql/experimental/commodities/dateinterval.hpp
  147. include/ql/experimental/commodities/energybasisswap.hpp
  148. include/ql/experimental/commodities/energycommodity.hpp
  149. include/ql/experimental/commodities/energyfuture.hpp
  150. include/ql/experimental/commodities/energyswap.hpp
  151. include/ql/experimental/commodities/energyvanillaswap.hpp
  152. include/ql/experimental/commodities/exchangecontract.hpp
  153. include/ql/experimental/commodities/paymentterm.hpp
  154. include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
  155. include/ql/experimental/commodities/pricingperiod.hpp
  156. include/ql/experimental/commodities/quantity.hpp
  157. include/ql/experimental/commodities/unitofmeasure.hpp
  158. include/ql/experimental/commodities/unitofmeasureconversion.hpp
  159. include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
  160. include/ql/experimental/convertiblebonds/all.hpp
  161. include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp
  162. include/ql/experimental/convertiblebonds/convertiblebond.hpp
  163. include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
  164. include/ql/experimental/convertiblebonds/tflattice.hpp
  165. include/ql/experimental/coupons/all.hpp
  166. include/ql/experimental/coupons/cmsspreadcoupon.hpp
  167. include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp
  168. include/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
  169. include/ql/experimental/coupons/proxyibor.hpp
  170. include/ql/experimental/coupons/quantocouponpricer.hpp
  171. include/ql/experimental/coupons/strippedcapflooredcoupon.hpp
  172. include/ql/experimental/coupons/subperiodcoupons.hpp
  173. include/ql/experimental/coupons/swapspreadindex.hpp
  174. include/ql/experimental/credit/all.hpp
  175. include/ql/experimental/credit/basecorrelationlossmodel.hpp
  176. include/ql/experimental/credit/basecorrelationstructure.hpp
  177. include/ql/experimental/credit/basket.hpp
  178. include/ql/experimental/credit/binomiallossmodel.hpp
  179. include/ql/experimental/credit/blackcdsoptionengine.hpp
  180. include/ql/experimental/credit/cdo.hpp
  181. include/ql/experimental/credit/cdsoption.hpp
  182. include/ql/experimental/credit/constantlosslatentmodel.hpp
  183. include/ql/experimental/credit/correlationstructure.hpp
  184. include/ql/experimental/credit/defaultevent.hpp
  185. include/ql/experimental/credit/defaultlossmodel.hpp
  186. include/ql/experimental/credit/defaultprobabilitykey.hpp
  187. include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp
  188. include/ql/experimental/credit/defaulttype.hpp
  189. include/ql/experimental/credit/distribution.hpp
  190. include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
  191. include/ql/experimental/credit/gaussianlhplossmodel.hpp
  192. include/ql/experimental/credit/homogeneouspooldef.hpp
  193. include/ql/experimental/credit/inhomogeneouspooldef.hpp
  194. include/ql/experimental/credit/integralcdoengine.hpp
  195. include/ql/experimental/credit/integralntdengine.hpp
  196. include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
  197. include/ql/experimental/credit/issuer.hpp
  198. include/ql/experimental/credit/loss.hpp
  199. include/ql/experimental/credit/lossdistribution.hpp
  200. include/ql/experimental/credit/midpointcdoengine.hpp
  201. include/ql/experimental/credit/nthtodefault.hpp
  202. include/ql/experimental/credit/onefactoraffinesurvival.hpp
  203. include/ql/experimental/credit/onefactorcopula.hpp
  204. include/ql/experimental/credit/onefactorgaussiancopula.hpp
  205. include/ql/experimental/credit/onefactorstudentcopula.hpp
  206. include/ql/experimental/credit/pool.hpp
  207. include/ql/experimental/credit/randomdefaultlatentmodel.hpp
  208. include/ql/experimental/credit/randomdefaultmodel.hpp
  209. include/ql/experimental/credit/randomlosslatentmodel.hpp
  210. include/ql/experimental/credit/recoveryratemodel.hpp
  211. include/ql/experimental/credit/recoveryratequote.hpp
  212. include/ql/experimental/credit/recursivelossmodel.hpp
  213. include/ql/experimental/credit/riskyassetswap.hpp
  214. include/ql/experimental/credit/riskyassetswapoption.hpp
  215. include/ql/experimental/credit/riskybond.hpp
  216. include/ql/experimental/credit/saddlepointlossmodel.hpp
  217. include/ql/experimental/credit/spotlosslatentmodel.hpp
  218. include/ql/experimental/credit/spreadedhazardratecurve.hpp
  219. include/ql/experimental/credit/syntheticcdo.hpp
  220. include/ql/experimental/exoticoptions/all.hpp
  221. include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp
  222. include/ql/experimental/exoticoptions/analyticcomplexchooserengine.hpp
  223. include/ql/experimental/exoticoptions/analyticcompoundoptionengine.hpp
  224. include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
  225. include/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.hpp
  226. include/ql/experimental/exoticoptions/analyticpartialtimebarrieroptionengine.hpp
  227. include/ql/experimental/exoticoptions/analyticpdfhestonengine.hpp
  228. include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
  229. include/ql/experimental/exoticoptions/analytictwoassetbarrierengine.hpp
  230. include/ql/experimental/exoticoptions/analytictwoassetcorrelationengine.hpp
  231. include/ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp
  232. include/ql/experimental/exoticoptions/complexchooseroption.hpp
  233. include/ql/experimental/exoticoptions/compoundoption.hpp
  234. include/ql/experimental/exoticoptions/continuousarithmeticasianlevyengine.hpp
  235. include/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp
  236. include/ql/experimental/exoticoptions/everestoption.hpp
  237. include/ql/experimental/exoticoptions/himalayaoption.hpp
  238. include/ql/experimental/exoticoptions/holderextensibleoption.hpp
  239. include/ql/experimental/exoticoptions/kirkspreadoptionengine.hpp
  240. include/ql/experimental/exoticoptions/margrabeoption.hpp
  241. include/ql/experimental/exoticoptions/mceverestengine.hpp
  242. include/ql/experimental/exoticoptions/mchimalayaengine.hpp
  243. include/ql/experimental/exoticoptions/mcpagodaengine.hpp
  244. include/ql/experimental/exoticoptions/pagodaoption.hpp
  245. include/ql/experimental/exoticoptions/partialtimebarrieroption.hpp
  246. include/ql/experimental/exoticoptions/simplechooseroption.hpp
  247. include/ql/experimental/exoticoptions/spreadoption.hpp
  248. include/ql/experimental/exoticoptions/twoassetbarrieroption.hpp
  249. include/ql/experimental/exoticoptions/twoassetcorrelationoption.hpp
  250. include/ql/experimental/exoticoptions/writerextensibleoption.hpp
  251. include/ql/experimental/finitedifferences/all.hpp
  252. include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp
  253. include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp
  254. include/ql/experimental/finitedifferences/fdhestondoublebarrierengine.hpp
  255. include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp
  256. include/ql/experimental/finitedifferences/fdmblackscholesfwdop.hpp
  257. include/ql/experimental/finitedifferences/fdmdupire1dop.hpp
  258. include/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
  259. include/ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp
  260. include/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
  261. include/ql/experimental/finitedifferences/fdmextoujumpop.hpp
  262. include/ql/experimental/finitedifferences/fdmextoujumpsolver.hpp
  263. include/ql/experimental/finitedifferences/fdmhestonfwdop.hpp
  264. include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp
  265. include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
  266. include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
  267. include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp
  268. include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp
  269. include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp
  270. include/ql/experimental/finitedifferences/fdmsquarerootfwdop.hpp
  271. include/ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp
  272. include/ql/experimental/finitedifferences/fdmvppstepcondition.hpp
  273. include/ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp
  274. include/ql/experimental/finitedifferences/fdmzabrop.hpp
  275. include/ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp
  276. include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp
  277. include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
  278. include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp
  279. include/ql/experimental/finitedifferences/glued1dmesher.hpp
  280. include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp
  281. include/ql/experimental/finitedifferences/vanillavppoption.hpp
  282. include/ql/experimental/futures/all.hpp
  283. include/ql/experimental/futures/overnightindexfuture.hpp
  284. include/ql/experimental/futures/overnightindexfutureratehelper.hpp
  285. include/ql/experimental/fx/all.hpp
  286. include/ql/experimental/fx/blackdeltacalculator.hpp
  287. include/ql/experimental/fx/deltavolquote.hpp
  288. include/ql/experimental/inflation/all.hpp
  289. include/ql/experimental/inflation/cpicapfloorengines.hpp
  290. include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp
  291. include/ql/experimental/inflation/genericindexes.hpp
  292. include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
  293. include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
  294. include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
  295. include/ql/experimental/inflation/polynomial2Dspline.hpp
  296. include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
  297. include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
  298. include/ql/experimental/inflation/yoyoptionlethelpers.hpp
  299. include/ql/experimental/inflation/yoyoptionletstripper.hpp
  300. include/ql/experimental/lattices/all.hpp
  301. include/ql/experimental/lattices/extendedbinomialtree.hpp
  302. include/ql/experimental/math/all.hpp
  303. include/ql/experimental/math/claytoncopularng.hpp
  304. include/ql/experimental/math/convolvedstudentt.hpp
  305. include/ql/experimental/math/expm.hpp
  306. include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
  307. include/ql/experimental/math/fireflyalgorithm.hpp
  308. include/ql/experimental/math/frankcopularng.hpp
  309. include/ql/experimental/math/gaussiancopulapolicy.hpp
  310. include/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp
  311. include/ql/experimental/math/hybridsimulatedannealing.hpp
  312. include/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
  313. include/ql/experimental/math/isotropicrandomwalk.hpp
  314. include/ql/experimental/math/laplaceinterpolation.hpp
  315. include/ql/experimental/math/latentmodel.hpp
  316. include/ql/experimental/math/levyflightdistribution.hpp
  317. include/ql/experimental/math/moorepenroseinverse.hpp
  318. include/ql/experimental/math/multidimintegrator.hpp
  319. include/ql/experimental/math/multidimquadrature.hpp
  320. include/ql/experimental/math/particleswarmoptimization.hpp
  321. include/ql/experimental/math/piecewisefunction.hpp
  322. include/ql/experimental/math/piecewiseintegral.hpp
  323. include/ql/experimental/math/polarstudenttrng.hpp
  324. include/ql/experimental/math/tcopulapolicy.hpp
  325. include/ql/experimental/math/zigguratrng.hpp
  326. include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
  327. include/ql/experimental/mcbasket/all.hpp
  328. include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
  329. include/ql/experimental/mcbasket/mcamericanpathengine.hpp
  330. include/ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp
  331. include/ql/experimental/mcbasket/mcpathbasketengine.hpp
  332. include/ql/experimental/mcbasket/pathmultiassetoption.hpp
  333. include/ql/experimental/mcbasket/pathpayoff.hpp
  334. include/ql/experimental/models/all.hpp
  335. include/ql/experimental/models/hestonslvfdmmodel.hpp
  336. include/ql/experimental/models/hestonslvmcmodel.hpp
  337. include/ql/experimental/models/normalclvmodel.hpp
  338. include/ql/experimental/models/squarerootclvmodel.hpp
  339. include/ql/experimental/processes/all.hpp
  340. include/ql/experimental/processes/extendedblackscholesprocess.hpp
  341. include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
  342. include/ql/experimental/processes/extouwithjumpsprocess.hpp
  343. include/ql/experimental/processes/gemanroncoroniprocess.hpp
  344. include/ql/experimental/processes/hestonslvprocess.hpp
