Mon May 14 00:06:44 2018 UTC ()
finance/QuantLib: Import version 1.12.1
The QuantLib project is aimed at providing a comprehensive software
framework for quantitative finance. QuantLib is a free/open-source
library for modeling, trading, and risk management in real-life.
QuantLib is written in C++ with a clean object model, and is then
exported to different languages such as C#, Objective Caml, Java,
Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is also
available. The reposit project facilitates deployment of object
libraries to end user platforms and is used to generate QuantLibXL, an
Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for other
platforms such as LibreOffice Calc. Bindings to other languages and
porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica,
COM/CORBA/SOAP architectures, FpML, are under consideration.
(minskim)
diff -r0 -r1.1 pkgsrc/finance/QuantLib/DESCR
diff -r0 -r1.1 pkgsrc/finance/QuantLib/Makefile
diff -r0 -r1.1 pkgsrc/finance/QuantLib/PLIST
diff -r0 -r1.1 pkgsrc/finance/QuantLib/buildlink3.mk
diff -r0 -r1.1 pkgsrc/finance/QuantLib/distinfo
diff -r0 -r1.1 pkgsrc/finance/QuantLib/patches/patch-CMakeLists.txt
diff -r0 -r1.1 pkgsrc/finance/QuantLib/patches/patch-ql_CMakeLists.txt
The QuantLib project is aimed at providing a comprehensive software
framework for quantitative finance. QuantLib is a free/open-source
library for modeling, trading, and risk management in real-life.
QuantLib is written in C++ with a clean object model, and is then
exported to different languages such as C#, Objective Caml, Java,
Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is also
available. The reposit project facilitates deployment of object
libraries to end user platforms and is used to generate QuantLibXL, an
Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for other
platforms such as LibreOffice Calc. Bindings to other languages and
porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica,
COM/CORBA/SOAP architectures, FpML, are under consideration.
# $NetBSD: Makefile,v 1.1 2018/05/14 00:06:44 minskim Exp $
DISTNAME= QuantLib-1.12.1
CATEGORIES= finance
MASTER_SITES= ${MASTER_SITE_GITHUB:=lballabio/}
GITHUB_TAG= ${PKGBASE}-v${PKGVERSION_NOREV}
MAINTAINER= minskim@NetBSD.org
HOMEPAGE= http://quantlib.org/
COMMENT= C++ library for quantitative finance
LICENSE= modified-bsd
USE_CMAKE= yes
USE_LANGUAGES= c c++
GCC_REQD+= 4.8
TOOLS_DEPENDS.cmake= cmake>=3.0:../../devel/cmake
SUBST_CLASSES+= sover
SUBST_STAGE.sover= pre-configure
SUBST_MESSAGE.sover= Set the shared library version.
SUBST_FILES.sover= CMakeLists.txt
SUBST_SED.sover= -e 's,@PKGVERSION@,${PKGVERSION_NOREV},g'
.include "../../devel/boost-headers/buildlink3.mk"
BUILDLINK_DEPMETHOD.boost-libs= build
.include "../../devel/boost-libs/buildlink3.mk"
.include "../../mk/bsd.pkg.mk"
@comment $NetBSD: PLIST,v 1.1 2018/05/14 00:06:44 minskim Exp $
include/ql/auto_link.hpp
include/ql/cashflow.hpp
include/ql/cashflows/all.hpp
include/ql/cashflows/averagebmacoupon.hpp
include/ql/cashflows/capflooredcoupon.hpp
include/ql/cashflows/capflooredinflationcoupon.hpp
include/ql/cashflows/cashflows.hpp
include/ql/cashflows/cashflowvectors.hpp
include/ql/cashflows/cmscoupon.hpp
include/ql/cashflows/conundrumpricer.hpp
include/ql/cashflows/coupon.hpp
include/ql/cashflows/couponpricer.hpp
include/ql/cashflows/cpicoupon.hpp
include/ql/cashflows/cpicouponpricer.hpp
include/ql/cashflows/digitalcmscoupon.hpp
include/ql/cashflows/digitalcoupon.hpp
include/ql/cashflows/digitaliborcoupon.hpp
include/ql/cashflows/dividend.hpp
include/ql/cashflows/duration.hpp
include/ql/cashflows/fixedratecoupon.hpp
include/ql/cashflows/floatingratecoupon.hpp
include/ql/cashflows/iborcoupon.hpp
include/ql/cashflows/indexedcashflow.hpp
