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Port details
quantlib C++ library for quantitative finance
1.15_5 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 1.15Version 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: 2019-09-21 19:59:57
SVN Revision: 512535
Also Listed In: math devel
License: BSD3CLAUSE
Description:
SVNWeb : Homepage
pkg-plist: as obtained via: make generate-plist
Expand this list (1385 items)
  1. @ldconfig
  2. /usr/local/share/licenses/quantlib-1.15_5/catalog.mk
  3. /usr/local/share/licenses/quantlib-1.15_5/LICENSE
  4. /usr/local/share/licenses/quantlib-1.15_5/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/cashflows/all.hpp
  48. include/ql/cashflows/averagebmacoupon.hpp
  49. include/ql/cashflows/capflooredcoupon.hpp
  50. include/ql/cashflows/capflooredinflationcoupon.hpp
  51. include/ql/cashflows/cashflows.hpp
  52. include/ql/cashflows/cashflowvectors.hpp
  53. include/ql/cashflows/cmscoupon.hpp
  54. include/ql/cashflows/conundrumpricer.hpp
  55. include/ql/cashflows/coupon.hpp
  56. include/ql/cashflows/couponpricer.hpp
  57. include/ql/cashflows/cpicoupon.hpp
  58. include/ql/cashflows/cpicouponpricer.hpp
  59. include/ql/cashflows/digitalcmscoupon.hpp
  60. include/ql/cashflows/digitalcoupon.hpp
  61. include/ql/cashflows/digitaliborcoupon.hpp
  62. include/ql/cashflows/dividend.hpp
  63. include/ql/cashflows/duration.hpp
  64. include/ql/cashflows/iborcoupon.hpp
  65. include/ql/cashflows/fixedratecoupon.hpp
  66. include/ql/cashflows/floatingratecoupon.hpp
  67. include/ql/cashflows/indexedcashflow.hpp
  68. include/ql/cashflows/inflationcoupon.hpp
  69. include/ql/cashflows/inflationcouponpricer.hpp
  70. include/ql/cashflows/lineartsrpricer.hpp
  71. include/ql/cashflows/overnightindexedcoupon.hpp
  72. include/ql/cashflows/rangeaccrual.hpp
  73. include/ql/cashflows/replication.hpp
  74. include/ql/cashflows/simplecashflow.hpp
  75. include/ql/cashflows/timebasket.hpp
  76. include/ql/cashflows/yoyinflationcoupon.hpp
  77. include/ql/currencies/all.hpp
  78. include/ql/currencies/africa.hpp
  79. include/ql/currencies/america.hpp
  80. include/ql/currencies/asia.hpp
  81. include/ql/currencies/crypto.hpp
  82. include/ql/currencies/europe.hpp
  83. include/ql/currencies/exchangeratemanager.hpp
  84. include/ql/currencies/oceania.hpp
  85. include/ql/experimental/amortizingbonds/all.hpp
  86. include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
  87. include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
  88. include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
  89. include/ql/experimental/averageois/all.hpp
  90. include/ql/experimental/averageois/averageoiscouponpricer.hpp
  91. include/ql/experimental/averageois/arithmeticaverageois.hpp
  92. include/ql/experimental/averageois/arithmeticoisratehelper.hpp
  93. include/ql/experimental/averageois/makearithmeticaverageois.hpp
  94. include/ql/experimental/barrieroption/all.hpp
  95. include/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.hpp
  96. include/ql/experimental/barrieroption/analyticdoublebarrierengine.hpp
  97. include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
  98. include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
  99. include/ql/experimental/barrieroption/doublebarrieroption.hpp
  100. include/ql/experimental/barrieroption/doublebarriertype.hpp
  101. include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
  102. include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
  103. include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
  104. include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
  105. include/ql/experimental/barrieroption/vannavolgainterpolation.hpp
  106. include/ql/experimental/barrieroption/wulinyongdoublebarrierengine.hpp
  107. include/ql/experimental/basismodels/all.hpp
  108. include/ql/experimental/basismodels/swaptioncfs.hpp
  109. include/ql/experimental/basismodels/tenoroptionletvts.hpp
  110. include/ql/experimental/basismodels/tenorswaptionvts.hpp
  111. include/ql/experimental/callablebonds/all.hpp
  112. include/ql/experimental/callablebonds/blackcallablebondengine.hpp
  113. include/ql/experimental/callablebonds/callablebondconstantvol.hpp
  114. include/ql/experimental/callablebonds/callablebond.hpp
  115. include/ql/experimental/callablebonds/callablebondvolstructure.hpp
  116. include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
  117. include/ql/experimental/callablebonds/treecallablebondengine.hpp
  118. include/ql/experimental/catbonds/all.hpp
  119. include/ql/experimental/catbonds/catbond.hpp
  120. include/ql/experimental/catbonds/catrisk.hpp
  121. include/ql/experimental/catbonds/montecarlocatbondengine.hpp
  122. include/ql/experimental/catbonds/riskynotional.hpp
  123. include/ql/experimental/commodities/all.hpp
  124. include/ql/experimental/commodities/commodity.hpp
  125. include/ql/experimental/commodities/commoditycashflow.hpp
  126. include/ql/experimental/commodities/commoditycurve.hpp
  127. include/ql/experimental/commodities/commodityindex.hpp
  128. include/ql/experimental/commodities/commoditypricinghelpers.hpp
  129. include/ql/experimental/commodities/commoditysettings.hpp
  130. include/ql/experimental/commodities/commoditytype.hpp
  131. include/ql/experimental/commodities/commodityunitcost.hpp
  132. include/ql/experimental/commodities/dateinterval.hpp
  133. include/ql/experimental/commodities/energybasisswap.hpp
  134. include/ql/experimental/commodities/energycommodity.hpp
  135. include/ql/experimental/commodities/energyfuture.hpp
  136. include/ql/experimental/commodities/energyswap.hpp
  137. include/ql/experimental/commodities/energyvanillaswap.hpp
  138. include/ql/experimental/commodities/exchangecontract.hpp
  139. include/ql/experimental/commodities/paymentterm.hpp
  140. include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
  141. include/ql/experimental/commodities/pricingperiod.hpp
  142. include/ql/experimental/commodities/quantity.hpp
  143. include/ql/experimental/commodities/unitofmeasure.hpp
  144. include/ql/experimental/commodities/unitofmeasureconversion.hpp
  145. include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
  146. include/ql/experimental/convertiblebonds/all.hpp
  147. include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp
  148. include/ql/experimental/convertiblebonds/convertiblebond.hpp
  149. include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
  150. include/ql/experimental/convertiblebonds/tflattice.hpp
  151. include/ql/experimental/coupons/all.hpp
  152. include/ql/experimental/coupons/cmsspreadcoupon.hpp
  153. include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp
  154. include/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
  155. include/ql/experimental/coupons/proxyibor.hpp
  156. include/ql/experimental/coupons/quantocouponpricer.hpp
  157. include/ql/experimental/coupons/strippedcapflooredcoupon.hpp
  158. include/ql/experimental/coupons/subperiodcoupons.hpp
  159. include/ql/experimental/coupons/swapspreadindex.hpp
  160. include/ql/experimental/credit/all.hpp
  161. include/ql/experimental/credit/basecorrelationlossmodel.hpp
  162. include/ql/experimental/credit/basecorrelationstructure.hpp
  163. include/ql/experimental/credit/basket.hpp
  164. include/ql/experimental/credit/binomiallossmodel.hpp
  165. include/ql/experimental/credit/blackcdsoptionengine.hpp
  166. include/ql/experimental/credit/cdo.hpp
  167. include/ql/experimental/credit/cdsoption.hpp
  168. include/ql/experimental/credit/constantlosslatentmodel.hpp
  169. include/ql/experimental/credit/correlationstructure.hpp
  170. include/ql/experimental/credit/defaultevent.hpp
  171. include/ql/experimental/credit/defaultlossmodel.hpp
  172. include/ql/experimental/credit/defaultprobabilitykey.hpp
  173. include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp
  174. include/ql/experimental/credit/defaulttype.hpp
  175. include/ql/experimental/credit/distribution.hpp
  176. include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
  177. include/ql/experimental/credit/gaussianlhplossmodel.hpp
  178. include/ql/experimental/credit/homogeneouspooldef.hpp
  179. include/ql/experimental/credit/inhomogeneouspooldef.hpp
  180. include/ql/experimental/credit/integralcdoengine.hpp
  181. include/ql/experimental/credit/integralntdengine.hpp
  182. include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
  183. include/ql/experimental/credit/issuer.hpp
  184. include/ql/experimental/credit/loss.hpp
  185. include/ql/experimental/credit/lossdistribution.hpp
  186. include/ql/experimental/credit/midpointcdoengine.hpp
  187. include/ql/experimental/credit/nthtodefault.hpp
  188. include/ql/experimental/credit/onefactoraffinesurvival.hpp
  189. include/ql/experimental/credit/onefactorcopula.hpp
  190. include/ql/experimental/credit/onefactorgaussiancopula.hpp
  191. include/ql/experimental/credit/pool.hpp
  192. include/ql/experimental/credit/onefactorstudentcopula.hpp
  193. include/ql/experimental/credit/randomdefaultlatentmodel.hpp
  194. include/ql/experimental/credit/randomdefaultmodel.hpp
  195. include/ql/experimental/credit/randomlosslatentmodel.hpp
  196. include/ql/experimental/credit/recoveryratemodel.hpp
  197. include/ql/experimental/credit/recoveryratequote.hpp
  198. include/ql/experimental/credit/recursivelossmodel.hpp
  199. include/ql/experimental/credit/riskyassetswap.hpp
  200. include/ql/experimental/credit/riskyassetswapoption.hpp
  201. include/ql/experimental/credit/riskybond.hpp
  202. include/ql/experimental/credit/saddlepointlossmodel.hpp
  203. include/ql/experimental/credit/spotlosslatentmodel.hpp
  204. include/ql/experimental/credit/spreadedhazardratecurve.hpp
  205. include/ql/experimental/credit/syntheticcdo.hpp
  206. include/ql/experimental/exoticoptions/all.hpp
  207. include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp
  208. include/ql/experimental/exoticoptions/analyticcomplexchooserengine.hpp
  209. include/ql/experimental/exoticoptions/analyticcompoundoptionengine.hpp