  345. include/ql/experimental/processes/klugeextouprocess.hpp
  346. include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
  347. include/ql/experimental/risk/all.hpp
  348. include/ql/experimental/risk/creditriskplus.hpp
  349. include/ql/experimental/risk/sensitivityanalysis.hpp
  350. include/ql/experimental/shortrate/all.hpp
  351. include/ql/experimental/shortrate/generalizedhullwhite.hpp
  352. include/ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp
  353. include/ql/experimental/swaptions/all.hpp
  354. include/ql/experimental/swaptions/haganirregularswaptionengine.hpp
  355. include/ql/experimental/swaptions/irregularswap.hpp
  356. include/ql/experimental/swaptions/irregularswaption.hpp
  357. include/ql/experimental/termstructures/all.hpp
  358. include/ql/experimental/termstructures/multicurvesensitivities.hpp
  359. include/ql/experimental/variancegamma/all.hpp
  360. include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
  361. include/ql/experimental/variancegamma/fftengine.hpp
  362. include/ql/experimental/variancegamma/fftvanillaengine.hpp
  363. include/ql/experimental/variancegamma/fftvariancegammaengine.hpp
  364. include/ql/experimental/variancegamma/variancegammamodel.hpp
  365. include/ql/experimental/variancegamma/variancegammaprocess.hpp
  366. include/ql/experimental/varianceoption/all.hpp
  367. include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
  368. include/ql/experimental/varianceoption/varianceoption.hpp
  369. include/ql/experimental/volatility/abcdatmvolcurve.hpp
  370. include/ql/experimental/volatility/all.hpp
  371. include/ql/experimental/volatility/blackatmvolcurve.hpp
  372. include/ql/experimental/volatility/blackvolsurface.hpp
  373. include/ql/experimental/volatility/equityfxvolsurface.hpp
  374. include/ql/experimental/volatility/extendedblackvariancecurve.hpp
  375. include/ql/experimental/volatility/extendedblackvariancesurface.hpp
  376. include/ql/experimental/volatility/interestratevolsurface.hpp
  377. include/ql/experimental/volatility/noarbsabr.hpp
  378. include/ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp
  379. include/ql/experimental/volatility/noarbsabrinterpolation.hpp
  380. include/ql/experimental/volatility/noarbsabrsmilesection.hpp
  381. include/ql/experimental/volatility/sabrvolsurface.hpp
  382. include/ql/experimental/volatility/sabrvoltermstructure.hpp
  383. include/ql/experimental/volatility/sviinterpolatedsmilesection.hpp
  384. include/ql/experimental/volatility/sviinterpolation.hpp
  385. include/ql/experimental/volatility/svismilesection.hpp
  386. include/ql/experimental/volatility/swaptionvolcube1a.hpp
  387. include/ql/experimental/volatility/volcube.hpp
  388. include/ql/experimental/volatility/zabr.hpp
  389. include/ql/experimental/volatility/zabrinterpolatedsmilesection.hpp
  390. include/ql/experimental/volatility/zabrinterpolation.hpp
  391. include/ql/experimental/volatility/zabrsmilesection.hpp
  392. include/ql/functional.hpp
  393. include/ql/grid.hpp
  394. include/ql/handle.hpp
  395. include/ql/index.hpp
  396. include/ql/indexes/all.hpp
  397. include/ql/indexes/bmaindex.hpp
  398. include/ql/indexes/ibor/all.hpp
  399. include/ql/indexes/ibor/aonia.hpp
  400. include/ql/indexes/ibor/audlibor.hpp
  401. include/ql/indexes/ibor/bbsw.hpp
  402. include/ql/indexes/ibor/bibor.hpp
  403. include/ql/indexes/ibor/bkbm.hpp
  404. include/ql/indexes/ibor/cadlibor.hpp
  405. include/ql/indexes/ibor/cdor.hpp
  406. include/ql/indexes/ibor/chflibor.hpp
  407. include/ql/indexes/ibor/dkklibor.hpp
  408. include/ql/indexes/ibor/eonia.hpp
  409. include/ql/indexes/ibor/euribor.hpp
  410. include/ql/indexes/ibor/eurlibor.hpp
  411. include/ql/indexes/ibor/fedfunds.hpp
  412. include/ql/indexes/ibor/gbplibor.hpp
  413. include/ql/indexes/ibor/jibar.hpp
  414. include/ql/indexes/ibor/jpylibor.hpp
  415. include/ql/indexes/ibor/libor.hpp
  416. include/ql/indexes/ibor/mosprime.hpp
  417. include/ql/indexes/ibor/nzdlibor.hpp
  418. include/ql/indexes/ibor/nzocr.hpp
  419. include/ql/indexes/ibor/pribor.hpp
  420. include/ql/indexes/ibor/robor.hpp
  421. include/ql/indexes/ibor/seklibor.hpp
  422. include/ql/indexes/ibor/shibor.hpp
  423. include/ql/indexes/ibor/sofr.hpp
  424. include/ql/indexes/ibor/sonia.hpp
  425. include/ql/indexes/ibor/thbfix.hpp
  426. include/ql/indexes/ibor/tibor.hpp
  427. include/ql/indexes/ibor/trlibor.hpp
  428. include/ql/indexes/ibor/usdlibor.hpp
  429. include/ql/indexes/ibor/wibor.hpp
  430. include/ql/indexes/ibor/zibor.hpp
  431. include/ql/indexes/iborindex.hpp
  432. include/ql/indexes/indexmanager.hpp
  433. include/ql/indexes/inflation/all.hpp
  434. include/ql/indexes/inflation/aucpi.hpp
  435. include/ql/indexes/inflation/euhicp.hpp
  436. include/ql/indexes/inflation/frhicp.hpp
  437. include/ql/indexes/inflation/ukrpi.hpp
  438. include/ql/indexes/inflation/uscpi.hpp
  439. include/ql/indexes/inflation/zacpi.hpp
  440. include/ql/indexes/inflationindex.hpp
  441. include/ql/indexes/interestrateindex.hpp
  442. include/ql/indexes/region.hpp
  443. include/ql/indexes/swap/all.hpp
  444. include/ql/indexes/swap/chfliborswap.hpp
  445. include/ql/indexes/swap/euriborswap.hpp
  446. include/ql/indexes/swap/eurliborswap.hpp
  447. include/ql/indexes/swap/gbpliborswap.hpp
  448. include/ql/indexes/swap/jpyliborswap.hpp
  449. include/ql/indexes/swap/usdliborswap.hpp
  450. include/ql/indexes/swapindex.hpp
  451. include/ql/instrument.hpp
  452. include/ql/instruments/all.hpp
  453. include/ql/instruments/asianoption.hpp
  454. include/ql/instruments/assetswap.hpp
  455. include/ql/instruments/averagetype.hpp
  456. include/ql/instruments/barrieroption.hpp
  457. include/ql/instruments/barriertype.hpp
  458. include/ql/instruments/basketoption.hpp
  459. include/ql/instruments/bmaswap.hpp
  460. include/ql/instruments/bond.hpp
  461. include/ql/instruments/bonds/all.hpp
  462. include/ql/instruments/bonds/btp.hpp
  463. include/ql/instruments/bonds/cmsratebond.hpp
  464. include/ql/instruments/bonds/cpibond.hpp
  465. include/ql/instruments/bonds/fixedratebond.hpp
  466. include/ql/instruments/bonds/floatingratebond.hpp
  467. include/ql/instruments/bonds/zerocouponbond.hpp
  468. include/ql/instruments/callabilityschedule.hpp
  469. include/ql/instruments/capfloor.hpp
  470. include/ql/instruments/claim.hpp
  471. include/ql/instruments/cliquetoption.hpp
  472. include/ql/instruments/compositeinstrument.hpp
  473. include/ql/instruments/cpicapfloor.hpp
  474. include/ql/instruments/cpiswap.hpp
  475. include/ql/instruments/creditdefaultswap.hpp
  476. include/ql/instruments/dividendbarrieroption.hpp
  477. include/ql/instruments/dividendschedule.hpp
  478. include/ql/instruments/dividendvanillaoption.hpp
  479. include/ql/instruments/europeanoption.hpp
  480. include/ql/instruments/fixedratebondforward.hpp
  481. include/ql/instruments/floatfloatswap.hpp
  482. include/ql/instruments/floatfloatswaption.hpp
  483. include/ql/instruments/forward.hpp
  484. include/ql/instruments/forwardrateagreement.hpp
  485. include/ql/instruments/forwardvanillaoption.hpp
  486. include/ql/instruments/futures.hpp
  487. include/ql/instruments/impliedvolatility.hpp
  488. include/ql/instruments/inflationcapfloor.hpp
  489. include/ql/instruments/lookbackoption.hpp
  490. include/ql/instruments/makecapfloor.hpp
  491. include/ql/instruments/makecds.hpp
  492. include/ql/instruments/makecms.hpp
  493. include/ql/instruments/makeois.hpp
  494. include/ql/instruments/makeswaption.hpp
  495. include/ql/instruments/makevanillaswap.hpp
  496. include/ql/instruments/makeyoyinflationcapfloor.hpp
  497. include/ql/instruments/multiassetoption.hpp
  498. include/ql/instruments/nonstandardswap.hpp
  499. include/ql/instruments/nonstandardswaption.hpp
  500. include/ql/instruments/oneassetoption.hpp
  501. include/ql/instruments/overnightindexedswap.hpp
  502. include/ql/instruments/payoffs.hpp
  503. include/ql/instruments/quantobarrieroption.hpp
  504. include/ql/instruments/quantoforwardvanillaoption.hpp
  505. include/ql/instruments/quantovanillaoption.hpp
  506. include/ql/instruments/stickyratchet.hpp
  507. include/ql/instruments/stock.hpp
  508. include/ql/instruments/swap.hpp
  509. include/ql/instruments/swaption.hpp
  510. include/ql/instruments/vanillaoption.hpp
  511. include/ql/instruments/vanillastorageoption.hpp
  512. include/ql/instruments/vanillaswap.hpp
  513. include/ql/instruments/vanillaswingoption.hpp
  514. include/ql/instruments/varianceswap.hpp
  515. include/ql/instruments/yearonyearinflationswap.hpp
  516. include/ql/instruments/zerocouponinflationswap.hpp
  517. include/ql/interestrate.hpp
  518. include/ql/legacy/all.hpp
  519. include/ql/legacy/libormarketmodels/all.hpp
  520. include/ql/legacy/libormarketmodels/lfmcovarparam.hpp
  521. include/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
  522. include/ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp
  523. include/ql/legacy/libormarketmodels/lfmprocess.hpp
  524. include/ql/legacy/libormarketmodels/lfmswaptionengine.hpp
  525. include/ql/legacy/libormarketmodels/liborforwardmodel.hpp
  526. include/ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp
  527. include/ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp
  528. include/ql/legacy/libormarketmodels/lmcorrmodel.hpp
  529. include/ql/legacy/libormarketmodels/lmexpcorrmodel.hpp
  530. include/ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp
  531. include/ql/legacy/libormarketmodels/lmfixedvolmodel.hpp
  532. include/ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp
  533. include/ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp
  534. include/ql/legacy/libormarketmodels/lmvolmodel.hpp
  535. include/ql/math/abcdmathfunction.hpp
  536. include/ql/math/all.hpp
  537. include/ql/math/array.hpp
  538. include/ql/math/autocovariance.hpp
  539. include/ql/math/bernsteinpolynomial.hpp
  540. include/ql/math/beta.hpp
  541. include/ql/math/bspline.hpp
  542. include/ql/math/comparison.hpp
  543. include/ql/math/copulas/alimikhailhaqcopula.hpp
  544. include/ql/math/copulas/all.hpp
  545. include/ql/math/copulas/claytoncopula.hpp
  546. include/ql/math/copulas/farliegumbelmorgensterncopula.hpp
  547. include/ql/math/copulas/frankcopula.hpp
  548. include/ql/math/copulas/galamboscopula.hpp
  549. include/ql/math/copulas/gaussiancopula.hpp
  550. include/ql/math/copulas/gumbelcopula.hpp
  551. include/ql/math/copulas/huslerreisscopula.hpp
  552. include/ql/math/copulas/independentcopula.hpp
  553. include/ql/math/copulas/marshallolkincopula.hpp
  554. include/ql/math/copulas/maxcopula.hpp
  555. include/ql/math/copulas/mincopula.hpp
  556. include/ql/math/copulas/plackettcopula.hpp
  557. include/ql/math/curve.hpp
  558. include/ql/math/distributions/all.hpp
  559. include/ql/math/distributions/binomialdistribution.hpp
  560. include/ql/math/distributions/bivariatenormaldistribution.hpp
  561. include/ql/math/distributions/bivariatestudenttdistribution.hpp
  562. include/ql/math/distributions/chisquaredistribution.hpp
  563. include/ql/math/distributions/gammadistribution.hpp
  564. include/ql/math/distributions/normaldistribution.hpp
  565. include/ql/math/distributions/poissondistribution.hpp
  566. include/ql/math/distributions/studenttdistribution.hpp
  567. include/ql/math/errorfunction.hpp
  568. include/ql/math/factorial.hpp
  569. include/ql/math/fastfouriertransform.hpp
  570. include/ql/math/functional.hpp
  571. include/ql/math/generallinearleastsquares.hpp
  572. include/ql/math/incompletegamma.hpp
  573. include/ql/math/initializers.hpp
  574. include/ql/math/integrals/all.hpp
  575. include/ql/math/integrals/discreteintegrals.hpp
  576. include/ql/math/integrals/exponentialintegrals.hpp
  577. include/ql/math/integrals/filonintegral.hpp
  578. include/ql/math/integrals/gaussianorthogonalpolynomial.hpp
  579. include/ql/math/integrals/gaussianquadratures.hpp
  580. include/ql/math/integrals/gausslaguerrecosinepolynomial.hpp
  581. include/ql/math/integrals/gausslobattointegral.hpp
  582. include/ql/math/integrals/integral.hpp
  583. include/ql/math/integrals/kronrodintegral.hpp
  584. include/ql/math/integrals/momentbasedgaussianpolynomial.hpp
  585. include/ql/math/integrals/segmentintegral.hpp
  586. include/ql/math/integrals/simpsonintegral.hpp
  587. include/ql/math/integrals/trapezoidintegral.hpp
  588. include/ql/math/integrals/twodimensionalintegral.hpp
  589. include/ql/math/interpolation.hpp
  590. include/ql/math/interpolations/abcdinterpolation.hpp
  591. include/ql/math/interpolations/all.hpp