include/ql/cashflows/inflationcoupon.hpp
include/ql/cashflows/inflationcouponpricer.hpp
include/ql/cashflows/lineartsrpricer.hpp
include/ql/cashflows/overnightindexedcoupon.hpp
include/ql/cashflows/rangeaccrual.hpp
include/ql/cashflows/replication.hpp
include/ql/cashflows/simplecashflow.hpp
include/ql/cashflows/timebasket.hpp
include/ql/cashflows/yoyinflationcoupon.hpp
include/ql/compounding.hpp
include/ql/config.ansi.hpp
include/ql/config.hpp
include/ql/config.mingw.hpp
include/ql/config.msvc.hpp
include/ql/config.sun.hpp
include/ql/currencies/africa.hpp
include/ql/currencies/all.hpp
include/ql/currencies/america.hpp
include/ql/currencies/asia.hpp
include/ql/currencies/crypto.hpp
include/ql/currencies/europe.hpp
include/ql/currencies/exchangeratemanager.hpp
include/ql/currencies/oceania.hpp
include/ql/currency.hpp
include/ql/default.hpp
include/ql/discretizedasset.hpp
include/ql/errors.hpp
include/ql/event.hpp
include/ql/exchangerate.hpp
include/ql/exercise.hpp
include/ql/experimental/all.hpp
include/ql/experimental/amortizingbonds/all.hpp
include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
include/ql/experimental/averageois/all.hpp
include/ql/experimental/averageois/arithmeticaverageois.hpp
include/ql/experimental/averageois/arithmeticoisratehelper.hpp
include/ql/experimental/averageois/averageoiscouponpricer.hpp
include/ql/experimental/averageois/makearithmeticaverageois.hpp
include/ql/experimental/barrieroption/all.hpp
include/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.hpp
include/ql/experimental/barrieroption/analyticdoublebarrierengine.hpp
include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
include/ql/experimental/barrieroption/doublebarrieroption.hpp
include/ql/experimental/barrieroption/doublebarriertype.hpp
include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
include/ql/experimental/barrieroption/vannavolgainterpolation.hpp
include/ql/experimental/barrieroption/wulinyongdoublebarrierengine.hpp
include/ql/experimental/callablebonds/all.hpp
include/ql/experimental/callablebonds/blackcallablebondengine.hpp
include/ql/experimental/callablebonds/callablebond.hpp
include/ql/experimental/callablebonds/callablebondconstantvol.hpp
include/ql/experimental/callablebonds/callablebondvolstructure.hpp
include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
include/ql/experimental/callablebonds/treecallablebondengine.hpp
include/ql/experimental/catbonds/all.hpp
include/ql/experimental/catbonds/catbond.hpp
include/ql/experimental/catbonds/catrisk.hpp
include/ql/experimental/catbonds/montecarlocatbondengine.hpp
include/ql/experimental/catbonds/riskynotional.hpp
include/ql/experimental/commodities/all.hpp
include/ql/experimental/commodities/commodity.hpp
include/ql/experimental/commodities/commoditycashflow.hpp
include/ql/experimental/commodities/commoditycurve.hpp
include/ql/experimental/commodities/commodityindex.hpp
include/ql/experimental/commodities/commoditypricinghelpers.hpp
include/ql/experimental/commodities/commoditysettings.hpp
include/ql/experimental/commodities/commoditytype.hpp
include/ql/experimental/commodities/commodityunitcost.hpp
include/ql/experimental/commodities/dateinterval.hpp
include/ql/experimental/commodities/energybasisswap.hpp
include/ql/experimental/commodities/energycommodity.hpp
include/ql/experimental/commodities/energyfuture.hpp
include/ql/experimental/commodities/energyswap.hpp
include/ql/experimental/commodities/energyvanillaswap.hpp
include/ql/experimental/commodities/exchangecontract.hpp
include/ql/experimental/commodities/paymentterm.hpp
include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
include/ql/experimental/commodities/pricingperiod.hpp
include/ql/experimental/commodities/quantity.hpp