  210. include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
  211. include/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.hpp
  212. include/ql/experimental/exoticoptions/analyticpartialtimebarrieroptionengine.hpp
  213. include/ql/experimental/exoticoptions/analyticpdfhestonengine.hpp
  214. include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
  215. include/ql/experimental/exoticoptions/analytictwoassetbarrierengine.hpp
  216. include/ql/experimental/exoticoptions/analytictwoassetcorrelationengine.hpp
  217. include/ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp
  218. include/ql/experimental/exoticoptions/complexchooseroption.hpp
  219. include/ql/experimental/exoticoptions/compoundoption.hpp
  220. include/ql/experimental/exoticoptions/continuousarithmeticasianlevyengine.hpp
  221. include/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp
  222. include/ql/experimental/exoticoptions/everestoption.hpp
  223. include/ql/experimental/exoticoptions/himalayaoption.hpp
  224. include/ql/experimental/exoticoptions/holderextensibleoption.hpp
  225. include/ql/experimental/exoticoptions/kirkspreadoptionengine.hpp
  226. include/ql/experimental/exoticoptions/margrabeoption.hpp
  227. include/ql/experimental/exoticoptions/mceverestengine.hpp
  228. include/ql/experimental/exoticoptions/mchimalayaengine.hpp
  229. include/ql/experimental/exoticoptions/mcpagodaengine.hpp
  230. include/ql/experimental/exoticoptions/pagodaoption.hpp
  231. include/ql/experimental/exoticoptions/partialtimebarrieroption.hpp
  232. include/ql/experimental/exoticoptions/simplechooseroption.hpp
  233. include/ql/experimental/exoticoptions/spreadoption.hpp
  234. include/ql/experimental/exoticoptions/twoassetbarrieroption.hpp
  235. include/ql/experimental/exoticoptions/twoassetcorrelationoption.hpp
  236. include/ql/experimental/exoticoptions/writerextensibleoption.hpp
  237. include/ql/experimental/finitedifferences/all.hpp
  238. include/ql/experimental/finitedifferences/bsmrndcalculator.hpp
  239. include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp
  240. include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp
  241. include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp
  242. include/ql/experimental/finitedifferences/fdmblackscholesfwdop.hpp
  243. include/ql/experimental/finitedifferences/fdmdupire1dop.hpp
  244. include/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
  245. include/ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp
  246. include/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
  247. include/ql/experimental/finitedifferences/fdmextoujumpop.hpp
  248. include/ql/experimental/finitedifferences/fdmextoujumpsolver.hpp
  249. include/ql/experimental/finitedifferences/fdhestondoublebarrierengine.hpp
  250. include/ql/experimental/finitedifferences/fdmzabrop.hpp
  251. include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp
  252. include/ql/experimental/finitedifferences/fdmhestonfwdop.hpp
  253. include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
  254. include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
  255. include/ql/experimental/finitedifferences/fdmlocalvolfwdop.hpp
  256. include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp
  257. include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp
  258. include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp
  259. include/ql/experimental/finitedifferences/fdmsquarerootfwdop.hpp
  260. include/ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp
  261. include/ql/experimental/finitedifferences/fdmvppstepcondition.hpp
  262. include/ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp
  263. include/ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp
  264. include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp
  265. include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
  266. include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp
  267. include/ql/experimental/finitedifferences/gbsmrndcalculator.hpp
  268. include/ql/experimental/finitedifferences/glued1dmesher.hpp
  269. include/ql/experimental/finitedifferences/hestonrndcalculator.hpp
  270. include/ql/experimental/finitedifferences/localvolrndcalculator.hpp
  271. include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp
  272. include/ql/experimental/finitedifferences/riskneutraldensitycalculator.hpp
  273. include/ql/experimental/finitedifferences/squarerootprocessrndcalculator.hpp
  274. include/ql/experimental/finitedifferences/vanillavppoption.hpp
  275. include/ql/experimental/futures/all.hpp
  276. include/ql/experimental/futures/overnightindexfuture.hpp
  277. include/ql/experimental/futures/overnightindexfutureratehelper.hpp
  278. include/ql/experimental/fx/all.hpp
  279. include/ql/experimental/fx/blackdeltacalculator.hpp
  280. include/ql/experimental/fx/deltavolquote.hpp
  281. include/ql/experimental/inflation/all.hpp
  282. include/ql/experimental/inflation/cpicapfloorengines.hpp
  283. include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp
  284. include/ql/experimental/inflation/genericindexes.hpp
  285. include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
  286. include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
  287. include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
  288. include/ql/experimental/inflation/polynomial2Dspline.hpp
  289. include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
  290. include/ql/experimental/inflation/yoyoptionlethelpers.hpp
  291. include/ql/experimental/inflation/yoyoptionletstripper.hpp
  292. include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
  293. include/ql/experimental/lattices/all.hpp
  294. include/ql/experimental/lattices/extendedbinomialtree.hpp
  295. include/ql/experimental/math/all.hpp
  296. include/ql/experimental/math/claytoncopularng.hpp
  297. include/ql/experimental/math/convolvedstudentt.hpp
  298. include/ql/experimental/math/expm.hpp
  299. include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
  300. include/ql/experimental/math/fireflyalgorithm.hpp
  301. include/ql/experimental/math/frankcopularng.hpp
  302. include/ql/experimental/math/gaussiancopulapolicy.hpp
  303. include/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp
  304. include/ql/experimental/math/hybridsimulatedannealing.hpp
  305. include/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
  306. include/ql/experimental/math/isotropicrandomwalk.hpp
  307. include/ql/experimental/math/laplaceinterpolation.hpp
  308. include/ql/experimental/math/latentmodel.hpp
  309. include/ql/experimental/math/levyflightdistribution.hpp
  310. include/ql/experimental/math/moorepenroseinverse.hpp
  311. include/ql/experimental/math/multidimintegrator.hpp
  312. include/ql/experimental/math/multidimquadrature.hpp
  313. include/ql/experimental/math/particleswarmoptimization.hpp
  314. include/ql/experimental/math/piecewisefunction.hpp
  315. include/ql/experimental/math/piecewiseintegral.hpp
  316. include/ql/experimental/math/polarstudenttrng.hpp
  317. include/ql/experimental/math/tcopulapolicy.hpp
  318. include/ql/experimental/math/zigguratrng.hpp
  319. include/ql/experimental/mcbasket/all.hpp
  320. include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
  321. include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
  322. include/ql/experimental/mcbasket/mcamericanpathengine.hpp
  323. include/ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp
  324. include/ql/experimental/mcbasket/mcpathbasketengine.hpp
  325. include/ql/experimental/mcbasket/pathmultiassetoption.hpp
  326. include/ql/experimental/mcbasket/pathpayoff.hpp
  327. include/ql/experimental/models/all.hpp
  328. include/ql/experimental/models/hestonslvfdmmodel.hpp
  329. include/ql/experimental/models/hestonslvmcmodel.hpp
  330. include/ql/experimental/models/normalclvmodel.hpp
  331. include/ql/experimental/models/squarerootclvmodel.hpp
  332. include/ql/experimental/processes/all.hpp
  333. include/ql/experimental/processes/extouwithjumpsprocess.hpp
  334. include/ql/experimental/processes/extendedblackscholesprocess.hpp
  335. include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
  336. include/ql/experimental/processes/gemanroncoroniprocess.hpp
  337. include/ql/experimental/processes/hestonslvprocess.hpp
  338. include/ql/experimental/processes/klugeextouprocess.hpp
  339. include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
  340. include/ql/experimental/risk/all.hpp
  341. include/ql/experimental/risk/creditriskplus.hpp
  342. include/ql/experimental/risk/sensitivityanalysis.hpp
  343. include/ql/experimental/shortrate/all.hpp
  344. include/ql/experimental/shortrate/generalizedhullwhite.hpp
  345. include/ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp
  346. include/ql/experimental/swaptions/all.hpp
  347. include/ql/experimental/swaptions/haganirregularswaptionengine.hpp
  348. include/ql/experimental/swaptions/irregularswap.hpp
  349. include/ql/experimental/swaptions/irregularswaption.hpp
  350. include/ql/experimental/termstructures/all.hpp
  351. include/ql/experimental/termstructures/multicurvesensitivities.hpp
  352. include/ql/experimental/variancegamma/all.hpp
  353. include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
  354. include/ql/experimental/variancegamma/fftengine.hpp
  355. include/ql/experimental/variancegamma/fftvanillaengine.hpp
  356. include/ql/experimental/variancegamma/fftvariancegammaengine.hpp
  357. include/ql/experimental/variancegamma/variancegammamodel.hpp
  358. include/ql/experimental/variancegamma/variancegammaprocess.hpp
  359. include/ql/experimental/all.hpp
  360. include/ql/experimental/varianceoption/all.hpp
  361. include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
  362. include/ql/experimental/varianceoption/varianceoption.hpp
  363. include/ql/experimental/volatility/all.hpp
  364. include/ql/experimental/volatility/abcdatmvolcurve.hpp
  365. include/ql/experimental/volatility/blackatmvolcurve.hpp
  366. include/ql/experimental/volatility/blackvolsurface.hpp