  592. include/ql/math/interpolations/backwardflatinterpolation.hpp
  593. include/ql/math/interpolations/backwardflatlinearinterpolation.hpp
  594. include/ql/math/interpolations/bicubicsplineinterpolation.hpp
  595. include/ql/math/interpolations/bilinearinterpolation.hpp
  596. include/ql/math/interpolations/convexmonotoneinterpolation.hpp
  597. include/ql/math/interpolations/cubicinterpolation.hpp
  598. include/ql/math/interpolations/extrapolation.hpp
  599. include/ql/math/interpolations/flatextrapolation2d.hpp
  600. include/ql/math/interpolations/forwardflatinterpolation.hpp
  601. include/ql/math/interpolations/interpolation2d.hpp
  602. include/ql/math/interpolations/kernelinterpolation.hpp
  603. include/ql/math/interpolations/kernelinterpolation2d.hpp
  604. include/ql/math/interpolations/lagrangeinterpolation.hpp
  605. include/ql/math/interpolations/linearinterpolation.hpp
  606. include/ql/math/interpolations/loginterpolation.hpp
  607. include/ql/math/interpolations/mixedinterpolation.hpp
  608. include/ql/math/interpolations/multicubicspline.hpp
  609. include/ql/math/interpolations/sabrinterpolation.hpp
  610. include/ql/math/interpolations/xabrinterpolation.hpp
  611. include/ql/math/kernelfunctions.hpp
  612. include/ql/math/lexicographicalview.hpp
  613. include/ql/math/linearleastsquaresregression.hpp
  614. include/ql/math/matrix.hpp
  615. include/ql/math/matrixutilities/all.hpp
  616. include/ql/math/matrixutilities/basisincompleteordered.hpp
  617. include/ql/math/matrixutilities/bicgstab.hpp
  618. include/ql/math/matrixutilities/choleskydecomposition.hpp
  619. include/ql/math/matrixutilities/factorreduction.hpp
  620. include/ql/math/matrixutilities/getcovariance.hpp
  621. include/ql/math/matrixutilities/gmres.hpp
  622. include/ql/math/matrixutilities/pseudosqrt.hpp
  623. include/ql/math/matrixutilities/qrdecomposition.hpp
  624. include/ql/math/matrixutilities/sparseilupreconditioner.hpp
  625. include/ql/math/matrixutilities/sparsematrix.hpp
  626. include/ql/math/matrixutilities/svd.hpp
  627. include/ql/math/matrixutilities/symmetricschurdecomposition.hpp
  628. include/ql/math/matrixutilities/tapcorrelations.hpp
  629. include/ql/math/matrixutilities/tqreigendecomposition.hpp
  630. include/ql/math/modifiedbessel.hpp
  631. include/ql/math/ode/adaptiverungekutta.hpp
  632. include/ql/math/ode/all.hpp
  633. include/ql/math/optimization/all.hpp
  634. include/ql/math/optimization/armijo.hpp
  635. include/ql/math/optimization/bfgs.hpp
  636. include/ql/math/optimization/conjugategradient.hpp
  637. include/ql/math/optimization/constraint.hpp
  638. include/ql/math/optimization/costfunction.hpp
  639. include/ql/math/optimization/differentialevolution.hpp
  640. include/ql/math/optimization/endcriteria.hpp
  641. include/ql/math/optimization/goldstein.hpp
  642. include/ql/math/optimization/leastsquare.hpp
  643. include/ql/math/optimization/levenbergmarquardt.hpp
  644. include/ql/math/optimization/linesearch.hpp
  645. include/ql/math/optimization/linesearchbasedmethod.hpp
  646. include/ql/math/optimization/lmdif.hpp
  647. include/ql/math/optimization/method.hpp
  648. include/ql/math/optimization/problem.hpp
  649. include/ql/math/optimization/projectedconstraint.hpp
  650. include/ql/math/optimization/projectedcostfunction.hpp
  651. include/ql/math/optimization/projection.hpp
  652. include/ql/math/optimization/simplex.hpp
  653. include/ql/math/optimization/simulatedannealing.hpp
  654. include/ql/math/optimization/spherecylinder.hpp
  655. include/ql/math/optimization/steepestdescent.hpp
  656. include/ql/math/pascaltriangle.hpp
  657. include/ql/math/polynomialmathfunction.hpp
  658. include/ql/math/primenumbers.hpp
  659. include/ql/math/quadratic.hpp
  660. include/ql/math/randomnumbers/all.hpp
  661. include/ql/math/randomnumbers/boxmullergaussianrng.hpp
  662. include/ql/math/randomnumbers/centrallimitgaussianrng.hpp
  663. include/ql/math/randomnumbers/faurersg.hpp
  664. include/ql/math/randomnumbers/haltonrsg.hpp
  665. include/ql/math/randomnumbers/inversecumulativerng.hpp
  666. include/ql/math/randomnumbers/inversecumulativersg.hpp
  667. include/ql/math/randomnumbers/knuthuniformrng.hpp
  668. include/ql/math/randomnumbers/latticersg.hpp
  669. include/ql/math/randomnumbers/latticerules.hpp
  670. include/ql/math/randomnumbers/lecuyeruniformrng.hpp
  671. include/ql/math/randomnumbers/mt19937uniformrng.hpp
  672. include/ql/math/randomnumbers/primitivepolynomials.hpp
  673. include/ql/math/randomnumbers/randomizedlds.hpp
  674. include/ql/math/randomnumbers/randomsequencegenerator.hpp
  675. include/ql/math/randomnumbers/ranluxuniformrng.hpp
  676. include/ql/math/randomnumbers/rngtraits.hpp
  677. include/ql/math/randomnumbers/seedgenerator.hpp
  678. include/ql/math/randomnumbers/sobolbrownianbridgersg.hpp
  679. include/ql/math/randomnumbers/sobolrsg.hpp
  680. include/ql/math/randomnumbers/stochasticcollocationinvcdf.hpp
  681. include/ql/math/richardsonextrapolation.hpp
  682. include/ql/math/rounding.hpp
  683. include/ql/math/sampledcurve.hpp
  684. include/ql/math/solver1d.hpp
  685. include/ql/math/solvers1d/all.hpp
  686. include/ql/math/solvers1d/bisection.hpp
  687. include/ql/math/solvers1d/brent.hpp
  688. include/ql/math/solvers1d/falseposition.hpp
  689. include/ql/math/solvers1d/finitedifferencenewtonsafe.hpp
  690. include/ql/math/solvers1d/newton.hpp
  691. include/ql/math/solvers1d/newtonsafe.hpp
  692. include/ql/math/solvers1d/ridder.hpp
  693. include/ql/math/solvers1d/secant.hpp
  694. include/ql/math/statistics/all.hpp
  695. include/ql/math/statistics/convergencestatistics.hpp
  696. include/ql/math/statistics/discrepancystatistics.hpp
  697. include/ql/math/statistics/gaussianstatistics.hpp
  698. include/ql/math/statistics/generalstatistics.hpp
  699. include/ql/math/statistics/histogram.hpp
  700. include/ql/math/statistics/incrementalstatistics.hpp
  701. include/ql/math/statistics/riskstatistics.hpp
  702. include/ql/math/statistics/sequencestatistics.hpp
  703. include/ql/math/statistics/statistics.hpp
  704. include/ql/math/transformedgrid.hpp
  705. include/ql/mathconstants.hpp
  706. include/ql/methods/all.hpp
  707. include/ql/methods/finitedifferences/all.hpp
  708. include/ql/methods/finitedifferences/americancondition.hpp
  709. include/ql/methods/finitedifferences/boundarycondition.hpp
  710. include/ql/methods/finitedifferences/bsmoperator.hpp
  711. include/ql/methods/finitedifferences/bsmtermoperator.hpp
  712. include/ql/methods/finitedifferences/cranknicolson.hpp
  713. include/ql/methods/finitedifferences/dminus.hpp
  714. include/ql/methods/finitedifferences/dplus.hpp
  715. include/ql/methods/finitedifferences/dplusdminus.hpp
  716. include/ql/methods/finitedifferences/dzero.hpp
  717. include/ql/methods/finitedifferences/expliciteuler.hpp
  718. include/ql/methods/finitedifferences/fdtypedefs.hpp
  719. include/ql/methods/finitedifferences/finitedifferencemodel.hpp
  720. include/ql/methods/finitedifferences/impliciteuler.hpp
  721. include/ql/methods/finitedifferences/meshers/all.hpp
  722. include/ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp
  723. include/ql/methods/finitedifferences/meshers/exponentialjump1dmesher.hpp
  724. include/ql/methods/finitedifferences/meshers/fdm1dmesher.hpp
  725. include/ql/methods/finitedifferences/meshers/fdmblackscholesmesher.hpp
  726. include/ql/methods/finitedifferences/meshers/fdmblackscholesmultistrikemesher.hpp
  727. include/ql/methods/finitedifferences/meshers/fdmcev1dmesher.hpp
  728. include/ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp
  729. include/ql/methods/finitedifferences/meshers/fdmmesher.hpp
  730. include/ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp
  731. include/ql/methods/finitedifferences/meshers/fdmsimpleprocess1dmesher.hpp
  732. include/ql/methods/finitedifferences/meshers/predefined1dmesher.hpp
  733. include/ql/methods/finitedifferences/meshers/uniform1dmesher.hpp
  734. include/ql/methods/finitedifferences/meshers/uniformgridmesher.hpp
  735. include/ql/methods/finitedifferences/mixedscheme.hpp
  736. include/ql/methods/finitedifferences/onefactoroperator.hpp
  737. include/ql/methods/finitedifferences/operators/all.hpp
  738. include/ql/methods/finitedifferences/operators/fdm2dblackscholesop.hpp
  739. include/ql/methods/finitedifferences/operators/fdmbatesop.hpp
  740. include/ql/methods/finitedifferences/operators/fdmblackscholesop.hpp
  741. include/ql/methods/finitedifferences/operators/fdmcevop.hpp
  742. include/ql/methods/finitedifferences/operators/fdmcirop.hpp
  743. include/ql/methods/finitedifferences/operators/fdmg2op.hpp
  744. include/ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp
  745. include/ql/methods/finitedifferences/operators/fdmhestonop.hpp
  746. include/ql/methods/finitedifferences/operators/fdmhullwhiteop.hpp
  747. include/ql/methods/finitedifferences/operators/fdmlinearop.hpp
  748. include/ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp
  749. include/ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp
  750. include/ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp
  751. include/ql/methods/finitedifferences/operators/fdmlocalvolfwdop.hpp
  752. include/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp
  753. include/ql/methods/finitedifferences/operators/fdmsabrop.hpp
  754. include/ql/methods/finitedifferences/operators/firstderivativeop.hpp
  755. include/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
  756. include/ql/methods/finitedifferences/operators/nthorderderivativeop.hpp
  757. include/ql/methods/finitedifferences/operators/numericaldifferentiation.hpp
  758. include/ql/methods/finitedifferences/operators/secondderivativeop.hpp
  759. include/ql/methods/finitedifferences/operators/secondordermixedderivativeop.hpp
  760. include/ql/methods/finitedifferences/operators/triplebandlinearop.hpp
  761. include/ql/methods/finitedifferences/operatortraits.hpp
  762. include/ql/methods/finitedifferences/parallelevolver.hpp
  763. include/ql/methods/finitedifferences/pde.hpp
  764. include/ql/methods/finitedifferences/pdebsm.hpp
  765. include/ql/methods/finitedifferences/pdeshortrate.hpp
  766. include/ql/methods/finitedifferences/schemes/all.hpp
  767. include/ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp
  768. include/ql/methods/finitedifferences/schemes/craigsneydscheme.hpp
  769. include/ql/methods/finitedifferences/schemes/cranknicolsonscheme.hpp
  770. include/ql/methods/finitedifferences/schemes/douglasscheme.hpp
  771. include/ql/methods/finitedifferences/schemes/expliciteulerscheme.hpp
  772. include/ql/methods/finitedifferences/schemes/hundsdorferscheme.hpp
  773. include/ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp
  774. include/ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp
  775. include/ql/methods/finitedifferences/schemes/modifiedcraigsneydscheme.hpp
  776. include/ql/methods/finitedifferences/schemes/trbdf2scheme.hpp
  777. include/ql/methods/finitedifferences/shoutcondition.hpp
  778. include/ql/methods/finitedifferences/solvers/all.hpp
  779. include/ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp
  780. include/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp
  781. include/ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp
  782. include/ql/methods/finitedifferences/solvers/fdm3dimsolver.hpp
  783. include/ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp
  784. include/ql/methods/finitedifferences/solvers/fdmbatessolver.hpp
  785. include/ql/methods/finitedifferences/solvers/fdmblackscholessolver.hpp
  786. include/ql/methods/finitedifferences/solvers/fdmcirsolver.hpp
  787. include/ql/methods/finitedifferences/solvers/fdmg2solver.hpp
  788. include/ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp
  789. include/ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp
  790. include/ql/methods/finitedifferences/solvers/fdmhullwhitesolver.hpp
  791. include/ql/methods/finitedifferences/solvers/fdmndimsolver.hpp
  792. include/ql/methods/finitedifferences/solvers/fdmsimple2dbssolver.hpp
  793. include/ql/methods/finitedifferences/solvers/fdmsolverdesc.hpp
  794. include/ql/methods/finitedifferences/stepcondition.hpp
  795. include/ql/methods/finitedifferences/stepconditions/all.hpp
  796. include/ql/methods/finitedifferences/stepconditions/fdmamericanstepcondition.hpp
  797. include/ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.hpp
  798. include/ql/methods/finitedifferences/stepconditions/fdmbermudanstepcondition.hpp