include/ql/experimental/commodities/unitofmeasure.hpp
include/ql/experimental/commodities/unitofmeasureconversion.hpp
include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
include/ql/experimental/convertiblebonds/all.hpp
include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp
include/ql/experimental/convertiblebonds/convertiblebond.hpp
include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
include/ql/experimental/convertiblebonds/tflattice.hpp
include/ql/experimental/coupons/all.hpp
include/ql/experimental/coupons/cmsspreadcoupon.hpp
include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp
include/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
include/ql/experimental/coupons/proxyibor.hpp
include/ql/experimental/coupons/quantocouponpricer.hpp
include/ql/experimental/coupons/strippedcapflooredcoupon.hpp
include/ql/experimental/coupons/subperiodcoupons.hpp
include/ql/experimental/coupons/swapspreadindex.hpp
include/ql/experimental/credit/all.hpp
include/ql/experimental/credit/basecorrelationlossmodel.hpp
include/ql/experimental/credit/basecorrelationstructure.hpp
include/ql/experimental/credit/basket.hpp
include/ql/experimental/credit/binomiallossmodel.hpp
include/ql/experimental/credit/blackcdsoptionengine.hpp
include/ql/experimental/credit/cdo.hpp
include/ql/experimental/credit/cdsoption.hpp
include/ql/experimental/credit/constantlosslatentmodel.hpp
include/ql/experimental/credit/correlationstructure.hpp
include/ql/experimental/credit/defaultevent.hpp
include/ql/experimental/credit/defaultlossmodel.hpp
include/ql/experimental/credit/defaultprobabilitykey.hpp
include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp
include/ql/experimental/credit/defaulttype.hpp
include/ql/experimental/credit/distribution.hpp
include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
include/ql/experimental/credit/gaussianlhplossmodel.hpp
include/ql/experimental/credit/homogeneouspooldef.hpp
include/ql/experimental/credit/inhomogeneouspooldef.hpp
include/ql/experimental/credit/integralcdoengine.hpp
include/ql/experimental/credit/integralntdengine.hpp
include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
include/ql/experimental/credit/issuer.hpp
include/ql/experimental/credit/loss.hpp
include/ql/experimental/credit/lossdistribution.hpp
include/ql/experimental/credit/midpointcdoengine.hpp
include/ql/experimental/credit/nthtodefault.hpp
include/ql/experimental/credit/onefactoraffinesurvival.hpp
include/ql/experimental/credit/onefactorcopula.hpp
include/ql/experimental/credit/onefactorgaussiancopula.hpp
include/ql/experimental/credit/onefactorstudentcopula.hpp
include/ql/experimental/credit/pool.hpp
include/ql/experimental/credit/randomdefaultlatentmodel.hpp
include/ql/experimental/credit/randomdefaultmodel.hpp
include/ql/experimental/credit/randomlosslatentmodel.hpp
include/ql/experimental/credit/recoveryratemodel.hpp
include/ql/experimental/credit/recoveryratequote.hpp
include/ql/experimental/credit/recursivelossmodel.hpp
include/ql/experimental/credit/riskyassetswap.hpp
include/ql/experimental/credit/riskyassetswapoption.hpp
include/ql/experimental/credit/riskybond.hpp
include/ql/experimental/credit/saddlepointlossmodel.hpp
include/ql/experimental/credit/spotlosslatentmodel.hpp
include/ql/experimental/credit/spreadedhazardratecurve.hpp
include/ql/experimental/credit/syntheticcdo.hpp
include/ql/experimental/exoticoptions/all.hpp
include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp
include/ql/experimental/exoticoptions/analyticcomplexchooserengine.hpp
include/ql/experimental/exoticoptions/analyticcompoundoptionengine.hpp
include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
include/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.hpp