  367. include/ql/experimental/volatility/equityfxvolsurface.hpp
  368. include/ql/experimental/volatility/extendedblackvariancecurve.hpp
  369. include/ql/experimental/volatility/extendedblackvariancesurface.hpp
  370. include/ql/experimental/volatility/interestratevolsurface.hpp
  371. include/ql/experimental/volatility/noarbsabr.hpp
  372. include/ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp
  373. include/ql/experimental/volatility/noarbsabrinterpolation.hpp
  374. include/ql/experimental/volatility/noarbsabrsmilesection.hpp
  375. include/ql/experimental/volatility/sabrvolsurface.hpp
  376. include/ql/experimental/volatility/sabrvoltermstructure.hpp
  377. include/ql/experimental/volatility/volcube.hpp
  378. include/ql/experimental/volatility/sviinterpolatedsmilesection.hpp
  379. include/ql/experimental/volatility/sviinterpolation.hpp
  380. include/ql/experimental/volatility/svismilesection.hpp
  381. include/ql/experimental/volatility/swaptionvolcube1a.hpp
  382. include/ql/experimental/volatility/zabr.hpp
  383. include/ql/experimental/volatility/zabrinterpolatedsmilesection.hpp
  384. include/ql/experimental/volatility/zabrinterpolation.hpp
  385. include/ql/experimental/volatility/zabrsmilesection.hpp
  386. include/ql/indexes/ibor/all.hpp
  387. include/ql/indexes/ibor/aonia.hpp
  388. include/ql/indexes/ibor/audlibor.hpp
  389. include/ql/indexes/ibor/bbsw.hpp
  390. include/ql/indexes/ibor/bkbm.hpp
  391. include/ql/indexes/ibor/cadlibor.hpp
  392. include/ql/indexes/ibor/cdor.hpp
  393. include/ql/indexes/ibor/chflibor.hpp
  394. include/ql/indexes/ibor/dkklibor.hpp
  395. include/ql/indexes/ibor/eonia.hpp
  396. include/ql/indexes/ibor/euribor.hpp
  397. include/ql/indexes/ibor/eurlibor.hpp
  398. include/ql/indexes/ibor/fedfunds.hpp
  399. include/ql/indexes/ibor/gbplibor.hpp
  400. include/ql/indexes/ibor/bibor.hpp
  401. include/ql/indexes/ibor/jibar.hpp
  402. include/ql/indexes/ibor/jpylibor.hpp
  403. include/ql/indexes/ibor/libor.hpp
  404. include/ql/indexes/ibor/mosprime.hpp
  405. include/ql/indexes/ibor/nzdlibor.hpp
  406. include/ql/indexes/ibor/nzocr.hpp
  407. include/ql/indexes/ibor/pribor.hpp
  408. include/ql/indexes/ibor/robor.hpp
  409. include/ql/indexes/ibor/seklibor.hpp
  410. include/ql/indexes/ibor/shibor.hpp
  411. include/ql/indexes/ibor/sofr.hpp
  412. include/ql/indexes/ibor/sonia.hpp
  413. include/ql/indexes/ibor/thbfix.hpp
  414. include/ql/indexes/ibor/tibor.hpp
  415. include/ql/indexes/ibor/trlibor.hpp
  416. include/ql/indexes/ibor/usdlibor.hpp
  417. include/ql/indexes/ibor/wibor.hpp
  418. include/ql/indexes/ibor/zibor.hpp
  419. include/ql/indexes/inflation/all.hpp
  420. include/ql/indexes/inflation/aucpi.hpp
  421. include/ql/indexes/inflation/euhicp.hpp
  422. include/ql/indexes/inflation/frhicp.hpp
  423. include/ql/indexes/inflation/ukrpi.hpp
  424. include/ql/indexes/inflation/uscpi.hpp
  425. include/ql/indexes/inflation/zacpi.hpp
  426. include/ql/indexes/swap/all.hpp
  427. include/ql/indexes/swap/chfliborswap.hpp
  428. include/ql/indexes/swap/euriborswap.hpp
  429. include/ql/indexes/swap/eurliborswap.hpp
  430. include/ql/indexes/swap/gbpliborswap.hpp
  431. include/ql/indexes/swap/jpyliborswap.hpp
  432. include/ql/indexes/swap/usdliborswap.hpp
  433. include/ql/indexes/all.hpp
  434. include/ql/indexes/bmaindex.hpp
  435. include/ql/indexes/iborindex.hpp
  436. include/ql/indexes/indexmanager.hpp
  437. include/ql/indexes/inflationindex.hpp
  438. include/ql/indexes/interestrateindex.hpp
  439. include/ql/indexes/region.hpp
  440. include/ql/indexes/swapindex.hpp
  441. include/ql/instruments/bonds/all.hpp
  442. include/ql/instruments/bonds/btp.hpp
  443. include/ql/instruments/bonds/cmsratebond.hpp
  444. include/ql/instruments/bonds/cpibond.hpp
  445. include/ql/instruments/bonds/fixedratebond.hpp
  446. include/ql/instruments/bonds/floatingratebond.hpp
  447. include/ql/instruments/bonds/zerocouponbond.hpp
  448. include/ql/instruments/all.hpp
  449. include/ql/instruments/asianoption.hpp
  450. include/ql/instruments/assetswap.hpp
  451. include/ql/instruments/averagetype.hpp
  452. include/ql/instruments/barrieroption.hpp
  453. include/ql/instruments/barriertype.hpp
  454. include/ql/instruments/basketoption.hpp
  455. include/ql/instruments/bmaswap.hpp
  456. include/ql/instruments/bond.hpp
  457. include/ql/instruments/callabilityschedule.hpp
  458. include/ql/instruments/capfloor.hpp
  459. include/ql/instruments/claim.hpp
  460. include/ql/instruments/cliquetoption.hpp
  461. include/ql/instruments/compositeinstrument.hpp
  462. include/ql/instruments/cpiswap.hpp
  463. include/ql/instruments/cpicapfloor.hpp
  464. include/ql/instruments/creditdefaultswap.hpp
  465. include/ql/instruments/dividendbarrieroption.hpp
  466. include/ql/instruments/dividendschedule.hpp
  467. include/ql/instruments/dividendvanillaoption.hpp
  468. include/ql/instruments/europeanoption.hpp
  469. include/ql/instruments/fixedratebondforward.hpp
  470. include/ql/instruments/floatfloatswap.hpp
  471. include/ql/instruments/floatfloatswaption.hpp
  472. include/ql/instruments/forward.hpp
  473. include/ql/instruments/forwardrateagreement.hpp
  474. include/ql/instruments/forwardvanillaoption.hpp
  475. include/ql/instruments/futures.hpp
  476. include/ql/instruments/impliedvolatility.hpp
  477. include/ql/instruments/inflationcapfloor.hpp
  478. include/ql/instruments/lookbackoption.hpp
  479. include/ql/instruments/makecapfloor.hpp
  480. include/ql/instruments/makecds.hpp
  481. include/ql/instruments/makecms.hpp
  482. include/ql/instruments/makeois.hpp
  483. include/ql/instruments/makeswaption.hpp
  484. include/ql/instruments/makevanillaswap.hpp
  485. include/ql/instruments/makeyoyinflationcapfloor.hpp
  486. include/ql/instruments/multiassetoption.hpp
  487. include/ql/instruments/nonstandardswap.hpp
  488. include/ql/instruments/nonstandardswaption.hpp
  489. include/ql/instruments/oneassetoption.hpp
  490. include/ql/instruments/overnightindexedswap.hpp
  491. include/ql/instruments/payoffs.hpp
  492. include/ql/instruments/quantobarrieroption.hpp
  493. include/ql/instruments/quantoforwardvanillaoption.hpp
  494. include/ql/instruments/quantovanillaoption.hpp
  495. include/ql/instruments/stickyratchet.hpp
  496. include/ql/instruments/stock.hpp
  497. include/ql/instruments/swap.hpp
  498. include/ql/instruments/swaption.hpp
  499. include/ql/instruments/vanillaoption.hpp
  500. include/ql/instruments/vanillastorageoption.hpp
  501. include/ql/instruments/vanillaswingoption.hpp
  502. include/ql/instruments/vanillaswap.hpp
  503. include/ql/instruments/varianceswap.hpp
  504. include/ql/instruments/yearonyearinflationswap.hpp
  505. include/ql/instruments/zerocouponinflationswap.hpp
  506. include/ql/legacy/libormarketmodels/all.hpp
  507. include/ql/legacy/libormarketmodels/lfmcovarparam.hpp
  508. include/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
  509. include/ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp
  510. include/ql/legacy/libormarketmodels/lfmprocess.hpp
  511. include/ql/legacy/libormarketmodels/lfmswaptionengine.hpp
  512. include/ql/legacy/libormarketmodels/liborforwardmodel.hpp
  513. include/ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp
  514. include/ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp
  515. include/ql/legacy/libormarketmodels/lmcorrmodel.hpp
  516. include/ql/legacy/libormarketmodels/lmexpcorrmodel.hpp
  517. include/ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp
  518. include/ql/legacy/libormarketmodels/lmfixedvolmodel.hpp
  519. include/ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp
  520. include/ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp
  521. include/ql/legacy/libormarketmodels/lmvolmodel.hpp
  522. include/ql/legacy/all.hpp
  523. include/ql/math/copulas/all.hpp
  524. include/ql/math/copulas/alimikhailhaqcopula.hpp
  525. include/ql/math/copulas/claytoncopula.hpp
  526. include/ql/math/copulas/farliegumbelmorgensterncopula.hpp
  527. include/ql/math/copulas/frankcopula.hpp
  528. include/ql/math/copulas/galamboscopula.hpp
  529. include/ql/math/copulas/gaussiancopula.hpp
  530. include/ql/math/copulas/gumbelcopula.hpp
  531. include/ql/math/copulas/huslerreisscopula.hpp
  532. include/ql/math/copulas/independentcopula.hpp
  533. include/ql/math/copulas/marshallolkincopula.hpp
  534. include/ql/math/copulas/maxcopula.hpp
  535. include/ql/math/copulas/mincopula.hpp
  536. include/ql/math/copulas/plackettcopula.hpp
  537. include/ql/math/distributions/all.hpp
  538. include/ql/math/distributions/binomialdistribution.hpp
  539. include/ql/math/distributions/bivariatenormaldistribution.hpp
  540. include/ql/math/distributions/bivariatestudenttdistribution.hpp
  541. include/ql/math/distributions/chisquaredistribution.hpp
  542. include/ql/math/distributions/gammadistribution.hpp
  543. include/ql/math/distributions/normaldistribution.hpp
  544. include/ql/math/distributions/poissondistribution.hpp
  545. include/ql/math/distributions/studenttdistribution.hpp
  546. include/ql/math/integrals/all.hpp
  547. include/ql/math/integrals/discreteintegrals.hpp
  548. include/ql/math/integrals/filonintegral.hpp
  549. include/ql/math/integrals/gausslobattointegral.hpp
  550. include/ql/math/integrals/gaussianorthogonalpolynomial.hpp
  551. include/ql/math/integrals/gaussianquadratures.hpp
  552. include/ql/math/integrals/integral.hpp
  553. include/ql/math/integrals/kronrodintegral.hpp
  554. include/ql/math/integrals/segmentintegral.hpp
  555. include/ql/math/integrals/simpsonintegral.hpp
  556. include/ql/math/integrals/trapezoidintegral.hpp
  557. include/ql/math/integrals/twodimensionalintegral.hpp
  558. include/ql/math/interpolations/all.hpp
  559. include/ql/math/interpolations/abcdinterpolation.hpp
  560. include/ql/math/interpolations/backwardflatinterpolation.hpp
  561. include/ql/math/interpolations/backwardflatlinearinterpolation.hpp
  562. include/ql/math/interpolations/bicubicsplineinterpolation.hpp
  563. include/ql/math/interpolations/bilinearinterpolation.hpp