  799. include/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.hpp
  800. include/ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.hpp
  801. include/ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp
  802. include/ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp
  803. include/ql/methods/finitedifferences/trbdf2.hpp
  804. include/ql/methods/finitedifferences/tridiagonaloperator.hpp
  805. include/ql/methods/finitedifferences/utilities/all.hpp
  806. include/ql/methods/finitedifferences/utilities/bsmrndcalculator.hpp
  807. include/ql/methods/finitedifferences/utilities/cevrndcalculator.hpp
  808. include/ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp
  809. include/ql/methods/finitedifferences/utilities/fdmaffinemodeltermstructure.hpp
  810. include/ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp
  811. include/ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp
  812. include/ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.hpp
  813. include/ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp
  814. include/ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp
  815. include/ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp
  816. include/ql/methods/finitedifferences/utilities/fdmmesherintegral.hpp
  817. include/ql/methods/finitedifferences/utilities/fdmquantohelper.hpp
  818. include/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp
  819. include/ql/methods/finitedifferences/utilities/gbsmrndcalculator.hpp
  820. include/ql/methods/finitedifferences/utilities/hestonrndcalculator.hpp
  821. include/ql/methods/finitedifferences/utilities/localvolrndcalculator.hpp
  822. include/ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp
  823. include/ql/methods/finitedifferences/utilities/squarerootprocessrndcalculator.hpp
  824. include/ql/methods/finitedifferences/zerocondition.hpp
  825. include/ql/methods/lattices/all.hpp
  826. include/ql/methods/lattices/binomialtree.hpp
  827. include/ql/methods/lattices/bsmlattice.hpp
  828. include/ql/methods/lattices/lattice.hpp
  829. include/ql/methods/lattices/lattice1d.hpp
  830. include/ql/methods/lattices/lattice2d.hpp
  831. include/ql/methods/lattices/tree.hpp
  832. include/ql/methods/lattices/trinomialtree.hpp
  833. include/ql/methods/montecarlo/all.hpp
  834. include/ql/methods/montecarlo/brownianbridge.hpp
  835. include/ql/methods/montecarlo/earlyexercisepathpricer.hpp
  836. include/ql/methods/montecarlo/exercisestrategy.hpp
  837. include/ql/methods/montecarlo/genericlsregression.hpp
  838. include/ql/methods/montecarlo/longstaffschwartzpathpricer.hpp
  839. include/ql/methods/montecarlo/lsmbasissystem.hpp
  840. include/ql/methods/montecarlo/mctraits.hpp
  841. include/ql/methods/montecarlo/montecarlomodel.hpp
  842. include/ql/methods/montecarlo/multipath.hpp
  843. include/ql/methods/montecarlo/multipathgenerator.hpp
  844. include/ql/methods/montecarlo/nodedata.hpp
  845. include/ql/methods/montecarlo/parametricexercise.hpp
  846. include/ql/methods/montecarlo/path.hpp
  847. include/ql/methods/montecarlo/pathgenerator.hpp
  848. include/ql/methods/montecarlo/pathpricer.hpp
  849. include/ql/methods/montecarlo/sample.hpp
  850. include/ql/models/all.hpp
  851. include/ql/models/calibrationhelper.hpp
  852. include/ql/models/equity/all.hpp
  853. include/ql/models/equity/batesmodel.hpp
  854. include/ql/models/equity/gjrgarchmodel.hpp
  855. include/ql/models/equity/hestonmodel.hpp
  856. include/ql/models/equity/hestonmodelhelper.hpp
  857. include/ql/models/equity/piecewisetimedependenthestonmodel.hpp
  858. include/ql/models/marketmodels/accountingengine.hpp
  859. include/ql/models/marketmodels/all.hpp
  860. include/ql/models/marketmodels/browniangenerator.hpp
  861. include/ql/models/marketmodels/browniangenerators/all.hpp
  862. include/ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp
  863. include/ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp
  864. include/ql/models/marketmodels/callability/all.hpp
  865. include/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp
  866. include/ql/models/marketmodels/callability/collectnodedata.hpp
  867. include/ql/models/marketmodels/callability/exercisevalue.hpp
  868. include/ql/models/marketmodels/callability/lsstrategy.hpp
  869. include/ql/models/marketmodels/callability/marketmodelbasissystem.hpp
  870. include/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp
  871. include/ql/models/marketmodels/callability/nodedataprovider.hpp
  872. include/ql/models/marketmodels/callability/nothingexercisevalue.hpp
  873. include/ql/models/marketmodels/callability/parametricexerciseadapter.hpp
  874. include/ql/models/marketmodels/callability/swapbasissystem.hpp
  875. include/ql/models/marketmodels/callability/swapforwardbasissystem.hpp
  876. include/ql/models/marketmodels/callability/swapratetrigger.hpp
  877. include/ql/models/marketmodels/callability/triggeredswapexercise.hpp
  878. include/ql/models/marketmodels/callability/upperboundengine.hpp
  879. include/ql/models/marketmodels/constrainedevolver.hpp
  880. include/ql/models/marketmodels/correlations/all.hpp
  881. include/ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp
  882. include/ql/models/marketmodels/correlations/expcorrelations.hpp
  883. include/ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp
  884. include/ql/models/marketmodels/curvestate.hpp
  885. include/ql/models/marketmodels/curvestates/all.hpp
  886. include/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp
  887. include/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp
  888. include/ql/models/marketmodels/curvestates/lmmcurvestate.hpp
  889. include/ql/models/marketmodels/discounter.hpp
  890. include/ql/models/marketmodels/driftcomputation/all.hpp
  891. include/ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp
  892. include/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp
  893. include/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp
  894. include/ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp
  895. include/ql/models/marketmodels/duffsdeviceinnerproduct.hpp
  896. include/ql/models/marketmodels/evolutiondescription.hpp
  897. include/ql/models/marketmodels/evolver.hpp
  898. include/ql/models/marketmodels/evolvers/all.hpp
  899. include/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
  900. include/ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp
  901. include/ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp
  902. include/ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp
  903. include/ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp
  904. include/ql/models/marketmodels/evolvers/lognormalfwdrateiballand.hpp
  905. include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp
  906. include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp
  907. include/ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp
  908. include/ql/models/marketmodels/evolvers/normalfwdratepc.hpp
  909. include/ql/models/marketmodels/evolvers/svddfwdratepc.hpp
  910. include/ql/models/marketmodels/evolvers/volprocesses/all.hpp
  911. include/ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.hpp
  912. include/ql/models/marketmodels/forwardforwardmappings.hpp
  913. include/ql/models/marketmodels/historicalforwardratesanalysis.hpp
  914. include/ql/models/marketmodels/historicalratesanalysis.hpp
  915. include/ql/models/marketmodels/marketmodel.hpp
  916. include/ql/models/marketmodels/marketmodeldifferences.hpp
  917. include/ql/models/marketmodels/models/abcdvol.hpp
  918. include/ql/models/marketmodels/models/all.hpp
  919. include/ql/models/marketmodels/models/alphafinder.hpp
  920. include/ql/models/marketmodels/models/alphaform.hpp
  921. include/ql/models/marketmodels/models/alphaformconcrete.hpp
  922. include/ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp
  923. include/ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp
  924. include/ql/models/marketmodels/models/capletcoterminalperiodic.hpp
  925. include/ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp
  926. include/ql/models/marketmodels/models/cotswaptofwdadapter.hpp
  927. include/ql/models/marketmodels/models/ctsmmcapletcalibration.hpp
  928. include/ql/models/marketmodels/models/flatvol.hpp
  929. include/ql/models/marketmodels/models/fwdperiodadapter.hpp
  930. include/ql/models/marketmodels/models/fwdtocotswapadapter.hpp
  931. include/ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp
  932. include/ql/models/marketmodels/models/piecewiseconstantvariance.hpp
  933. include/ql/models/marketmodels/models/pseudorootfacade.hpp
  934. include/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp
  935. include/ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp
  936. include/ql/models/marketmodels/multiproduct.hpp
  937. include/ql/models/marketmodels/pathwiseaccountingengine.hpp
  938. include/ql/models/marketmodels/pathwisediscounter.hpp
  939. include/ql/models/marketmodels/pathwisegreeks/all.hpp
  940. include/ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp
  941. include/ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp
  942. include/ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp
  943. include/ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp
  944. include/ql/models/marketmodels/pathwisemultiproduct.hpp
  945. include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp
  946. include/ql/models/marketmodels/products/all.hpp
  947. include/ql/models/marketmodels/products/compositeproduct.hpp
  948. include/ql/models/marketmodels/products/multiproductcomposite.hpp
  949. include/ql/models/marketmodels/products/multiproductmultistep.hpp
  950. include/ql/models/marketmodels/products/multiproductonestep.hpp
  951. include/ql/models/marketmodels/products/multistep/all.hpp
  952. include/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp
  953. include/ql/models/marketmodels/products/multistep/cashrebate.hpp
  954. include/ql/models/marketmodels/products/multistep/exerciseadapter.hpp
  955. include/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp
  956. include/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp
  957. include/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp
  958. include/ql/models/marketmodels/products/multistep/multistepforwards.hpp
  959. include/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp
  960. include/ql/models/marketmodels/products/multistep/multistepnothing.hpp
  961. include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp
  962. include/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp
  963. include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp
  964. include/ql/models/marketmodels/products/multistep/multistepratchet.hpp
  965. include/ql/models/marketmodels/products/multistep/multistepswap.hpp
  966. include/ql/models/marketmodels/products/multistep/multistepswaption.hpp
  967. include/ql/models/marketmodels/products/multistep/multisteptarn.hpp
  968. include/ql/models/marketmodels/products/onestep/all.hpp
  969. include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
  970. include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
  971. include/ql/models/marketmodels/products/onestep/onestepforwards.hpp
  972. include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
  973. include/ql/models/marketmodels/products/pathwise/all.hpp
  974. include/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp
  975. include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp
  976. include/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp
  977. include/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp
  978. include/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp
  979. include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp
  980. include/ql/models/marketmodels/products/singleproductcomposite.hpp
  981. include/ql/models/marketmodels/proxygreekengine.hpp
  982. include/ql/models/marketmodels/swapforwardmappings.hpp
  983. include/ql/models/marketmodels/utilities.hpp
  984. include/ql/models/model.hpp
  985. include/ql/models/parameter.hpp
  986. include/ql/models/shortrate/all.hpp
  987. include/ql/models/shortrate/calibrationhelpers/all.hpp
  988. include/ql/models/shortrate/calibrationhelpers/caphelper.hpp
  989. include/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp
  990. include/ql/models/shortrate/onefactormodel.hpp
  991. include/ql/models/shortrate/onefactormodels/all.hpp
  992. include/ql/models/shortrate/onefactormodels/blackkarasinski.hpp