include/ql/experimental/exoticoptions/analyticpartialtimebarrieroptionengine.hpp
include/ql/experimental/exoticoptions/analyticpdfhestonengine.hpp
include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
include/ql/experimental/exoticoptions/analytictwoassetbarrierengine.hpp
include/ql/experimental/exoticoptions/analytictwoassetcorrelationengine.hpp
include/ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp
include/ql/experimental/exoticoptions/complexchooseroption.hpp
include/ql/experimental/exoticoptions/compoundoption.hpp
include/ql/experimental/exoticoptions/continuousarithmeticasianlevyengine.hpp
include/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp
include/ql/experimental/exoticoptions/everestoption.hpp
include/ql/experimental/exoticoptions/himalayaoption.hpp
include/ql/experimental/exoticoptions/holderextensibleoption.hpp
include/ql/experimental/exoticoptions/kirkspreadoptionengine.hpp
include/ql/experimental/exoticoptions/margrabeoption.hpp
include/ql/experimental/exoticoptions/mceverestengine.hpp
include/ql/experimental/exoticoptions/mchimalayaengine.hpp
include/ql/experimental/exoticoptions/mcpagodaengine.hpp
include/ql/experimental/exoticoptions/pagodaoption.hpp
include/ql/experimental/exoticoptions/partialtimebarrieroption.hpp
include/ql/experimental/exoticoptions/simplechooseroption.hpp
include/ql/experimental/exoticoptions/spreadoption.hpp
include/ql/experimental/exoticoptions/twoassetbarrieroption.hpp
include/ql/experimental/exoticoptions/twoassetcorrelationoption.hpp
include/ql/experimental/exoticoptions/writerextensibleoption.hpp
include/ql/experimental/finitedifferences/all.hpp
include/ql/experimental/finitedifferences/bsmrndcalculator.hpp
include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp
include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp
include/ql/experimental/finitedifferences/fdhestondoublebarrierengine.hpp
include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp
include/ql/experimental/finitedifferences/fdmblackscholesfwdop.hpp
include/ql/experimental/finitedifferences/fdmdupire1dop.hpp
include/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
include/ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp
include/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
include/ql/experimental/finitedifferences/fdmextoujumpop.hpp
include/ql/experimental/finitedifferences/fdmextoujumpsolver.hpp
include/ql/experimental/finitedifferences/fdmhestonfwdop.hpp
include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp
include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
include/ql/experimental/finitedifferences/fdmlocalvolfwdop.hpp
include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp
include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp
include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp
include/ql/experimental/finitedifferences/fdmsquarerootfwdop.hpp
include/ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp
include/ql/experimental/finitedifferences/fdmvppstepcondition.hpp
include/ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp
include/ql/experimental/finitedifferences/fdmzabrop.hpp
include/ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp
include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp
include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp
include/ql/experimental/finitedifferences/gbsmrndcalculator.hpp
include/ql/experimental/finitedifferences/glued1dmesher.hpp
include/ql/experimental/finitedifferences/hestonrndcalculator.hpp
include/ql/experimental/finitedifferences/localvolrndcalculator.hpp
include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp
include/ql/experimental/finitedifferences/riskneutraldensitycalculator.hpp