  564. include/ql/math/interpolations/convexmonotoneinterpolation.hpp
  565. include/ql/math/interpolations/cubicinterpolation.hpp
  566. include/ql/math/interpolations/extrapolation.hpp
  567. include/ql/math/interpolations/flatextrapolation2d.hpp
  568. include/ql/math/interpolations/forwardflatinterpolation.hpp
  569. include/ql/math/interpolations/interpolation2d.hpp
  570. include/ql/math/interpolations/kernelinterpolation.hpp
  571. include/ql/math/interpolations/kernelinterpolation2d.hpp
  572. include/ql/math/interpolations/lagrangeinterpolation.hpp
  573. include/ql/math/interpolations/linearinterpolation.hpp
  574. include/ql/math/interpolations/loginterpolation.hpp
  575. include/ql/math/interpolations/mixedinterpolation.hpp
  576. include/ql/math/interpolations/multicubicspline.hpp
  577. include/ql/math/interpolations/sabrinterpolation.hpp
  578. include/ql/math/interpolations/xabrinterpolation.hpp
  579. include/ql/math/matrixutilities/all.hpp
  580. include/ql/math/matrixutilities/basisincompleteordered.hpp
  581. include/ql/math/matrixutilities/bicgstab.hpp
  582. include/ql/math/matrixutilities/choleskydecomposition.hpp
  583. include/ql/math/matrixutilities/factorreduction.hpp
  584. include/ql/math/matrixutilities/getcovariance.hpp
  585. include/ql/math/matrixutilities/gmres.hpp
  586. include/ql/math/matrixutilities/pseudosqrt.hpp
  587. include/ql/math/matrixutilities/qrdecomposition.hpp
  588. include/ql/math/matrixutilities/sparseilupreconditioner.hpp
  589. include/ql/math/matrixutilities/sparsematrix.hpp
  590. include/ql/math/matrixutilities/svd.hpp
  591. include/ql/math/matrixutilities/symmetricschurdecomposition.hpp
  592. include/ql/math/matrixutilities/tapcorrelations.hpp
  593. include/ql/math/matrixutilities/tqreigendecomposition.hpp
  594. include/ql/math/ode/all.hpp
  595. include/ql/math/ode/adaptiverungekutta.hpp
  596. include/ql/math/optimization/all.hpp
  597. include/ql/math/optimization/armijo.hpp
  598. include/ql/math/optimization/bfgs.hpp
  599. include/ql/math/optimization/conjugategradient.hpp
  600. include/ql/math/optimization/constraint.hpp
  601. include/ql/math/optimization/costfunction.hpp
  602. include/ql/math/optimization/differentialevolution.hpp
  603. include/ql/math/optimization/endcriteria.hpp
  604. include/ql/math/optimization/goldstein.hpp
  605. include/ql/math/optimization/leastsquare.hpp
  606. include/ql/math/optimization/levenbergmarquardt.hpp
  607. include/ql/math/optimization/linesearch.hpp
  608. include/ql/math/optimization/linesearchbasedmethod.hpp
  609. include/ql/math/optimization/lmdif.hpp
  610. include/ql/math/optimization/method.hpp
  611. include/ql/math/optimization/problem.hpp
  612. include/ql/math/optimization/projectedconstraint.hpp
  613. include/ql/math/optimization/projectedcostfunction.hpp
  614. include/ql/math/optimization/simplex.hpp
  615. include/ql/math/optimization/projection.hpp
  616. include/ql/math/optimization/simulatedannealing.hpp
  617. include/ql/math/optimization/spherecylinder.hpp
  618. include/ql/math/optimization/steepestdescent.hpp
  619. include/ql/math/randomnumbers/all.hpp
  620. include/ql/math/randomnumbers/boxmullergaussianrng.hpp
  621. include/ql/math/randomnumbers/centrallimitgaussianrng.hpp
  622. include/ql/math/randomnumbers/faurersg.hpp
  623. include/ql/math/randomnumbers/haltonrsg.hpp
  624. include/ql/math/randomnumbers/inversecumulativerng.hpp
  625. include/ql/math/randomnumbers/inversecumulativersg.hpp
  626. include/ql/math/randomnumbers/knuthuniformrng.hpp
  627. include/ql/math/randomnumbers/latticersg.hpp
  628. include/ql/math/randomnumbers/latticerules.hpp
  629. include/ql/math/randomnumbers/lecuyeruniformrng.hpp
  630. include/ql/math/randomnumbers/mt19937uniformrng.hpp
  631. include/ql/math/randomnumbers/primitivepolynomials.hpp
  632. include/ql/math/randomnumbers/randomizedlds.hpp
  633. include/ql/math/randomnumbers/randomsequencegenerator.hpp
  634. include/ql/math/randomnumbers/ranluxuniformrng.hpp
  635. include/ql/math/randomnumbers/rngtraits.hpp
  636. include/ql/math/randomnumbers/seedgenerator.hpp
  637. include/ql/math/randomnumbers/sobolbrownianbridgersg.hpp
  638. include/ql/math/randomnumbers/sobolrsg.hpp
  639. include/ql/math/randomnumbers/stochasticcollocationinvcdf.hpp
  640. include/ql/math/solvers1d/all.hpp
  641. include/ql/math/solvers1d/bisection.hpp
  642. include/ql/math/solvers1d/brent.hpp
  643. include/ql/math/solvers1d/falseposition.hpp
  644. include/ql/math/solvers1d/finitedifferencenewtonsafe.hpp
  645. include/ql/math/solvers1d/newton.hpp
  646. include/ql/math/solvers1d/newtonsafe.hpp
  647. include/ql/math/solvers1d/ridder.hpp
  648. include/ql/math/solvers1d/secant.hpp
  649. include/ql/math/statistics/all.hpp
  650. include/ql/math/statistics/convergencestatistics.hpp
  651. include/ql/math/statistics/discrepancystatistics.hpp
  652. include/ql/math/statistics/gaussianstatistics.hpp
  653. include/ql/math/statistics/generalstatistics.hpp
  654. include/ql/math/statistics/histogram.hpp
  655. include/ql/math/statistics/incrementalstatistics.hpp
  656. include/ql/math/statistics/riskstatistics.hpp
  657. include/ql/math/statistics/sequencestatistics.hpp
  658. include/ql/math/statistics/statistics.hpp
  659. include/ql/math/abcdmathfunction.hpp
  660. include/ql/math/all.hpp
  661. include/ql/math/array.hpp
  662. include/ql/math/autocovariance.hpp
  663. include/ql/math/bernsteinpolynomial.hpp
  664. include/ql/math/beta.hpp
  665. include/ql/math/bspline.hpp
  666. include/ql/math/comparison.hpp
  667. include/ql/math/curve.hpp
  668. include/ql/math/errorfunction.hpp
  669. include/ql/math/factorial.hpp
  670. include/ql/math/fastfouriertransform.hpp
  671. include/ql/math/functional.hpp
  672. include/ql/math/generallinearleastsquares.hpp
  673. include/ql/math/kernelfunctions.hpp
  674. include/ql/math/incompletegamma.hpp
  675. include/ql/math/initializers.hpp
  676. include/ql/math/interpolation.hpp
  677. include/ql/math/lexicographicalview.hpp
  678. include/ql/math/linearleastsquaresregression.hpp
  679. include/ql/math/matrix.hpp
  680. include/ql/math/modifiedbessel.hpp
  681. include/ql/math/pascaltriangle.hpp
  682. include/ql/math/polynomialmathfunction.hpp
  683. include/ql/math/primenumbers.hpp
  684. include/ql/math/quadratic.hpp
  685. include/ql/math/rounding.hpp
  686. include/ql/math/richardsonextrapolation.hpp
  687. include/ql/math/sampledcurve.hpp
  688. include/ql/math/solver1d.hpp
  689. include/ql/math/transformedgrid.hpp
  690. include/ql/methods/finitedifferences/meshers/all.hpp
  691. include/ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp
  692. include/ql/methods/finitedifferences/meshers/exponentialjump1dmesher.hpp
  693. include/ql/methods/finitedifferences/meshers/fdm1dmesher.hpp
  694. include/ql/methods/finitedifferences/meshers/fdmblackscholesmesher.hpp
  695. include/ql/methods/finitedifferences/meshers/fdmblackscholesmultistrikemesher.hpp
  696. include/ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp
  697. include/ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp
  698. include/ql/methods/finitedifferences/meshers/fdmmesher.hpp
  699. include/ql/methods/finitedifferences/meshers/fdmsimpleprocess1dmesher.hpp
  700. include/ql/methods/finitedifferences/meshers/predefined1dmesher.hpp
  701. include/ql/methods/finitedifferences/meshers/uniform1dmesher.hpp
  702. include/ql/methods/finitedifferences/meshers/uniformgridmesher.hpp
  703. include/ql/methods/finitedifferences/operators/all.hpp
  704. include/ql/methods/finitedifferences/operators/fdm2dblackscholesop.hpp
  705. include/ql/methods/finitedifferences/operators/fdmbatesop.hpp
  706. include/ql/methods/finitedifferences/operators/fdmblackscholesop.hpp
  707. include/ql/methods/finitedifferences/operators/fdmg2op.hpp
  708. include/ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp
  709. include/ql/methods/finitedifferences/operators/fdmhestonop.hpp
  710. include/ql/methods/finitedifferences/operators/fdmhullwhiteop.hpp
  711. include/ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp
  712. include/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp
  713. include/ql/methods/finitedifferences/operators/fdmlinearop.hpp
  714. include/ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp
  715. include/ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp
  716. include/ql/methods/finitedifferences/operators/firstderivativeop.hpp
  717. include/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
  718. include/ql/methods/finitedifferences/operators/nthorderderivativeop.hpp
  719. include/ql/methods/finitedifferences/operators/numericaldifferentiation.hpp
  720. include/ql/methods/finitedifferences/operators/secondderivativeop.hpp
  721. include/ql/methods/finitedifferences/operators/secondordermixedderivativeop.hpp
  722. include/ql/methods/finitedifferences/operators/triplebandlinearop.hpp
  723. include/ql/methods/finitedifferences/schemes/all.hpp
  724. include/ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp
  725. include/ql/methods/finitedifferences/schemes/craigsneydscheme.hpp
  726. include/ql/methods/finitedifferences/schemes/douglasscheme.hpp
  727. include/ql/methods/finitedifferences/schemes/expliciteulerscheme.hpp
  728. include/ql/methods/finitedifferences/schemes/hundsdorferscheme.hpp
  729. include/ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp
  730. include/ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp
  731. include/ql/methods/finitedifferences/schemes/modifiedcraigsneydscheme.hpp
  732. include/ql/methods/finitedifferences/schemes/trbdf2scheme.hpp
  733. include/ql/methods/finitedifferences/solvers/all.hpp
  734. include/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp
  735. include/ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp
  736. include/ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp
  737. include/ql/methods/finitedifferences/solvers/fdm3dimsolver.hpp
  738. include/ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp
  739. include/ql/methods/finitedifferences/solvers/fdmbatessolver.hpp