  993. include/ql/models/shortrate/onefactormodels/coxingersollross.hpp
  994. include/ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp
  995. include/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
  996. include/ql/models/shortrate/onefactormodels/gsr.hpp
  997. include/ql/models/shortrate/onefactormodels/hullwhite.hpp
  998. include/ql/models/shortrate/onefactormodels/markovfunctional.hpp
  999. include/ql/models/shortrate/onefactormodels/vasicek.hpp
  1000. include/ql/models/shortrate/twofactormodel.hpp
  1001. include/ql/models/shortrate/twofactormodels/all.hpp
  1002. include/ql/models/shortrate/twofactormodels/g2.hpp
  1003. include/ql/models/volatility/all.hpp
  1004. include/ql/models/volatility/constantestimator.hpp
  1005. include/ql/models/volatility/garch.hpp
  1006. include/ql/models/volatility/garmanklass.hpp
  1007. include/ql/models/volatility/simplelocalestimator.hpp
  1008. include/ql/money.hpp
  1009. include/ql/numericalmethod.hpp
  1010. include/ql/option.hpp
  1011. include/ql/patterns/all.hpp
  1012. include/ql/patterns/composite.hpp
  1013. include/ql/patterns/curiouslyrecurring.hpp
  1014. include/ql/patterns/lazyobject.hpp
  1015. include/ql/patterns/observable.hpp
  1016. include/ql/patterns/singleton.hpp
  1017. include/ql/patterns/visitor.hpp
  1018. include/ql/payoff.hpp
  1019. include/ql/position.hpp
  1020. include/ql/prices.hpp
  1021. include/ql/pricingengine.hpp
  1022. include/ql/pricingengines/all.hpp
  1023. include/ql/pricingengines/americanpayoffatexpiry.hpp
  1024. include/ql/pricingengines/americanpayoffathit.hpp
  1025. include/ql/pricingengines/asian/all.hpp
  1026. include/ql/pricingengines/asian/analytic_cont_geom_av_price.hpp
  1027. include/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp
  1028. include/ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp
  1029. include/ql/pricingengines/asian/fdblackscholesasianengine.hpp
  1030. include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp
  1031. include/ql/pricingengines/asian/mc_discr_arith_av_strike.hpp
  1032. include/ql/pricingengines/asian/mc_discr_geom_av_price.hpp
  1033. include/ql/pricingengines/asian/mcdiscreteasianengine.hpp
  1034. include/ql/pricingengines/barrier/all.hpp
  1035. include/ql/pricingengines/barrier/analyticbarrierengine.hpp
  1036. include/ql/pricingengines/barrier/analyticbinarybarrierengine.hpp
  1037. include/ql/pricingengines/barrier/binomialbarrierengine.hpp
  1038. include/ql/pricingengines/barrier/discretizedbarrieroption.hpp
  1039. include/ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp
  1040. include/ql/pricingengines/barrier/fdblackscholesrebateengine.hpp
  1041. include/ql/pricingengines/barrier/fdhestonbarrierengine.hpp
  1042. include/ql/pricingengines/barrier/fdhestonrebateengine.hpp
  1043. include/ql/pricingengines/barrier/mcbarrierengine.hpp
  1044. include/ql/pricingengines/basket/all.hpp
  1045. include/ql/pricingengines/basket/fd2dblackscholesvanillaengine.hpp
  1046. include/ql/pricingengines/basket/kirkengine.hpp
  1047. include/ql/pricingengines/basket/mcamericanbasketengine.hpp
  1048. include/ql/pricingengines/basket/mceuropeanbasketengine.hpp
  1049. include/ql/pricingengines/basket/stulzengine.hpp
  1050. include/ql/pricingengines/blackcalculator.hpp
  1051. include/ql/pricingengines/blackformula.hpp
  1052. include/ql/pricingengines/blackscholescalculator.hpp
  1053. include/ql/pricingengines/bond/all.hpp
  1054. include/ql/pricingengines/bond/bondfunctions.hpp
  1055. include/ql/pricingengines/bond/discountingbondengine.hpp
  1056. include/ql/pricingengines/capfloor/all.hpp
  1057. include/ql/pricingengines/capfloor/analyticcapfloorengine.hpp
  1058. include/ql/pricingengines/capfloor/bacheliercapfloorengine.hpp
  1059. include/ql/pricingengines/capfloor/blackcapfloorengine.hpp
  1060. include/ql/pricingengines/capfloor/discretizedcapfloor.hpp
  1061. include/ql/pricingengines/capfloor/gaussian1dcapfloorengine.hpp
  1062. include/ql/pricingengines/capfloor/mchullwhiteengine.hpp
  1063. include/ql/pricingengines/capfloor/treecapfloorengine.hpp
  1064. include/ql/pricingengines/cliquet/all.hpp
  1065. include/ql/pricingengines/cliquet/analyticcliquetengine.hpp
  1066. include/ql/pricingengines/cliquet/analyticperformanceengine.hpp
  1067. include/ql/pricingengines/cliquet/mcperformanceengine.hpp
  1068. include/ql/pricingengines/credit/all.hpp
  1069. include/ql/pricingengines/credit/integralcdsengine.hpp
  1070. include/ql/pricingengines/credit/isdacdsengine.hpp
  1071. include/ql/pricingengines/credit/midpointcdsengine.hpp
  1072. include/ql/pricingengines/forward/all.hpp
  1073. include/ql/pricingengines/forward/forwardengine.hpp
  1074. include/ql/pricingengines/forward/forwardperformanceengine.hpp
  1075. include/ql/pricingengines/forward/mcvarianceswapengine.hpp
  1076. include/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
  1077. include/ql/pricingengines/genericmodelengine.hpp
  1078. include/ql/pricingengines/greeks.hpp
  1079. include/ql/pricingengines/inflation/all.hpp
  1080. include/ql/pricingengines/inflation/inflationcapfloorengines.hpp
  1081. include/ql/pricingengines/latticeshortratemodelengine.hpp
  1082. include/ql/pricingengines/lookback/all.hpp
  1083. include/ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp
  1084. include/ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp
  1085. include/ql/pricingengines/lookback/analyticcontinuouspartialfixedlookback.hpp
  1086. include/ql/pricingengines/lookback/analyticcontinuouspartialfloatinglookback.hpp
  1087. include/ql/pricingengines/lookback/mclookbackengine.hpp
  1088. include/ql/pricingengines/mclongstaffschwartzengine.hpp
  1089. include/ql/pricingengines/mcsimulation.hpp
  1090. include/ql/pricingengines/quanto/all.hpp
  1091. include/ql/pricingengines/quanto/quantoengine.hpp
  1092. include/ql/pricingengines/swap/all.hpp
  1093. include/ql/pricingengines/swap/cvaswapengine.hpp
  1094. include/ql/pricingengines/swap/discountingswapengine.hpp
  1095. include/ql/pricingengines/swap/discretizedswap.hpp
  1096. include/ql/pricingengines/swap/treeswapengine.hpp
  1097. include/ql/pricingengines/swaption/all.hpp
  1098. include/ql/pricingengines/swaption/basketgeneratingengine.hpp
  1099. include/ql/pricingengines/swaption/blackswaptionengine.hpp
  1100. include/ql/pricingengines/swaption/discretizedswaption.hpp
  1101. include/ql/pricingengines/swaption/fdg2swaptionengine.hpp
  1102. include/ql/pricingengines/swaption/fdhullwhiteswaptionengine.hpp
  1103. include/ql/pricingengines/swaption/g2swaptionengine.hpp
  1104. include/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp
  1105. include/ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp
  1106. include/ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp
  1107. include/ql/pricingengines/swaption/gaussian1dswaptionengine.hpp
  1108. include/ql/pricingengines/swaption/jamshidianswaptionengine.hpp
  1109. include/ql/pricingengines/swaption/treeswaptionengine.hpp
  1110. include/ql/pricingengines/vanilla/all.hpp
  1111. include/ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp
  1112. include/ql/pricingengines/vanilla/analyticcevengine.hpp
  1113. include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
  1114. include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
  1115. include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
  1116. include/ql/pricingengines/vanilla/analyticeuropeanvasicekengine.hpp
  1117. include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
  1118. include/ql/pricingengines/vanilla/analytich1hwengine.hpp
  1119. include/ql/pricingengines/vanilla/analytichestonengine.hpp
  1120. include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
  1121. include/ql/pricingengines/vanilla/analyticptdhestonengine.hpp
  1122. include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
  1123. include/ql/pricingengines/vanilla/batesengine.hpp
  1124. include/ql/pricingengines/vanilla/binomialengine.hpp
  1125. include/ql/pricingengines/vanilla/bjerksundstenslandengine.hpp
  1126. include/ql/pricingengines/vanilla/coshestonengine.hpp
  1127. include/ql/pricingengines/vanilla/discretizedvanillaoption.hpp
  1128. include/ql/pricingengines/vanilla/exponentialfittinghestonengine.hpp
  1129. include/ql/pricingengines/vanilla/fdamericanengine.hpp
  1130. include/ql/pricingengines/vanilla/fdbatesvanillaengine.hpp
  1131. include/ql/pricingengines/vanilla/fdbermudanengine.hpp
  1132. include/ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp
  1133. include/ql/pricingengines/vanilla/fdcevvanillaengine.hpp
  1134. include/ql/pricingengines/vanilla/fdcirvanillaengine.hpp
  1135. include/ql/pricingengines/vanilla/fdconditions.hpp
  1136. include/ql/pricingengines/vanilla/fddividendamericanengine.hpp
  1137. include/ql/pricingengines/vanilla/fddividendengine.hpp
  1138. include/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp
  1139. include/ql/pricingengines/vanilla/fddividendshoutengine.hpp
  1140. include/ql/pricingengines/vanilla/fdeuropeanengine.hpp
  1141. include/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp
  1142. include/ql/pricingengines/vanilla/fdhestonvanillaengine.hpp
  1143. include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp
  1144. include/ql/pricingengines/vanilla/fdsabrvanillaengine.hpp
  1145. include/ql/pricingengines/vanilla/fdshoutengine.hpp
  1146. include/ql/pricingengines/vanilla/fdsimplebsswingengine.hpp
  1147. include/ql/pricingengines/vanilla/fdstepconditionengine.hpp
  1148. include/ql/pricingengines/vanilla/fdvanillaengine.hpp
  1149. include/ql/pricingengines/vanilla/hestonexpansionengine.hpp
  1150. include/ql/pricingengines/vanilla/integralengine.hpp
  1151. include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp
  1152. include/ql/pricingengines/vanilla/juquadraticengine.hpp
  1153. include/ql/pricingengines/vanilla/mcamericanengine.hpp
  1154. include/ql/pricingengines/vanilla/mcdigitalengine.hpp
  1155. include/ql/pricingengines/vanilla/mceuropeanengine.hpp
  1156. include/ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp
  1157. include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
  1158. include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp
  1159. include/ql/pricingengines/vanilla/mcvanillaengine.hpp
  1160. include/ql/processes/all.hpp
  1161. include/ql/processes/batesprocess.hpp
  1162. include/ql/processes/blackscholesprocess.hpp
  1163. include/ql/processes/coxingersollrossprocess.hpp
  1164. include/ql/processes/endeulerdiscretization.hpp
  1165. include/ql/processes/eulerdiscretization.hpp
  1166. include/ql/processes/forwardmeasureprocess.hpp
  1167. include/ql/processes/g2process.hpp
  1168. include/ql/processes/geometricbrownianprocess.hpp
  1169. include/ql/processes/gjrgarchprocess.hpp
  1170. include/ql/processes/gsrprocess.hpp
  1171. include/ql/processes/gsrprocesscore.hpp
  1172. include/ql/processes/hestonprocess.hpp
  1173. include/ql/processes/hullwhiteprocess.hpp
  1174. include/ql/processes/hybridhestonhullwhiteprocess.hpp
  1175. include/ql/processes/jointstochasticprocess.hpp
  1176. include/ql/processes/merton76process.hpp
  1177. include/ql/processes/mfstateprocess.hpp
  1178. include/ql/processes/ornsteinuhlenbeckprocess.hpp
  1179. include/ql/processes/squarerootprocess.hpp
  1180. include/ql/processes/stochasticprocessarray.hpp
  1181. include/ql/qldefines.hpp
  1182. include/ql/quantlib.hpp
  1183. include/ql/quote.hpp
  1184. include/ql/quotes/all.hpp
  1185. include/ql/quotes/compositequote.hpp
  1186. include/ql/quotes/derivedquote.hpp
  1187. include/ql/quotes/eurodollarfuturesquote.hpp
  1188. include/ql/quotes/forwardswapquote.hpp
  1189. include/ql/quotes/forwardvaluequote.hpp
  1190. include/ql/quotes/futuresconvadjustmentquote.hpp
  1191. include/ql/quotes/impliedstddevquote.hpp
  1192. include/ql/quotes/lastfixingquote.hpp
  1193. include/ql/quotes/simplequote.hpp
  1194. include/ql/rebatedexercise.hpp
  1195. include/ql/settings.hpp
  1196. include/ql/shared_ptr.hpp
  1197. include/ql/stochasticprocess.hpp
  1198. include/ql/termstructure.hpp
  1199. include/ql/termstructures/all.hpp
  1200. include/ql/termstructures/bootstraperror.hpp
  1201. include/ql/termstructures/bootstraphelper.hpp
  1202. include/ql/termstructures/credit/all.hpp
  1203. include/ql/termstructures/credit/defaultdensitystructure.hpp
  1204. include/ql/termstructures/credit/defaultprobabilityhelpers.hpp
  1205. include/ql/termstructures/credit/flathazardrate.hpp
  1206. include/ql/termstructures/credit/hazardratestructure.hpp