include/ql/experimental/finitedifferences/squarerootprocessrndcalculator.hpp
include/ql/experimental/finitedifferences/vanillavppoption.hpp
include/ql/experimental/fx/all.hpp
include/ql/experimental/fx/blackdeltacalculator.hpp
include/ql/experimental/fx/deltavolquote.hpp
include/ql/experimental/inflation/all.hpp
include/ql/experimental/inflation/cpicapfloorengines.hpp
include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp
include/ql/experimental/inflation/genericindexes.hpp
include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
include/ql/experimental/inflation/polynomial2Dspline.hpp
include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
include/ql/experimental/inflation/yoyoptionlethelpers.hpp
include/ql/experimental/inflation/yoyoptionletstripper.hpp
include/ql/experimental/lattices/all.hpp
include/ql/experimental/lattices/extendedbinomialtree.hpp
include/ql/experimental/math/all.hpp
include/ql/experimental/math/claytoncopularng.hpp
include/ql/experimental/math/convolvedstudentt.hpp
include/ql/experimental/math/expm.hpp
include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
include/ql/experimental/math/fireflyalgorithm.hpp
include/ql/experimental/math/frankcopularng.hpp
include/ql/experimental/math/gaussiancopulapolicy.hpp
include/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp
include/ql/experimental/math/hybridsimulatedannealing.hpp
include/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
include/ql/experimental/math/isotropicrandomwalk.hpp
include/ql/experimental/math/laplaceinterpolation.hpp
include/ql/experimental/math/latentmodel.hpp
include/ql/experimental/math/levyflightdistribution.hpp
include/ql/experimental/math/moorepenroseinverse.hpp
include/ql/experimental/math/multidimintegrator.hpp
include/ql/experimental/math/multidimquadrature.hpp
include/ql/experimental/math/numericaldifferentiation.hpp
include/ql/experimental/math/particleswarmoptimization.hpp
include/ql/experimental/math/piecewisefunction.hpp
include/ql/experimental/math/piecewiseintegral.hpp
include/ql/experimental/math/polarstudenttrng.hpp
include/ql/experimental/math/tcopulapolicy.hpp
include/ql/experimental/math/zigguratrng.hpp
include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
include/ql/experimental/mcbasket/all.hpp
include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
include/ql/experimental/mcbasket/mcamericanpathengine.hpp
include/ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp
include/ql/experimental/mcbasket/mcpathbasketengine.hpp
include/ql/experimental/mcbasket/pathmultiassetoption.hpp
include/ql/experimental/mcbasket/pathpayoff.hpp
include/ql/experimental/models/all.hpp
include/ql/experimental/models/hestonslvfdmmodel.hpp
include/ql/experimental/models/hestonslvmcmodel.hpp
include/ql/experimental/models/normalclvmodel.hpp
include/ql/experimental/models/squarerootclvmodel.hpp
include/ql/experimental/processes/all.hpp
include/ql/experimental/processes/extendedblackscholesprocess.hpp
include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
include/ql/experimental/processes/extouwithjumpsprocess.hpp
include/ql/experimental/processes/gemanroncoroniprocess.hpp
include/ql/experimental/processes/hestonslvprocess.hpp
include/ql/experimental/processes/klugeextouprocess.hpp
include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
include/ql/experimental/risk/all.hpp
include/ql/experimental/risk/creditriskplus.hpp
include/ql/experimental/risk/sensitivityanalysis.hpp
include/ql/experimental/shortrate/all.hpp
include/ql/experimental/shortrate/generalizedhullwhite.hpp
include/ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp
include/ql/experimental/swaptions/all.hpp
include/ql/experimental/swaptions/haganirregularswaptionengine.hpp
include/ql/experimental/swaptions/irregularswap.hpp