  740. include/ql/methods/finitedifferences/solvers/fdmblackscholessolver.hpp
  741. include/ql/methods/finitedifferences/solvers/fdmg2solver.hpp
  742. include/ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp
  743. include/ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp
  744. include/ql/methods/finitedifferences/solvers/fdmhullwhitesolver.hpp
  745. include/ql/methods/finitedifferences/solvers/fdmndimsolver.hpp
  746. include/ql/methods/finitedifferences/solvers/fdmsimple2dbssolver.hpp
  747. include/ql/methods/finitedifferences/solvers/fdmsolverdesc.hpp
  748. include/ql/methods/finitedifferences/stepconditions/all.hpp
  749. include/ql/methods/finitedifferences/stepconditions/fdmamericanstepcondition.hpp
  750. include/ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.hpp
  751. include/ql/methods/finitedifferences/stepconditions/fdmbermudanstepcondition.hpp
  752. include/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.hpp
  753. include/ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.hpp
  754. include/ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp
  755. include/ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp
  756. include/ql/methods/finitedifferences/utilities/all.hpp
  757. include/ql/methods/finitedifferences/utilities/fdmaffinemodeltermstructure.hpp
  758. include/ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp
  759. include/ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp
  760. include/ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp
  761. include/ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp
  762. include/ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp
  763. include/ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp
  764. include/ql/methods/finitedifferences/utilities/fdmmesherintegral.hpp
  765. include/ql/methods/finitedifferences/utilities/fdmquantohelper.hpp
  766. include/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp
  767. include/ql/methods/finitedifferences/all.hpp
  768. include/ql/methods/finitedifferences/americancondition.hpp
  769. include/ql/methods/finitedifferences/boundarycondition.hpp
  770. include/ql/methods/finitedifferences/bsmoperator.hpp
  771. include/ql/methods/finitedifferences/bsmtermoperator.hpp
  772. include/ql/methods/finitedifferences/cranknicolson.hpp
  773. include/ql/methods/finitedifferences/dminus.hpp
  774. include/ql/methods/finitedifferences/dplus.hpp
  775. include/ql/methods/finitedifferences/dplusdminus.hpp
  776. include/ql/methods/finitedifferences/dzero.hpp
  777. include/ql/methods/finitedifferences/expliciteuler.hpp
  778. include/ql/methods/finitedifferences/fdtypedefs.hpp
  779. include/ql/methods/finitedifferences/finitedifferencemodel.hpp
  780. include/ql/methods/finitedifferences/impliciteuler.hpp
  781. include/ql/methods/finitedifferences/pde.hpp
  782. include/ql/methods/finitedifferences/mixedscheme.hpp
  783. include/ql/methods/finitedifferences/onefactoroperator.hpp
  784. include/ql/methods/finitedifferences/operatorfactory.hpp
  785. include/ql/methods/finitedifferences/operatortraits.hpp
  786. include/ql/methods/finitedifferences/parallelevolver.hpp
  787. include/ql/methods/finitedifferences/pdebsm.hpp
  788. include/ql/methods/finitedifferences/pdeshortrate.hpp
  789. include/ql/methods/finitedifferences/shoutcondition.hpp
  790. include/ql/methods/finitedifferences/stepcondition.hpp
  791. include/ql/methods/finitedifferences/trbdf2.hpp
  792. include/ql/methods/finitedifferences/tridiagonaloperator.hpp
  793. include/ql/methods/finitedifferences/zerocondition.hpp
  794. include/ql/methods/lattices/all.hpp
  795. include/ql/methods/lattices/binomialtree.hpp
  796. include/ql/methods/lattices/bsmlattice.hpp
  797. include/ql/methods/lattices/lattice.hpp
  798. include/ql/methods/lattices/lattice1d.hpp
  799. include/ql/methods/lattices/lattice2d.hpp
  800. include/ql/methods/lattices/tree.hpp
  801. include/ql/methods/lattices/trinomialtree.hpp
  802. include/ql/methods/montecarlo/all.hpp
  803. include/ql/methods/montecarlo/brownianbridge.hpp
  804. include/ql/methods/montecarlo/earlyexercisepathpricer.hpp
  805. include/ql/methods/montecarlo/exercisestrategy.hpp
  806. include/ql/methods/montecarlo/genericlsregression.hpp
  807. include/ql/methods/montecarlo/longstaffschwartzpathpricer.hpp
  808. include/ql/methods/montecarlo/lsmbasissystem.hpp
  809. include/ql/methods/montecarlo/mctraits.hpp
  810. include/ql/methods/montecarlo/montecarlomodel.hpp
  811. include/ql/methods/montecarlo/multipath.hpp
  812. include/ql/methods/montecarlo/multipathgenerator.hpp
  813. include/ql/methods/montecarlo/nodedata.hpp
  814. include/ql/methods/montecarlo/parametricexercise.hpp
  815. include/ql/methods/montecarlo/path.hpp
  816. include/ql/methods/montecarlo/pathgenerator.hpp
  817. include/ql/methods/montecarlo/pathpricer.hpp
  818. include/ql/methods/montecarlo/sample.hpp
  819. include/ql/methods/all.hpp
  820. include/ql/models/equity/all.hpp
  821. include/ql/models/equity/batesmodel.hpp
  822. include/ql/models/equity/gjrgarchmodel.hpp
  823. include/ql/models/equity/hestonmodel.hpp
  824. include/ql/models/equity/hestonmodelhelper.hpp
  825. include/ql/models/equity/piecewisetimedependenthestonmodel.hpp
  826. include/ql/models/marketmodels/browniangenerators/all.hpp
  827. include/ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp
  828. include/ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp
  829. include/ql/models/marketmodels/callability/all.hpp
  830. include/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp
  831. include/ql/models/marketmodels/callability/collectnodedata.hpp
  832. include/ql/models/marketmodels/callability/exercisevalue.hpp
  833. include/ql/models/marketmodels/callability/lsstrategy.hpp
  834. include/ql/models/marketmodels/callability/marketmodelbasissystem.hpp
  835. include/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp
  836. include/ql/models/marketmodels/callability/nodedataprovider.hpp
  837. include/ql/models/marketmodels/callability/nothingexercisevalue.hpp
  838. include/ql/models/marketmodels/callability/parametricexerciseadapter.hpp
  839. include/ql/models/marketmodels/callability/swapbasissystem.hpp
  840. include/ql/models/marketmodels/callability/swapforwardbasissystem.hpp
  841. include/ql/models/marketmodels/callability/swapratetrigger.hpp
  842. include/ql/models/marketmodels/callability/triggeredswapexercise.hpp
  843. include/ql/models/marketmodels/callability/upperboundengine.hpp
  844. include/ql/models/marketmodels/correlations/all.hpp
  845. include/ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp
  846. include/ql/models/marketmodels/correlations/expcorrelations.hpp
  847. include/ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp
  848. include/ql/models/marketmodels/curvestates/all.hpp
  849. include/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp
  850. include/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp
  851. include/ql/models/marketmodels/curvestates/lmmcurvestate.hpp
  852. include/ql/models/marketmodels/driftcomputation/all.hpp
  853. include/ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp
  854. include/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp
  855. include/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp
  856. include/ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp
  857. include/ql/models/marketmodels/evolvers/volprocesses/all.hpp
  858. include/ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.hpp
  859. include/ql/models/marketmodels/evolvers/all.hpp
  860. include/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
  861. include/ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp
  862. include/ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp
  863. include/ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp
  864. include/ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp
  865. include/ql/models/marketmodels/evolvers/lognormalfwdrateiballand.hpp
  866. include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp
  867. include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp
  868. include/ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp
  869. include/ql/models/marketmodels/evolvers/normalfwdratepc.hpp
  870. include/ql/models/marketmodels/evolvers/svddfwdratepc.hpp
  871. include/ql/models/marketmodels/models/all.hpp
  872. include/ql/models/marketmodels/models/abcdvol.hpp
  873. include/ql/models/marketmodels/models/alphafinder.hpp
  874. include/ql/models/marketmodels/models/alphaform.hpp
  875. include/ql/models/marketmodels/models/alphaformconcrete.hpp
  876. include/ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp
  877. include/ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp
  878. include/ql/models/marketmodels/models/capletcoterminalperiodic.hpp
  879. include/ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp
  880. include/ql/models/marketmodels/models/cotswaptofwdadapter.hpp
  881. include/ql/models/marketmodels/models/ctsmmcapletcalibration.hpp
  882. include/ql/models/marketmodels/models/flatvol.hpp
  883. include/ql/models/marketmodels/models/fwdperiodadapter.hpp
  884. include/ql/models/marketmodels/models/fwdtocotswapadapter.hpp
  885. include/ql/models/marketmodels/models/piecewiseconstantvariance.hpp
  886. include/ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp
  887. include/ql/models/marketmodels/models/pseudorootfacade.hpp
  888. include/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp
  889. include/ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp
  890. include/ql/models/marketmodels/products/onestep/all.hpp
  891. include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
  892. include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
  893. include/ql/models/marketmodels/products/onestep/onestepforwards.hpp
  894. include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
  895. include/ql/models/marketmodels/products/multistep/all.hpp
  896. include/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp
  897. include/ql/models/marketmodels/products/multistep/cashrebate.hpp