  1207. include/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
  1208. include/ql/termstructures/credit/interpolatedhazardratecurve.hpp
  1209. include/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
  1210. include/ql/termstructures/credit/piecewisedefaultcurve.hpp
  1211. include/ql/termstructures/credit/probabilitytraits.hpp
  1212. include/ql/termstructures/credit/survivalprobabilitystructure.hpp
  1213. include/ql/termstructures/defaulttermstructure.hpp
  1214. include/ql/termstructures/globalbootstrap.hpp
  1215. include/ql/termstructures/inflation/all.hpp
  1216. include/ql/termstructures/inflation/inflationhelpers.hpp
  1217. include/ql/termstructures/inflation/inflationtraits.hpp
  1218. include/ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp
  1219. include/ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp
  1220. include/ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp
  1221. include/ql/termstructures/inflation/piecewisezeroinflationcurve.hpp
  1222. include/ql/termstructures/inflation/seasonality.hpp
  1223. include/ql/termstructures/inflationtermstructure.hpp
  1224. include/ql/termstructures/interpolatedcurve.hpp
  1225. include/ql/termstructures/iterativebootstrap.hpp
  1226. include/ql/termstructures/localbootstrap.hpp
  1227. include/ql/termstructures/volatility/abcd.hpp
  1228. include/ql/termstructures/volatility/abcdcalibration.hpp
  1229. include/ql/termstructures/volatility/all.hpp
  1230. include/ql/termstructures/volatility/atmadjustedsmilesection.hpp
  1231. include/ql/termstructures/volatility/atmsmilesection.hpp
  1232. include/ql/termstructures/volatility/capfloor/all.hpp
  1233. include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
  1234. include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp
  1235. include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp
  1236. include/ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp
  1237. include/ql/termstructures/volatility/equityfx/all.hpp
  1238. include/ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp
  1239. include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityadapter.hpp
  1240. include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp
  1241. include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
  1242. include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
  1243. include/ql/termstructures/volatility/equityfx/blackvariancesurface.hpp
  1244. include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp
  1245. include/ql/termstructures/volatility/equityfx/fixedlocalvolsurface.hpp
  1246. include/ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.hpp
  1247. include/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp
  1248. include/ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp
  1249. include/ql/termstructures/volatility/equityfx/localconstantvol.hpp
  1250. include/ql/termstructures/volatility/equityfx/localvolcurve.hpp
  1251. include/ql/termstructures/volatility/equityfx/localvolsurface.hpp
  1252. include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp
  1253. include/ql/termstructures/volatility/equityfx/noexceptlocalvolsurface.hpp
  1254. include/ql/termstructures/volatility/flatsmilesection.hpp
  1255. include/ql/termstructures/volatility/gaussian1dsmilesection.hpp
  1256. include/ql/termstructures/volatility/inflation/all.hpp
  1257. include/ql/termstructures/volatility/inflation/constantcpivolatility.hpp
  1258. include/ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp
  1259. include/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
  1260. include/ql/termstructures/volatility/interpolatedsmilesection.hpp
  1261. include/ql/termstructures/volatility/kahalesmilesection.hpp
  1262. include/ql/termstructures/volatility/optionlet/all.hpp
  1263. include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
  1264. include/ql/termstructures/volatility/optionlet/constantoptionletvol.hpp
  1265. include/ql/termstructures/volatility/optionlet/optionletstripper.hpp
  1266. include/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
  1267. include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp
  1268. include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
  1269. include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
  1270. include/ql/termstructures/volatility/optionlet/strippedoptionlet.hpp
  1271. include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
  1272. include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
  1273. include/ql/termstructures/volatility/sabr.hpp
  1274. include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
  1275. include/ql/termstructures/volatility/sabrsmilesection.hpp
  1276. include/ql/termstructures/volatility/smilesection.hpp
  1277. include/ql/termstructures/volatility/smilesectionutils.hpp
  1278. include/ql/termstructures/volatility/spreadedsmilesection.hpp
  1279. include/ql/termstructures/volatility/swaption/all.hpp
  1280. include/ql/termstructures/volatility/swaption/cmsmarket.hpp
  1281. include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
  1282. include/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
  1283. include/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp
  1284. include/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
  1285. include/ql/termstructures/volatility/swaption/swaptionvolcube.hpp
  1286. include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
  1287. include/ql/termstructures/volatility/swaption/swaptionvolcube2.hpp
  1288. include/ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp
  1289. include/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
  1290. include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp
  1291. include/ql/termstructures/volatility/volatilitytype.hpp
  1292. include/ql/termstructures/voltermstructure.hpp
  1293. include/ql/termstructures/yield/all.hpp
  1294. include/ql/termstructures/yield/bondhelpers.hpp
  1295. include/ql/termstructures/yield/bootstraptraits.hpp
  1296. include/ql/termstructures/yield/compositezeroyieldstructure.hpp
  1297. include/ql/termstructures/yield/discountcurve.hpp
  1298. include/ql/termstructures/yield/drifttermstructure.hpp
  1299. include/ql/termstructures/yield/fittedbonddiscountcurve.hpp
  1300. include/ql/termstructures/yield/flatforward.hpp
  1301. include/ql/termstructures/yield/forwardcurve.hpp
  1302. include/ql/termstructures/yield/forwardspreadedtermstructure.hpp
  1303. include/ql/termstructures/yield/forwardstructure.hpp
  1304. include/ql/termstructures/yield/impliedtermstructure.hpp
  1305. include/ql/termstructures/yield/interpolatedsimplezerocurve.hpp
  1306. include/ql/termstructures/yield/nonlinearfittingmethods.hpp
  1307. include/ql/termstructures/yield/oisratehelper.hpp
  1308. include/ql/termstructures/yield/piecewiseyieldcurve.hpp
  1309. include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
  1310. include/ql/termstructures/yield/quantotermstructure.hpp
  1311. include/ql/termstructures/yield/ratehelpers.hpp
  1312. include/ql/termstructures/yield/zerocurve.hpp
  1313. include/ql/termstructures/yield/zerospreadedtermstructure.hpp
  1314. include/ql/termstructures/yield/zeroyieldstructure.hpp
  1315. include/ql/termstructures/yieldtermstructure.hpp
  1316. include/ql/time/all.hpp
  1317. include/ql/time/asx.hpp
  1318. include/ql/time/businessdayconvention.hpp
  1319. include/ql/time/calendar.hpp
  1320. include/ql/time/calendars/all.hpp
  1321. include/ql/time/calendars/argentina.hpp
  1322. include/ql/time/calendars/australia.hpp
  1323. include/ql/time/calendars/austria.hpp
  1324. include/ql/time/calendars/bespokecalendar.hpp
  1325. include/ql/time/calendars/botswana.hpp
  1326. include/ql/time/calendars/brazil.hpp
  1327. include/ql/time/calendars/canada.hpp
  1328. include/ql/time/calendars/china.hpp
  1329. include/ql/time/calendars/czechrepublic.hpp
  1330. include/ql/time/calendars/denmark.hpp
  1331. include/ql/time/calendars/finland.hpp
  1332. include/ql/time/calendars/france.hpp
  1333. include/ql/time/calendars/germany.hpp
  1334. include/ql/time/calendars/hongkong.hpp
  1335. include/ql/time/calendars/hungary.hpp
  1336. include/ql/time/calendars/iceland.hpp
  1337. include/ql/time/calendars/india.hpp
  1338. include/ql/time/calendars/indonesia.hpp
  1339. include/ql/time/calendars/israel.hpp
  1340. include/ql/time/calendars/italy.hpp
  1341. include/ql/time/calendars/japan.hpp
  1342. include/ql/time/calendars/jointcalendar.hpp
  1343. include/ql/time/calendars/mexico.hpp
  1344. include/ql/time/calendars/newzealand.hpp
  1345. include/ql/time/calendars/norway.hpp
  1346. include/ql/time/calendars/nullcalendar.hpp
  1347. include/ql/time/calendars/poland.hpp
  1348. include/ql/time/calendars/romania.hpp
  1349. include/ql/time/calendars/russia.hpp
  1350. include/ql/time/calendars/saudiarabia.hpp
  1351. include/ql/time/calendars/singapore.hpp
  1352. include/ql/time/calendars/slovakia.hpp
  1353. include/ql/time/calendars/southafrica.hpp
  1354. include/ql/time/calendars/southkorea.hpp
  1355. include/ql/time/calendars/sweden.hpp
  1356. include/ql/time/calendars/switzerland.hpp
  1357. include/ql/time/calendars/taiwan.hpp
  1358. include/ql/time/calendars/target.hpp
  1359. include/ql/time/calendars/thailand.hpp
  1360. include/ql/time/calendars/turkey.hpp
  1361. include/ql/time/calendars/ukraine.hpp
  1362. include/ql/time/calendars/unitedkingdom.hpp
  1363. include/ql/time/calendars/unitedstates.hpp
  1364. include/ql/time/calendars/weekendsonly.hpp
  1365. include/ql/time/date.hpp
  1366. include/ql/time/dategenerationrule.hpp
  1367. include/ql/time/daycounter.hpp
  1368. include/ql/time/daycounters/actual360.hpp
  1369. include/ql/time/daycounters/actual364.hpp
  1370. include/ql/time/daycounters/actual365fixed.hpp
  1371. include/ql/time/daycounters/actualactual.hpp
  1372. include/ql/time/daycounters/all.hpp
  1373. include/ql/time/daycounters/business252.hpp
  1374. include/ql/time/daycounters/one.hpp
  1375. include/ql/time/daycounters/simpledaycounter.hpp
  1376. include/ql/time/daycounters/thirty360.hpp
  1377. include/ql/time/daycounters/thirty365.hpp
  1378. include/ql/time/ecb.hpp
  1379. include/ql/time/frequency.hpp
  1380. include/ql/time/imm.hpp
  1381. include/ql/time/period.hpp
  1382. include/ql/time/schedule.hpp
  1383. include/ql/time/timeunit.hpp
  1384. include/ql/time/weekday.hpp
  1385. include/ql/timegrid.hpp
  1386. include/ql/timeseries.hpp
  1387. include/ql/tuple.hpp
  1388. include/ql/types.hpp
  1389. include/ql/utilities/all.hpp
  1390. include/ql/utilities/clone.hpp
  1391. include/ql/utilities/dataformatters.hpp
  1392. include/ql/utilities/dataparsers.hpp
  1393. include/ql/utilities/disposable.hpp
  1394. include/ql/utilities/null_deleter.hpp
  1395. include/ql/utilities/null.hpp
  1396. include/ql/utilities/observablevalue.hpp
  1397. include/ql/utilities/steppingiterator.hpp
  1398. include/ql/utilities/tracing.hpp
  1399. include/ql/utilities/vectors.hpp
  1400. include/ql/version.hpp
  1401. include/ql/volatilitymodel.hpp
  1402. @dir include/ql
  1403. lib/libQuantLib.so
  1404. lib/libQuantLib.so.0
  1405. lib/libQuantLib.so.0.0.0
  1406. lib/libQuantLib.a
  1407. libdata/pkgconfig/quantlib.pc
  1408. man/man1/quantlib-config.1.gz
  1409. man/man1/quantlib-test-suite.1.gz
  1410. share/aclocal/quantlib.m4
  1411. @owner
  1412. @group
  1413. @mode
Collapse this list.
Dependency lines:
  • For RUN/BUILD depends:
    • quantlib>0:finance/quantlib
  • For LIB depends:
    • libQuantLib.so:finance/quantlib
To install the port: cd /usr/ports/finance/quantlib/ && make install clean
To add the package, run one of these commands:
  • pkg install finance/quantlib
  • pkg install quantlib
PKGNAME: quantlib
Flavors: there is no flavor information for this port.
distinfo:
Packages (timestamps in pop-ups are UTC):
quantlib
ABIlatestquarterly
FreeBSD:11:aarch64-1.18
FreeBSD:11:amd641.201.20
FreeBSD:11:armv6-1.18
FreeBSD:11:i3861.201.20
FreeBSD:11:mips--
FreeBSD:11:mips64--
FreeBSD:12:aarch64-1.20
FreeBSD:12:amd641.201.20
FreeBSD:12:armv6-1.18
FreeBSD:12:armv7-1.18
FreeBSD:12:i3861.201.20
FreeBSD:12:mips--
FreeBSD:12:mips64--
FreeBSD:12:powerpc64-1.20
FreeBSD:13:aarch641.201.20
FreeBSD:13:amd641.201.20
FreeBSD:13:armv61.201.20
FreeBSD:13:armv71.201.20
FreeBSD:13:i3861.201.20
FreeBSD:13:mips--
FreeBSD:13:mips64--
FreeBSD:13:powerpc641.201.20
FreeBSD:14:aarch641.20-
FreeBSD:14:amd641.20-
FreeBSD:14:armv61.20-
FreeBSD:14:armv71.20-
FreeBSD:14:i3861.20-
FreeBSD:14:mips--
FreeBSD:14:mips64--
FreeBSD:14:powerpc641.20-
 