include/ql/experimental/swaptions/irregularswaption.hpp
include/ql/experimental/termstructures/all.hpp
include/ql/experimental/termstructures/multicurvesensitivities.hpp
include/ql/experimental/variancegamma/all.hpp
include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
include/ql/experimental/variancegamma/fftengine.hpp
include/ql/experimental/variancegamma/fftvanillaengine.hpp
include/ql/experimental/variancegamma/fftvariancegammaengine.hpp
include/ql/experimental/variancegamma/variancegammamodel.hpp
include/ql/experimental/variancegamma/variancegammaprocess.hpp
include/ql/experimental/varianceoption/all.hpp
include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
include/ql/experimental/varianceoption/varianceoption.hpp
include/ql/experimental/volatility/abcdatmvolcurve.hpp
include/ql/experimental/volatility/all.hpp
include/ql/experimental/volatility/blackatmvolcurve.hpp
include/ql/experimental/volatility/blackvolsurface.hpp
include/ql/experimental/volatility/equityfxvolsurface.hpp
include/ql/experimental/volatility/extendedblackvariancecurve.hpp
include/ql/experimental/volatility/extendedblackvariancesurface.hpp
include/ql/experimental/volatility/interestratevolsurface.hpp
include/ql/experimental/volatility/noarbsabr.hpp
include/ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp
include/ql/experimental/volatility/noarbsabrinterpolation.hpp
include/ql/experimental/volatility/noarbsabrsmilesection.hpp
include/ql/experimental/volatility/sabrvolsurface.hpp
include/ql/experimental/volatility/sabrvoltermstructure.hpp
include/ql/experimental/volatility/sviinterpolatedsmilesection.hpp
include/ql/experimental/volatility/sviinterpolation.hpp
include/ql/experimental/volatility/svismilesection.hpp
include/ql/experimental/volatility/swaptionvolcube1a.hpp
include/ql/experimental/volatility/volcube.hpp
include/ql/experimental/volatility/zabr.hpp
include/ql/experimental/volatility/zabrinterpolatedsmilesection.hpp
include/ql/experimental/volatility/zabrinterpolation.hpp
include/ql/experimental/volatility/zabrsmilesection.hpp
include/ql/grid.hpp
include/ql/handle.hpp
include/ql/index.hpp
include/ql/indexes/all.hpp
include/ql/indexes/bmaindex.hpp
include/ql/indexes/ibor/all.hpp
include/ql/indexes/ibor/aonia.hpp
include/ql/indexes/ibor/audlibor.hpp
include/ql/indexes/ibor/bbsw.hpp
include/ql/indexes/ibor/bkbm.hpp
include/ql/indexes/ibor/cadlibor.hpp
include/ql/indexes/ibor/cdor.hpp
include/ql/indexes/ibor/chflibor.hpp
include/ql/indexes/ibor/dkklibor.hpp
include/ql/indexes/ibor/eonia.hpp
include/ql/indexes/ibor/euribor.hpp
include/ql/indexes/ibor/eurlibor.hpp
include/ql/indexes/ibor/fedfunds.hpp
include/ql/indexes/ibor/gbplibor.hpp
include/ql/indexes/ibor/jibar.hpp
include/ql/indexes/ibor/jpylibor.hpp
include/ql/indexes/ibor/libor.hpp
include/ql/indexes/ibor/nzdlibor.hpp
include/ql/indexes/ibor/nzocr.hpp
include/ql/indexes/ibor/seklibor.hpp
include/ql/indexes/ibor/shibor.hpp
include/ql/indexes/ibor/sonia.hpp
include/ql/indexes/ibor/tibor.hpp
include/ql/indexes/ibor/trlibor.hpp
include/ql/indexes/ibor/usdlibor.hpp
include/ql/indexes/ibor/zibor.hpp
include/ql/indexes/iborindex.hpp
include/ql/indexes/indexmanager.hpp
include/ql/indexes/inflation/all.hpp
include/ql/indexes/inflation/aucpi.hpp
include/ql/indexes/inflation/euhicp.hpp
include/ql/indexes/inflation/frhicp.hpp
include/ql/indexes/inflation/ukrpi.hpp
include/ql/indexes/inflation/uscpi.hpp
include/ql/indexes/inflation/zacpi.hpp
include/ql/indexes/inflationindex.hpp
include/ql/indexes/interestrateindex.hpp
include/ql/indexes/region.hpp
include/ql/indexes/swap/all.hpp
include/ql/indexes/swap/chfliborswap.hpp
include/ql/indexes/swap/euriborswap.hpp
include/ql/indexes/swap/eurliborswap.hpp
include/ql/indexes/swap/gbpliborswap.hpp