  898. include/ql/models/marketmodels/products/multistep/exerciseadapter.hpp
  899. include/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp
  900. include/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp
  901. include/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp
  902. include/ql/models/marketmodels/products/multistep/multistepforwards.hpp
  903. include/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp
  904. include/ql/models/marketmodels/products/multistep/multistepnothing.hpp
  905. include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp
  906. include/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp
  907. include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp
  908. include/ql/models/marketmodels/products/multistep/multistepratchet.hpp
  909. include/ql/models/marketmodels/products/multistep/multistepswap.hpp
  910. include/ql/models/marketmodels/products/multistep/multistepswaption.hpp
  911. include/ql/models/marketmodels/products/multistep/multisteptarn.hpp
  912. include/ql/models/marketmodels/products/pathwise/all.hpp
  913. include/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp
  914. include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp
  915. include/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp
  916. include/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp
  917. include/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp
  918. include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp
  919. include/ql/models/marketmodels/products/all.hpp
  920. include/ql/models/marketmodels/products/compositeproduct.hpp
  921. include/ql/models/marketmodels/products/multiproductcomposite.hpp
  922. include/ql/models/marketmodels/products/multiproductmultistep.hpp
  923. include/ql/models/marketmodels/products/multiproductonestep.hpp
  924. include/ql/models/marketmodels/products/singleproductcomposite.hpp
  925. include/ql/models/marketmodels/pathwisegreeks/all.hpp
  926. include/ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp
  927. include/ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp
  928. include/ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp
  929. include/ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp
  930. include/ql/models/marketmodels/all.hpp
  931. include/ql/models/marketmodels/accountingengine.hpp
  932. include/ql/models/marketmodels/browniangenerator.hpp
  933. include/ql/models/marketmodels/constrainedevolver.hpp
  934. include/ql/models/marketmodels/curvestate.hpp
  935. include/ql/models/marketmodels/discounter.hpp
  936. include/ql/models/marketmodels/duffsdeviceinnerproduct.hpp
  937. include/ql/models/marketmodels/evolutiondescription.hpp
  938. include/ql/models/marketmodels/evolver.hpp
  939. include/ql/models/marketmodels/forwardforwardmappings.hpp
  940. include/ql/models/marketmodels/historicalforwardratesanalysis.hpp
  941. include/ql/models/marketmodels/historicalratesanalysis.hpp
  942. include/ql/models/marketmodels/marketmodel.hpp
  943. include/ql/models/marketmodels/marketmodeldifferences.hpp
  944. include/ql/models/marketmodels/multiproduct.hpp
  945. include/ql/models/marketmodels/pathwiseaccountingengine.hpp
  946. include/ql/models/marketmodels/pathwisemultiproduct.hpp
  947. include/ql/models/marketmodels/pathwisediscounter.hpp
  948. include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp
  949. include/ql/models/marketmodels/proxygreekengine.hpp
  950. include/ql/models/marketmodels/swapforwardmappings.hpp
  951. include/ql/models/marketmodels/utilities.hpp
  952. include/ql/models/shortrate/calibrationhelpers/all.hpp
  953. include/ql/models/shortrate/calibrationhelpers/caphelper.hpp
  954. include/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp
  955. include/ql/models/shortrate/onefactormodels/all.hpp
  956. include/ql/models/shortrate/onefactormodels/blackkarasinski.hpp
  957. include/ql/models/shortrate/onefactormodels/coxingersollross.hpp
  958. include/ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp
  959. include/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
  960. include/ql/models/shortrate/onefactormodels/gsr.hpp
  961. include/ql/models/shortrate/onefactormodels/hullwhite.hpp
  962. include/ql/models/shortrate/onefactormodels/markovfunctional.hpp
  963. include/ql/models/shortrate/onefactormodels/vasicek.hpp
  964. include/ql/models/shortrate/twofactormodels/all.hpp
  965. include/ql/models/shortrate/twofactormodels/g2.hpp
  966. include/ql/models/shortrate/all.hpp
  967. include/ql/models/shortrate/onefactormodel.hpp
  968. include/ql/models/shortrate/twofactormodel.hpp
  969. include/ql/models/volatility/all.hpp
  970. include/ql/models/volatility/constantestimator.hpp
  971. include/ql/models/volatility/simplelocalestimator.hpp
  972. include/ql/models/volatility/garmanklass.hpp
  973. include/ql/models/volatility/garch.hpp
  974. include/ql/models/all.hpp
  975. include/ql/models/calibrationhelper.hpp
  976. include/ql/models/model.hpp
  977. include/ql/models/parameter.hpp
  978. include/ql/patterns/all.hpp
  979. include/ql/patterns/composite.hpp
  980. include/ql/patterns/curiouslyrecurring.hpp
  981. include/ql/patterns/lazyobject.hpp
  982. include/ql/patterns/observable.hpp
  983. include/ql/patterns/singleton.hpp
  984. include/ql/patterns/visitor.hpp
  985. include/ql/pricingengines/asian/all.hpp
  986. include/ql/pricingengines/asian/analytic_cont_geom_av_price.hpp
  987. include/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp
  988. include/ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp
  989. include/ql/pricingengines/asian/fdblackscholesasianengine.hpp
  990. include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp
  991. include/ql/pricingengines/asian/mc_discr_arith_av_strike.hpp
  992. include/ql/pricingengines/asian/mc_discr_geom_av_price.hpp
  993. include/ql/pricingengines/asian/mcdiscreteasianengine.hpp
  994. include/ql/pricingengines/barrier/all.hpp
  995. include/ql/pricingengines/barrier/analyticbarrierengine.hpp
  996. include/ql/pricingengines/barrier/analyticbinarybarrierengine.hpp
  997. include/ql/pricingengines/barrier/binomialbarrierengine.hpp
  998. include/ql/pricingengines/barrier/discretizedbarrieroption.hpp
  999. include/ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp
  1000. include/ql/pricingengines/barrier/fdblackscholesrebateengine.hpp
  1001. include/ql/pricingengines/barrier/fdhestonbarrierengine.hpp
  1002. include/ql/pricingengines/barrier/fdhestonrebateengine.hpp
  1003. include/ql/pricingengines/barrier/mcbarrierengine.hpp
  1004. include/ql/pricingengines/basket/all.hpp
  1005. include/ql/pricingengines/basket/fd2dblackscholesvanillaengine.hpp
  1006. include/ql/pricingengines/basket/kirkengine.hpp
  1007. include/ql/pricingengines/basket/mcamericanbasketengine.hpp
  1008. include/ql/pricingengines/basket/mceuropeanbasketengine.hpp
  1009. include/ql/pricingengines/basket/stulzengine.hpp
  1010. include/ql/pricingengines/bond/all.hpp
  1011. include/ql/pricingengines/bond/bondfunctions.hpp
  1012. include/ql/pricingengines/bond/discountingbondengine.hpp
  1013. include/ql/pricingengines/capfloor/all.hpp
  1014. include/ql/pricingengines/capfloor/analyticcapfloorengine.hpp
  1015. include/ql/pricingengines/capfloor/blackcapfloorengine.hpp
  1016. include/ql/pricingengines/capfloor/bacheliercapfloorengine.hpp
  1017. include/ql/pricingengines/capfloor/discretizedcapfloor.hpp
  1018. include/ql/pricingengines/capfloor/gaussian1dcapfloorengine.hpp
  1019. include/ql/pricingengines/capfloor/mchullwhiteengine.hpp
  1020. include/ql/pricingengines/capfloor/treecapfloorengine.hpp
  1021. include/ql/pricingengines/cliquet/all.hpp
  1022. include/ql/pricingengines/cliquet/analyticcliquetengine.hpp
  1023. include/ql/pricingengines/cliquet/analyticperformanceengine.hpp
  1024. include/ql/pricingengines/cliquet/mcperformanceengine.hpp
  1025. include/ql/pricingengines/credit/all.hpp
  1026. include/ql/pricingengines/credit/integralcdsengine.hpp
  1027. include/ql/pricingengines/credit/isdacdsengine.hpp
  1028. include/ql/pricingengines/credit/midpointcdsengine.hpp
  1029. include/ql/pricingengines/forward/all.hpp
  1030. include/ql/pricingengines/forward/forwardengine.hpp
  1031. include/ql/pricingengines/forward/forwardperformanceengine.hpp
  1032. include/ql/pricingengines/forward/mcvarianceswapengine.hpp
  1033. include/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
  1034. include/ql/pricingengines/inflation/all.hpp
  1035. include/ql/pricingengines/inflation/inflationcapfloorengines.hpp
  1036. include/ql/pricingengines/lookback/all.hpp
  1037. include/ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp
  1038. include/ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp
  1039. include/ql/pricingengines/lookback/analyticcontinuouspartialfixedlookback.hpp
  1040. include/ql/pricingengines/lookback/analyticcontinuouspartialfloatinglookback.hpp
  1041. include/ql/pricingengines/quanto/all.hpp
  1042. include/ql/pricingengines/quanto/quantoengine.hpp
  1043. include/ql/pricingengines/swap/all.hpp
  1044. include/ql/pricingengines/swap/cvaswapengine.hpp
  1045. include/ql/pricingengines/swap/discountingswapengine.hpp
  1046. include/ql/pricingengines/swap/discretizedswap.hpp
  1047. include/ql/pricingengines/swap/treeswapengine.hpp
  1048. include/ql/pricingengines/swaption/all.hpp
  1049. include/ql/pricingengines/swaption/basketgeneratingengine.hpp
  1050. include/ql/pricingengines/swaption/blackswaptionengine.hpp
  1051. include/ql/pricingengines/swaption/discretizedswaption.hpp
  1052. include/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp
  1053. include/ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp
  1054. include/ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp
  1055. include/ql/pricingengines/swaption/gaussian1dswaptionengine.hpp
  1056. include/ql/pricingengines/swaption/g2swaptionengine.hpp
  1057. include/ql/pricingengines/swaption/jamshidianswaptionengine.hpp
  1058. include/ql/pricingengines/swaption/fdg2swaptionengine.hpp