Dependencies
NOTE: FreshPorts displays only information on required and default dependencies. Optional dependencies are not covered.
Library dependencies:
  1. libboost_system.so : devel/boost-libs
There are no ports dependent upon this port

Configuration Options:
Options name:

USES:

Master Sites:
Expand this list (1 items)
Collapse this list.
  1. https://dl.bintray.com/quantlib/releases/
Collapse this list.

Number of commits found: 60

Commit History - (may be incomplete: see SVNWeb link above for full details)
DateByDescription
06 Apr 2021 14:31:07
 files touched by this commit commit hash:305f148f482daf30dcf728039d03d019f88344eb  1.20
mat search for other commits by this committer
Remove # $FreeBSD$ from Makefiles.
29 Oct 2020 16:51:31
Original commit files touched by this commit Revision:553627  1.20
mi search for other commits by this committer
Upgrade from 1.18 to 1.20.

Change to prefer C++11 classes over those in Boost.

Change to run tests sequentially -- they use OpenMP internally,
which lead to severe load-spikes at test-time -- well beyond the
number of available processing cores.

Sort the numerous header-files in pkg-plist.

Sponsored by:	Association for Advancement of Marsupial Species
23 Jun 2020 21:39:21
Original commit files touched by this commit Revision:540004  1.18
mi search for other commits by this committer
Fix the packing list...

Notified by:	pkg-fallout
21 Jun 2020 21:56:18
Original commit files touched by this commit Revision:539786  1.18
mi search for other commits by this committer
Upgrade from 1.17 to 1.18. Remove the "unity build" option -- it
is causing problems and is dubious value anyway.
08 Mar 2020 21:56:37
Original commit files touched by this commit Revision:528082  1.17_1
jbeich search for other commits by this committer
Drop dependency on devel/openmp

- Drop if devel/llvm* was used as a substitute

Approved by:	yuri, rene (earlier version)
Differential Revision:	https://reviews.freebsd.org/D23020
22 Jan 2020 22:22:42
Original commit files touched by this commit Revision:523849  1.17
mi search for other commits by this committer
Upgrade from 1.16 to 1.17. See https://github.com/lballabio/QuantLib/releases
11 Dec 2019 17:53:49
Original commit files touched by this commit Revision:519824  1.16_1
jbeich search for other commits by this committer
devel/boost-*: update to 1.72.0

Changes:	http://www.boost.org/users/history/version_1_72_0.html
PR:		241449
Exp-run by:	antoine
Differential Revision:	https://reviews.freebsd.org/D22136
03 Nov 2019 13:36:20
Original commit files touched by this commit Revision:516420  1.16
mi search for other commits by this committer
Actually commit the new plist :(

Reported by:	pkg-fallout
02 Nov 2019 17:33:28
Original commit files touched by this commit Revision:516358  1.16
mi search for other commits by this committer
Upgrade from 1.15 to 1.16 released in August. The
new version builds and passes the bundled self-tests.
21 Sep 2019 18:59:57
Original commit files touched by this commit Revision:512535  1.15_5
jbeich search for other commits by this committer
devel/openmp: update to 9.0.0

- Connect tests to the framework to help QA remaining patches
- Force rebuild all consumers after https://reviews.llvm.org/D59783

Changes:	http://llvm.org/viewvc/llvm-project/openmp/tags/RELEASE_900/final/?view=log
ABI:		https://abi-laboratory.pro/tracker/timeline/llvm_openmp/
19 Aug 2019 15:35:28
Original commit files touched by this commit Revision:509290  1.15_4
jbeich search for other commits by this committer
devel/boost-*: update to 1.71.0

Changes:	http://www.boost.org/users/history/version_1_71_0.html
PR:		238827
Exp-run by:	antoine
Differential Revision:	https://reviews.freebsd.org/D20774
26 Jul 2019 20:46:57
Original commit files touched by this commit Revision:507372  1.15_3
gerald search for other commits by this committer
Bump PORTREVISION for ports depending on the canonical version of GCC
as defined in Mk/bsd.default-versions.mk which has moved from GCC 8.3
to GCC 9.1 under most circumstances now after revision 507371.

This includes ports
 - with USE_GCC=yes or USE_GCC=any,
 - with USES=fortran,
 - using Mk/bsd.octave.mk which in turn features USES=fortran, and
 - with USES=compiler specifying openmp, nestedfct, c11, c++0x, c++11-lang,
   c++11-lib, c++14-lang, c++17-lang, or gcc-c++11-lib
plus, everything INDEX-11 shows with a dependency on lang/gcc9 now.

PR:		238330
17 Jun 2019 11:38:44
Original commit files touched by this commit Revision:504412  1.15_2
linimon search for other commits by this committer
Add compiler:c++11-lang to USES to fix the following on GCC-based systems:

  configure: error: Boost thread, signals2 and system libraries not found.

Approved by:	portmgr (tier-2 blanket)
08 May 2019 16:05:53
Original commit files touched by this commit Revision:501030  1.15_2
jbeich search for other commits by this committer
devel/openmp: phase out

- Expire after the last version without /usr/lib/libomp.so
- Drop SOVERSION for seamless transition (i.e., avoid conditionals)

PR:		236907
Approved by:	bapt (maintainer)
Differential Revision:	https://reviews.freebsd.org/D19767
12 Apr 2019 06:36:31
Original commit files touched by this commit Revision:498698  1.15_1
jbeich search for other commits by this committer
devel/boost-*: update to 1.70.0

Changes:	http://www.boost.org/users/history/version_1_70_0.html
PR:		235956
Exp-run by:	antoine
Differential Revision:	https://reviews.freebsd.org/D19303
05 Mar 2019 21:36:28
Original commit files touched by this commit Revision:494745  1.15
mi search for other commits by this committer
Upgrade from 1.13 to 1.15.

PR:		233864
Reported by:	jbeich
12 Dec 2018 01:35:36
Original commit files touched by this commit Revision:487272  1.13_4
gerald search for other commits by this committer
Bump PORTREVISION for ports depending on the canonical version of GCC
defined via Mk/bsd.default-versions.mk which has moved from GCC 7.4 t
GCC 8.2 under most circumstances.

This includes ports
 - with USE_GCC=yes or USE_GCC=any,
 - with USES=fortran,
 - using Mk/bsd.octave.mk which in turn features USES=fortran, and
 - with USES=compiler specifying openmp, nestedfct, c11, c++0x, c++11-lang,
   c++11-lib, c++14-lang, c++17-lang, or gcc-c++11-lib
plus, as a double check, everything INDEX-11 showed depending on lang/gcc7.

PR:		231590
12 Dec 2018 00:15:50
Original commit files touched by this commit Revision:487266  1.13_3
jbeich search for other commits by this committer
devel/boost-*: update to 1.69.0

Changes:	http://www.boost.org/users/history/version_1_69_0.html
PR:		232525
Exp-run by:	antoine
Differential Revision:	https://reviews.freebsd.org/D17645
02 Nov 2018 13:32:35
Original commit files touched by this commit Revision:483807  1.13_2
rene search for other commits by this committer
Remove compatibility code for FreeBSD < 11.2 from all ports.

Simplify some ports where DragonFlyBSD no longer needs to be special-cased.
Submitted by:	rene
Reviewed by:	bapt, jbeich
Differential Revision:	https://reviews.freebsd.org/D17724
09 Aug 2018 06:58:31
Original commit files touched by this commit Revision:476723  1.13_2
jbeich search for other commits by this committer
devel/boost-*: update to 1.68.0

- Switch to C++14 for libboost_system to support C++14 consumers

Changes:	http://www.boost.org/users/history/version_1_68_0.html
PR:		229569
Exp-run by:	antoine
Differential Revision:	https://reviews.freebsd.org/D16165
29 Jul 2018 22:18:46
Original commit files touched by this commit Revision:475857  1.13_1
gerald search for other commits by this committer
Bump PORTREVISION for ports depending on the canonical version of GCC
in the ports tree (via Mk/bsd.default-versions.mk and lang/gcc) which
has now moved from GCC 6 to GCC 7 by default.

This includes ports
 - featuring USE_GCC=yes or USE_GCC=any,
 - featuring USES=fortran,
 - using Mk/bsd.octave.mk which in turn features USES=fortran, and those
 - with USES=compiler specifying one of openmp, nestedfct, c11, c++0x,
   c++11-lib, c++11-lang, c++14-lang, c++17-lang, or gcc-c++11-lib.

PR:		222542
23 Jul 2018 16:15:03
Original commit files touched by this commit Revision:475188  1.13
mi search for other commits by this committer
Re-add finance/quantlib following the official procedure.
23 Jul 2018 16:02:10
Original commit files touched by this commit Revision:475187  1.13
mi search for other commits by this committer
Remove the recently-added quantlib, so it can be properly resurrected.

Requested by: portmgr
21 Jul 2018 01:11:22
Original commit files touched by this commit Revision:475046  1.13
mi search for other commits by this committer
Add a trick to enable parallel compilations. No functional changes.
21 Jul 2018 00:10:28
Original commit files touched by this commit Revision:475044  1.13
mi search for other commits by this committer
Add (the first draft of) port of QuantLib -- a C++ library for financial
modelers.

Sponsored by:	Virtual Estates
22 Dec 2013 11:48:43
Original commit files touched by this commit Revision:337185  1.1_1
rene search for other commits by this committer
Remove expired ports:
2013-12-22 devel/ruby-cvs: Broken for more than 6 month
2013-12-22 devel/hs-reactive: Broken for more than 6 month
2013-12-22 databases/rubygem-delayed_job_data_mapper: Broken for more than 6
month
2013-12-22 graphics/xmagv: Broken for more than 6 month
2013-12-22 lang/slib-gauche: Broken for more than 6 month
2013-12-22 graphics/f-spot: Broken for more than 6 month
2013-12-22 sysutils/linux-megamgr: Broken for more than 6 month
2013-12-22 games/linux-savage-samuraiwars: Broken for more than 6 month
2013-12-22 ftp/gftp: Broken for more than 6 month
2013-12-22 devel/hs-DeepArrow: Broken for more than 6 month
2013-12-22 converters/py-svglib: Broken for more than 6 month
2013-12-22 converters/p5-Unicode-Lite: Broken for more than 6 month
2013-12-22 mail/squirrelmail-calendar_sql_backend-plugin: Broken for more than 6
month
2013-12-22 finance/quantlib: Broken for more than 6 month
2013-12-22 games/xkobo: Broken for more than 6 month
2013-12-22 games/quake3-rq3: Broken for more than 6 month
2013-12-22 math/fbm: No new release since 2004, new supported upstream
12 Dec 2013 10:53:38
Original commit files touched by this commit Revision:336253  1.1_1
bapt search for other commits by this committer
Convert LIB_DEPENDS for ports depending on boost
22 Nov 2013 08:24:11
Original commit files touched by this commit Revision:334555  1.1_1
bapt search for other commits by this committer
Deprecated ports broken for more than 6 month
20 Sep 2013 17:18:39
Original commit files touched by this commit Revision:327727  1.1_1
bapt search for other commits by this committer
Add NO_STAGE all over the place in preparation for the staging support (cat:
finance)
10 May 2013 13:45:27
Original commit files touched by this commit Revision:317802  1.1_1
miwi search for other commits by this committer
- BROKEN fails to build
27 Feb 2013 16:15:17
Original commit files touched by this commit Revision:313067  1.1_1
miwi search for other commits by this committer
- Fix build
23 Sep 2011 22:26:39
Original commit files touched by this commit   1.1
amdmi3 search for other commits by this committer
- Add LDFLAGS to CONFIGURE_ENV and MAKE_ENV (as it was done with LDFLAGS)
- Fix all ports that add {CPP,LD}FLAGS to *_ENV to modify flags instead

PR:             157936
Submitted by:   myself
Exp-runs by:    pav
Approved by:    pav
30 May 2011 11:36:24
Original commit files touched by this commit   1.1
jadawin search for other commits by this committer
- Update to 1.1

PR:             ports/157329
Submitted by:   dikshie <dikshie _AT_ sfc.wide.ad.jp>
19 Mar 2011 12:38:54
Original commit files touched by this commit   1.0.1
miwi search for other commits by this committer
- Get Rid MD5 support
04 Dec 2010 07:34:27
Original commit files touched by this commit   1.0.1
ade search for other commits by this committer
Sync to new bsd.autotools.mk
29 Apr 2010 08:22:28
Original commit files touched by this commit   1.0.1
wen search for other commits by this committer
- Update to 1.0.1

PR:             ports/145932
Submitted by:   dikshie <dikshie@sfc.wide.ad.jp>
10 Mar 2010 16:34:39
Original commit files touched by this commit   1.0
skreuzer search for other commits by this committer
Update to 1.0

PR:             ports/144276
Submitted by:   dikshie <dikshie@sfc.wide.ad.jp>
18 Feb 2010 18:25:53
Original commit files touched by this commit   0.9.9
makc search for other commits by this committer
Update to 0.9.9
Pass maintainership to submitter

PR:             ports/144040
Submitted by:   dikshie <dikshie at sfc.wide.ad.jp>
Feature safe:   yes
21 Oct 2009 11:47:38
Original commit files touched by this commit   0.9.0
miwi search for other commits by this committer
- Update to 0.9.0

PR:             139805
Submitted by:   Sylvio Cesar <scjamorim@bsd.com.br>
22 Aug 2009 00:20:34
Original commit files touched by this commit   0.8.1  Sanity Test Failure
amdmi3 search for other commits by this committer
- Switch SourceForge ports to the new File Release System: categories starting
with E,F
02 Aug 2009 19:36:34
Original commit files touched by this commit   0.8.1
mezz search for other commits by this committer
-Repocopy devel/libtool15 -> libtool22 and libltdl15 -> libltdl22.
-Update libtool and libltdl to 2.2.6a.
-Remove devel/libtool15 and devel/libltdl15.
-Fix ports build with libtool22/libltdl22.
-Bump ports that depend on libltdl22 due to shared library version change.
-Explain what to do update in the UPDATING.

It has been tested with GNOME2, XFCE4, KDE3, KDE4 and other many wm/desktop
and applications in the runtime.

With help:      marcus and kwm
Pointyhat-exp:  a few times by pav
Tested by:      pgollucci, "Romain Tartière" <romain@blogreen.org>, and
                a few MarcusCom CVS users. Also, I might have missed a few.
Repocopy by:    marcus
Approved by:    portmgr
28 Jul 2009 11:45:09
Original commit files touched by this commit   0.8.1
pav search for other commits by this committer
- Update boost to 1.39
- Split boost port to separate components, with boost-all metaport

PR:             ports/137054
Submitted by:   Alexander Churanov <churanov.port.maintainer@gmail.com>
(maintainer)
21 Aug 2008 06:18:49
Original commit files touched by this commit   0.8.1
rafan search for other commits by this committer
Update CONFIGURE_ARGS for how we pass CONFIGURE_TARGET to configure script.
Specifically, newer autoconf (> 2.13) has different semantic of the
configure target. In short, one should use --build=CONFIGURE_TARGET
instead of CONFIGURE_TARGET directly. Otherwise, you will get a warning
and the old semantic may be removed in later autoconf releases.

To workaround this issue, many ports hack the CONFIGURE_TARGET variable
so that it contains the ``--build='' prefix.

To solve this issue, under the fact that some ports still have
configure script generated by the old autoconf, we use runtime detection
in the do-configure target so that the proper argument can be used.

Changes to Mk/*:
 - Add runtime detection magic in bsd.port.mk
(Only the first 15 lines of the commit message are shown above View all of this commit message)
02 Sep 2007 17:52:25
Original commit files touched by this commit   0.8.1
arved search for other commits by this committer
Update to 0.8.1

PR:             115982
Submitted by:   Kevin Way <kevin@insidesystems.net>
23 Jul 2007 09:36:52
Original commit files touched by this commit   0.4.0_1
rafan search for other commits by this committer
- Set --mandir and --infodir in CONFIGURE_ARGS if the configure script
  supports them.  This is determined by running ``configure --help'' in
  do-configure target and set the shell variable _LATE_CONFIGURE_ARGS
  which is then passed to CONFIGURE_ARGS.
- Remove --mandir and --infodir in ports' Makefile where applicable
  Few ports use REINPLACE_CMD to achieve the same effect, remove them too.
- Correct some manual pages location from PREFIX/man to MANPREFIX/man
- Define INFO_PATH where necessary
- Document that .info files are installed in a subdirectory relative to
  PREFIX/INFO_PATH and slightly change add-plist-info to use INFO_PATH and
  subdirectory detection.

PR:             ports/111470
Approved by:    portmgr
Discussed with: stas (Mk/*), gerald (info related stuffs)
Tested by:      pointyhat exp run
09 Jul 2007 07:35:11
Original commit files touched by this commit   0.4.0_1
barner search for other commits by this committer
- Fix build with boost 1.34.0: The Boost unit test framework shared library
  no longer contains main(), so set the right #defines.

  Reference: http://lists.boost.org/boost-users/2007/04/27361.php
- Notified by:  pointyhat via pav
04 Jul 2007 15:10:58
Original commit files touched by this commit   0.4.0_1
barner search for other commits by this committer
- Bump boost shared library version to 4
- Bump PORTREVISION
24 Mar 2007 13:14:37
Original commit files touched by this commit   0.4.0
pav search for other commits by this committer
- Update to 0.4.0
14 Aug 2006 23:06:39
Original commit files touched by this commit   0.3.5_1
clsung search for other commits by this committer
- s,INSTALLS_SHLIB,USE_LDCONFIG,g
- these include dns/ editors/ emulators/ finance/
  games/ graphics/ maintained by ports@

PR:             ports/101916
Submitted by:   Gea-Suan Lin <gslin_AT_gslin dot org>
07 May 2006 11:09:22
Original commit files touched by this commit   0.3.5_1
edwin search for other commits by this committer
Remove USE_REINPLACE from all categories starting with F
24 Nov 2005 16:18:42
Original commit files touched by this commit   0.3.5_1
pav search for other commits by this committer
- Add SHA256
12 Apr 2005 03:26:57
Original commit files touched by this commit   0.3.5_1
obrien search for other commits by this committer
At Kris's request, back out the MACHINE_ARCH spelling correction until
after 5.4-RELEASE.
11 Apr 2005 08:04:41
Original commit files touched by this commit   0.3.5_1
obrien search for other commits by this committer
Assist getting more ports working on AMD64 by obeying the
Ports Collection documentation and use 'ARCH' rather than 'MACHINE_ARCH'.
27 Mar 2005 01:48:04
Original commit files touched by this commit   0.3.5_1
kris search for other commits by this committer
BROKEN on ia64 and alpha: Does not compile

Approved by:    portmgr (self)
02 Apr 2004 19:03:26
Original commit files touched by this commit   0.3.5_1
krion search for other commits by this committer
- Support PTHREAD_CFLAGS properly
- Avoid unexpected side effect by other ports

PR:             ports/65082
Submitted by:   Ports Fury
02 Apr 2004 03:27:02
Original commit files touched by this commit   0.3.5
ijliao search for other commits by this committer
upgrade to 0.3.5
14 Mar 2004 06:17:56
Original commit files touched by this commit   0.3.1
ade search for other commits by this committer
Whoa there, boy, that's a mighty big commit y'all have there...

Begin autotools sanitization sequence by requiring ports to explicitly
specify which version of {libtool,autoconf,automake} they need, erasing
the concept of a "system default".

For ports-in-waiting:

        USE_LIBTOOL=YES         ->      USE_LIBTOOL_VER=13
        USE_AUTOCONF=YES        ->      USE_AUTOCONF_VER=213
        USE_AUTOMAKE=YES        ->      USE_AUTOMAKE_VER=14

Ports attempting to use the old style system after June 1st 2004 will be
sorely disappointed.
29 Jan 2004 07:24:56
Original commit files touched by this commit   0.3.1
trevor search for other commits by this committer
SIZEify.
22 Jan 2004 21:12:03
Original commit files touched by this commit   0.3.1
eik search for other commits by this committer
move the following ports to finance:
- deskutils/cbb
- deskutils/gnofin
- deskutils/moneydance
- deskutils/xinvest
- devel/libstocks
- misc/emma
- misc/gnomepm
- misc/p5-Finance-Currency-Convert
- misc/p5-Finance-Quote
- misc/p5-Finance-QuoteHist
- misc/quantlib
- misc/wmstock
- misc/xquote

PR:             59357
Submitted by:   linimon
Approved by:    marcus (mentor)
22 Jan 2004 17:59:27
Original commit files touched by this commit   0.3.1
eik search for other commits by this committer
- fix PKGORIGIN

since ito makes using package tools hard, is marked as FATAL by
portlint and otherwise doesn't affect the port, fix it silently.

Approved by:    marcus (mentor)

Number of commits found: 60