  1059. include/ql/pricingengines/swaption/fdhullwhiteswaptionengine.hpp
  1060. include/ql/pricingengines/swaption/treeswaptionengine.hpp
  1061. include/ql/pricingengines/vanilla/all.hpp
  1062. include/ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp
  1063. include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
  1064. include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
  1065. include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
  1066. include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
  1067. include/ql/pricingengines/vanilla/analytich1hwengine.hpp
  1068. include/ql/pricingengines/vanilla/analytichestonengine.hpp
  1069. include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
  1070. include/ql/pricingengines/vanilla/analyticptdhestonengine.hpp
  1071. include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
  1072. include/ql/pricingengines/vanilla/batesengine.hpp
  1073. include/ql/pricingengines/vanilla/binomialengine.hpp
  1074. include/ql/pricingengines/vanilla/coshestonengine.hpp
  1075. include/ql/pricingengines/vanilla/bjerksundstenslandengine.hpp
  1076. include/ql/pricingengines/vanilla/discretizedvanillaoption.hpp
  1077. include/ql/pricingengines/vanilla/hestonexpansionengine.hpp
  1078. include/ql/pricingengines/vanilla/integralengine.hpp
  1079. include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp
  1080. include/ql/pricingengines/vanilla/juquadraticengine.hpp
  1081. include/ql/pricingengines/vanilla/fdamericanengine.hpp
  1082. include/ql/pricingengines/vanilla/fdbatesvanillaengine.hpp
  1083. include/ql/pricingengines/vanilla/fdbermudanengine.hpp
  1084. include/ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp
  1085. include/ql/pricingengines/vanilla/fddividendamericanengine.hpp
  1086. include/ql/pricingengines/vanilla/fddividendengine.hpp
  1087. include/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp
  1088. include/ql/pricingengines/vanilla/fddividendshoutengine.hpp
  1089. include/ql/pricingengines/vanilla/fdeuropeanengine.hpp
  1090. include/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp
  1091. include/ql/pricingengines/vanilla/fdhestonvanillaengine.hpp
  1092. include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp
  1093. include/ql/pricingengines/vanilla/fdshoutengine.hpp
  1094. include/ql/pricingengines/vanilla/fdsimplebsswingengine.hpp
  1095. include/ql/pricingengines/vanilla/fdstepconditionengine.hpp
  1096. include/ql/pricingengines/vanilla/fdvanillaengine.hpp
  1097. include/ql/pricingengines/vanilla/fdconditions.hpp
  1098. include/ql/pricingengines/vanilla/mcamericanengine.hpp
  1099. include/ql/pricingengines/vanilla/mcdigitalengine.hpp
  1100. include/ql/pricingengines/vanilla/mceuropeanengine.hpp
  1101. include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
  1102. include/ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp
  1103. include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp
  1104. include/ql/pricingengines/vanilla/mcvanillaengine.hpp
  1105. include/ql/pricingengines/all.hpp
  1106. include/ql/pricingengines/americanpayoffatexpiry.hpp
  1107. include/ql/pricingengines/americanpayoffathit.hpp
  1108. include/ql/pricingengines/blackcalculator.hpp
  1109. include/ql/pricingengines/blackformula.hpp
  1110. include/ql/pricingengines/blackscholescalculator.hpp
  1111. include/ql/pricingengines/genericmodelengine.hpp
  1112. include/ql/pricingengines/greeks.hpp
  1113. include/ql/pricingengines/latticeshortratemodelengine.hpp
  1114. include/ql/pricingengines/mclongstaffschwartzengine.hpp
  1115. include/ql/pricingengines/mcsimulation.hpp
  1116. include/ql/processes/all.hpp
  1117. include/ql/processes/batesprocess.hpp
  1118. include/ql/processes/blackscholesprocess.hpp
  1119. include/ql/processes/endeulerdiscretization.hpp
  1120. include/ql/processes/eulerdiscretization.hpp
  1121. include/ql/processes/forwardmeasureprocess.hpp
  1122. include/ql/processes/g2process.hpp
  1123. include/ql/processes/geometricbrownianprocess.hpp
  1124. include/ql/processes/gjrgarchprocess.hpp
  1125. include/ql/processes/gsrprocess.hpp
  1126. include/ql/processes/gsrprocesscore.hpp
  1127. include/ql/processes/hestonprocess.hpp
  1128. include/ql/processes/hullwhiteprocess.hpp
  1129. include/ql/processes/hybridhestonhullwhiteprocess.hpp
  1130. include/ql/processes/jointstochasticprocess.hpp
  1131. include/ql/processes/merton76process.hpp
  1132. include/ql/processes/mfstateprocess.hpp
  1133. include/ql/processes/ornsteinuhlenbeckprocess.hpp
  1134. include/ql/processes/squarerootprocess.hpp
  1135. include/ql/processes/stochasticprocessarray.hpp
  1136. include/ql/quotes/all.hpp
  1137. include/ql/quotes/compositequote.hpp
  1138. include/ql/quotes/derivedquote.hpp
  1139. include/ql/quotes/eurodollarfuturesquote.hpp
  1140. include/ql/quotes/forwardswapquote.hpp
  1141. include/ql/quotes/forwardvaluequote.hpp
  1142. include/ql/quotes/futuresconvadjustmentquote.hpp
  1143. include/ql/quotes/impliedstddevquote.hpp
  1144. include/ql/quotes/lastfixingquote.hpp
  1145. include/ql/quotes/simplequote.hpp
  1146. include/ql/termstructures/credit/all.hpp
  1147. include/ql/termstructures/credit/defaultdensitystructure.hpp
  1148. include/ql/termstructures/credit/defaultprobabilityhelpers.hpp
  1149. include/ql/termstructures/credit/flathazardrate.hpp
  1150. include/ql/termstructures/credit/hazardratestructure.hpp
  1151. include/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
  1152. include/ql/termstructures/credit/interpolatedhazardratecurve.hpp
  1153. include/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
  1154. include/ql/termstructures/credit/piecewisedefaultcurve.hpp
  1155. include/ql/termstructures/credit/probabilitytraits.hpp
  1156. include/ql/termstructures/credit/survivalprobabilitystructure.hpp
  1157. include/ql/termstructures/inflation/all.hpp
  1158. include/ql/termstructures/inflation/inflationhelpers.hpp
  1159. include/ql/termstructures/inflation/inflationtraits.hpp
  1160. include/ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp
  1161. include/ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp
  1162. include/ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp
  1163. include/ql/termstructures/inflation/piecewisezeroinflationcurve.hpp
  1164. include/ql/termstructures/inflation/seasonality.hpp
  1165. include/ql/termstructures/volatility/equityfx/all.hpp
  1166. include/ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp
  1167. include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp
  1168. include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityadapter.hpp
  1169. include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
  1170. include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
  1171. include/ql/termstructures/volatility/equityfx/blackvariancesurface.hpp
  1172. include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp
  1173. include/ql/termstructures/volatility/equityfx/fixedlocalvolsurface.hpp
  1174. include/ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.hpp
  1175. include/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp
  1176. include/ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp
  1177. include/ql/termstructures/volatility/equityfx/localconstantvol.hpp
  1178. include/ql/termstructures/volatility/equityfx/localvolcurve.hpp
  1179. include/ql/termstructures/volatility/equityfx/localvolsurface.hpp
  1180. include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp
  1181. include/ql/termstructures/volatility/equityfx/noexceptlocalvolsurface.hpp
  1182. include/ql/termstructures/volatility/capfloor/all.hpp
  1183. include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
  1184. include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp
  1185. include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp
  1186. include/ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp
  1187. include/ql/termstructures/volatility/inflation/all.hpp
  1188. include/ql/termstructures/volatility/inflation/constantcpivolatility.hpp
  1189. include/ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp
  1190. include/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
  1191. include/ql/termstructures/volatility/optionlet/all.hpp
  1192. include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
  1193. include/ql/termstructures/volatility/optionlet/constantoptionletvol.hpp
  1194. include/ql/termstructures/volatility/optionlet/optionletstripper.hpp
  1195. include/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
  1196. include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp
  1197. include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
  1198. include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
  1199. include/ql/termstructures/volatility/optionlet/strippedoptionlet.hpp
  1200. include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
  1201. include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
  1202. include/ql/termstructures/volatility/swaption/all.hpp
  1203. include/ql/termstructures/volatility/swaption/cmsmarket.hpp
  1204. include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
  1205. include/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
  1206. include/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp
  1207. include/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
  1208. include/ql/termstructures/volatility/swaption/swaptionvolcube.hpp
  1209. include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
  1210. include/ql/termstructures/volatility/swaption/swaptionvolcube2.hpp
  1211. include/ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp
  1212. include/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
  1213. include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp
  1214. include/ql/termstructures/volatility/all.hpp
  1215. include/ql/termstructures/volatility/abcd.hpp
  1216. include/ql/termstructures/volatility/abcdcalibration.hpp
  1217. include/ql/termstructures/volatility/atmadjustedsmilesection.hpp
  1218. include/ql/termstructures/volatility/atmsmilesection.hpp
  1219. include/ql/termstructures/volatility/flatsmilesection.hpp
  1220. include/ql/termstructures/volatility/gaussian1dsmilesection.hpp
  1221. include/ql/termstructures/volatility/interpolatedsmilesection.hpp
  1222. include/ql/termstructures/volatility/kahalesmilesection.hpp
  1223. include/ql/termstructures/volatility/sabr.hpp
  1224. include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
  1225. include/ql/termstructures/volatility/sabrsmilesection.hpp
  1226. include/ql/termstructures/volatility/smilesection.hpp
  1227. include/ql/termstructures/volatility/smilesectionutils.hpp
  1228. include/ql/termstructures/volatility/spreadedsmilesection.hpp
  1229. include/ql/termstructures/volatility/volatilitytype.hpp
  1230. include/ql/termstructures/yield/all.hpp
  1231. include/ql/termstructures/yield/bondhelpers.hpp
  1232. include/ql/termstructures/yield/bootstraptraits.hpp
  1233. include/ql/termstructures/yield/compositezeroyieldstructure.hpp
  1234. include/ql/termstructures/yield/discountcurve.hpp
  1235. include/ql/termstructures/yield/drifttermstructure.hpp
  1236. include/ql/termstructures/yield/fittedbonddiscountcurve.hpp
  1237. include/ql/termstructures/yield/flatforward.hpp
  1238. include/ql/termstructures/yield/forwardcurve.hpp
  1239. include/ql/termstructures/yield/forwardspreadedtermstructure.hpp
  1240. include/ql/termstructures/yield/forwardstructure.hpp
  1241. include/ql/termstructures/yield/impliedtermstructure.hpp
  1242. include/ql/termstructures/yield/nonlinearfittingmethods.hpp
  1243. include/ql/termstructures/yield/oisratehelper.hpp
  1244. include/ql/termstructures/yield/piecewiseyieldcurve.hpp
  1245. include/ql/termstructures/yield/ratehelpers.hpp
  1246. include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
  1247. include/ql/termstructures/yield/quantotermstructure.hpp
  1248. include/ql/termstructures/yield/zerocurve.hpp
  1249. include/ql/termstructures/yield/zerospreadedtermstructure.hpp
  1250. include/ql/termstructures/yield/zeroyieldstructure.hpp
  1251. include/ql/termstructures/all.hpp
  1252. include/ql/termstructures/bootstraperror.hpp
  1253. include/ql/termstructures/bootstraphelper.hpp
  1254. include/ql/termstructures/defaulttermstructure.hpp
  1255. include/ql/termstructures/inflationtermstructure.hpp
  1256. include/ql/termstructures/interpolatedcurve.hpp
  1257. include/ql/termstructures/iterativebootstrap.hpp
  1258. include/ql/termstructures/localbootstrap.hpp
  1259. include/ql/termstructures/voltermstructure.hpp
  1260. include/ql/termstructures/yieldtermstructure.hpp
  1261. include/ql/time/calendars/all.hpp
  1262. include/ql/time/calendars/argentina.hpp
  1263. include/ql/time/calendars/australia.hpp
  1264. include/ql/time/calendars/bespokecalendar.hpp
  1265. include/ql/time/calendars/botswana.hpp
  1266. include/ql/time/calendars/brazil.hpp
  1267. include/ql/time/calendars/canada.hpp
  1268. include/ql/time/calendars/china.hpp
  1269. include/ql/time/calendars/czechrepublic.hpp
  1270. include/ql/time/calendars/denmark.hpp
  1271. include/ql/time/calendars/finland.hpp
  1272. include/ql/time/calendars/germany.hpp
  1273. include/ql/time/calendars/hongkong.hpp
  1274. include/ql/time/calendars/hungary.hpp
  1275. include/ql/time/calendars/iceland.hpp
  1276. include/ql/time/calendars/india.hpp
  1277. include/ql/time/calendars/indonesia.hpp
  1278. include/ql/time/calendars/israel.hpp
  1279. include/ql/time/calendars/italy.hpp
  1280. include/ql/time/calendars/japan.hpp
  1281. include/ql/time/calendars/jointcalendar.hpp
  1282. include/ql/time/calendars/mexico.hpp
  1283. include/ql/time/calendars/newzealand.hpp
  1284. include/ql/time/calendars/norway.hpp
  1285. include/ql/time/calendars/nullcalendar.hpp
  1286. include/ql/time/calendars/poland.hpp
  1287. include/ql/time/calendars/romania.hpp
  1288. include/ql/time/calendars/russia.hpp
  1289. include/ql/time/calendars/saudiarabia.hpp
  1290. include/ql/time/calendars/singapore.hpp
  1291. include/ql/time/calendars/slovakia.hpp
  1292. include/ql/time/calendars/southafrica.hpp
  1293. include/ql/time/calendars/southkorea.hpp
  1294. include/ql/time/calendars/sweden.hpp
  1295. include/ql/time/calendars/switzerland.hpp
  1296. include/ql/time/calendars/taiwan.hpp
  1297. include/ql/time/calendars/target.hpp
  1298. include/ql/time/calendars/thailand.hpp
  1299. include/ql/time/calendars/turkey.hpp
  1300. include/ql/time/calendars/ukraine.hpp
  1301. include/ql/time/calendars/unitedkingdom.hpp
  1302. include/ql/time/calendars/unitedstates.hpp
  1303. include/ql/time/calendars/weekendsonly.hpp
  1304. include/ql/time/daycounters/all.hpp
  1305. include/ql/time/daycounters/actual360.hpp
  1306. include/ql/time/daycounters/actual365fixed.hpp
  1307. include/ql/time/daycounters/actual365nl.hpp
  1308. include/ql/time/daycounters/actualactual.hpp
  1309. include/ql/time/daycounters/business252.hpp
  1310. include/ql/time/daycounters/one.hpp
  1311. include/ql/time/daycounters/simpledaycounter.hpp
  1312. include/ql/time/daycounters/thirty360.hpp
  1313. include/ql/time/all.hpp
  1314. include/ql/time/asx.hpp
  1315. include/ql/time/businessdayconvention.hpp
  1316. include/ql/time/calendar.hpp
  1317. include/ql/time/date.hpp
  1318. include/ql/time/dategenerationrule.hpp
  1319. include/ql/time/daycounter.hpp
  1320. include/ql/time/ecb.hpp
  1321. include/ql/time/frequency.hpp
  1322. include/ql/time/imm.hpp
  1323. include/ql/time/period.hpp
  1324. include/ql/time/schedule.hpp
  1325. include/ql/time/timeunit.hpp
  1326. include/ql/time/weekday.hpp
  1327. include/ql/utilities/all.hpp
  1328. include/ql/utilities/clone.hpp
  1329. include/ql/utilities/dataformatters.hpp
  1330. include/ql/utilities/dataparsers.hpp
  1331. include/ql/utilities/disposable.hpp
  1332. include/ql/utilities/null.hpp
  1333. include/ql/utilities/null_deleter.hpp
  1334. include/ql/utilities/observablevalue.hpp
  1335. include/ql/utilities/steppingiterator.hpp
  1336. include/ql/utilities/tracing.hpp
  1337. include/ql/utilities/vectors.hpp
  1338. include/ql/auto_link.hpp
  1339. include/ql/auto_ptr.hpp
  1340. include/ql/cashflow.hpp
  1341. include/ql/compounding.hpp
  1342. include/ql/config.hpp
  1343. include/ql/currency.hpp
  1344. include/ql/default.hpp
  1345. include/ql/discretizedasset.hpp
  1346. include/ql/errors.hpp
  1347. include/ql/exchangerate.hpp
  1348. include/ql/exercise.hpp
  1349. include/ql/event.hpp
  1350. include/ql/functional.hpp
  1351. include/ql/grid.hpp
  1352. include/ql/handle.hpp
  1353. include/ql/index.hpp
  1354. include/ql/instrument.hpp
  1355. include/ql/interestrate.hpp
  1356. include/ql/mathconstants.hpp
  1357. include/ql/money.hpp
  1358. include/ql/numericalmethod.hpp
  1359. include/ql/option.hpp
  1360. include/ql/payoff.hpp
  1361. include/ql/position.hpp
  1362. include/ql/prices.hpp
  1363. include/ql/pricingengine.hpp
  1364. include/ql/qldefines.hpp
  1365. include/ql/quantlib.hpp
  1366. include/ql/quote.hpp
  1367. include/ql/rebatedexercise.hpp
  1368. include/ql/settings.hpp
  1369. include/ql/shared_ptr.hpp
  1370. include/ql/stochasticprocess.hpp
  1371. include/ql/termstructure.hpp
  1372. include/ql/timegrid.hpp
  1373. include/ql/timeseries.hpp
  1374. include/ql/types.hpp
  1375. include/ql/version.hpp
  1376. include/ql/volatilitymodel.hpp
  1377. @dir include/ql
  1378. lib/libQuantLib.so
  1379. lib/libQuantLib.so.0
  1380. lib/libQuantLib.so.0.0.0
  1381. lib/libQuantLib.a
  1382. libdata/pkgconfig/quantlib.pc
  1383. man/man1/quantlib-config.1.gz
  1384. man/man1/quantlib-test-suite.1.gz
  1385. share/aclocal/quantlib.m4
Collapse this list.
Dependency lines:
  • quantlib>0:finance/quantlib
To install the port: cd /usr/ports/finance/quantlib/ && make install clean
To add the package: pkg install quantlib
PKGNAME: quantlib
Flavors: there is no flavor information for this port.
distinfo:

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
  2. libomp.so : devel/openmp
There are no ports dependent upon this port

Configuration Options

USES:

Master Sites:
  1. https://dl.bintray.com/quantlib/releases/

Number of commits found: 51

Commit History - (may be incomplete: see SVNWeb link above for full details)
DateByDescription
21 Sep 2019 18:59:57
Original commit files touched by this commit  1.15_5
Revision:512535
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  1.15_4
Revision:509290
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  1.15_3
Revision:507372
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  1.15_2
Revision:504412
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  1.15_2
Revision:501030
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  1.15_1
Revision:498698
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  1.15
Revision:494745
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  1.13_4
Revision:487272
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  1.13_3
Revision:487266
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  1.13_2
Revision:483807
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  1.13_2
Revision:476723
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  1.13_1
Revision:475857
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  1.13
Revision:475188
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  1.13
Revision:475187
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  1.13
Revision:475046
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  1.13
Revision:475044
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  1.1_1
Revision:337185
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  1.1_1
Revision:336253
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  1.1_1
Revision:334555
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  1.1_1
Revision:327727
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  1.1_1
Revision:317802
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  1.1_1
Revision:313067
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: 51

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