include/ql/indexes/swap/jpyliborswap.hpp
include/ql/indexes/swap/usdliborswap.hpp
include/ql/indexes/swapindex.hpp
include/ql/instrument.hpp
include/ql/instruments/all.hpp
include/ql/instruments/asianoption.hpp
include/ql/instruments/assetswap.hpp
include/ql/instruments/averagetype.hpp
include/ql/instruments/barrieroption.hpp
include/ql/instruments/barriertype.hpp
include/ql/instruments/basketoption.hpp
include/ql/instruments/bmaswap.hpp
include/ql/instruments/bond.hpp
include/ql/instruments/bonds/all.hpp
include/ql/instruments/bonds/btp.hpp
include/ql/instruments/bonds/cmsratebond.hpp
include/ql/instruments/bonds/cpibond.hpp
include/ql/instruments/bonds/fixedratebond.hpp
include/ql/instruments/bonds/floatingratebond.hpp
include/ql/instruments/bonds/zerocouponbond.hpp
include/ql/instruments/callabilityschedule.hpp
include/ql/instruments/capfloor.hpp
include/ql/instruments/claim.hpp
include/ql/instruments/cliquetoption.hpp
include/ql/instruments/compositeinstrument.hpp
include/ql/instruments/cpicapfloor.hpp
include/ql/instruments/cpiswap.hpp
include/ql/instruments/creditdefaultswap.hpp
include/ql/instruments/dividendbarrieroption.hpp
include/ql/instruments/dividendschedule.hpp
include/ql/instruments/dividendvanillaoption.hpp
include/ql/instruments/europeanoption.hpp
include/ql/instruments/fixedratebondforward.hpp
include/ql/instruments/floatfloatswap.hpp
include/ql/instruments/floatfloatswaption.hpp
include/ql/instruments/forward.hpp
include/ql/instruments/forwardrateagreement.hpp
include/ql/instruments/forwardvanillaoption.hpp
include/ql/instruments/futures.hpp
include/ql/instruments/impliedvolatility.hpp
include/ql/instruments/inflationcapfloor.hpp
include/ql/instruments/lookbackoption.hpp
include/ql/instruments/makecapfloor.hpp
include/ql/instruments/makecds.hpp
include/ql/instruments/makecms.hpp
include/ql/instruments/makeois.hpp
include/ql/instruments/makeswaption.hpp
include/ql/instruments/makevanillaswap.hpp
include/ql/instruments/makeyoyinflationcapfloor.hpp
include/ql/instruments/multiassetoption.hpp
include/ql/instruments/nonstandardswap.hpp
include/ql/instruments/nonstandardswaption.hpp
include/ql/instruments/oneassetoption.hpp
include/ql/instruments/overnightindexedswap.hpp
include/ql/instruments/payoffs.hpp
include/ql/instruments/quantobarrieroption.hpp
include/ql/instruments/quantoforwardvanillaoption.hpp
include/ql/instruments/quantovanillaoption.hpp
include/ql/instruments/stickyratchet.hpp
include/ql/instruments/stock.hpp
include/ql/instruments/swap.hpp
include/ql/instruments/swaption.hpp
include/ql/instruments/vanillaoption.hpp
include/ql/instruments/vanillastorageoption.hpp
include/ql/instruments/vanillaswap.hpp
include/ql/instruments/vanillaswingoption.hpp
include/ql/instruments/varianceswap.hpp
include/ql/instruments/yearonyearinflationswap.hpp
include/ql/instruments/zerocouponinflationswap.hpp
include/ql/interestrate.hpp
include/ql/legacy/all.hpp
include/ql/legacy/libormarketmodels/all.hpp
include/ql/legacy/libormarketmodels/lfmcovarparam.hpp
include/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
include/ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp
include/ql/legacy/libormarketmodels/lfmprocess.hpp
include/ql/legacy/libormarketmodels/lfmswaptionengine.hpp
include/ql/legacy/libormarketmodels/liborforwardmodel.hpp
include/ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp
include/ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp
include/ql/legacy/libormarketmodels/lmcorrmodel.hpp
include/ql/legacy/libormarketmodels/lmexpcorrmodel.hpp
include/ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp
include/ql/legacy/libormarketmodels/lmfixedvolmodel.hpp
include/ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp
include/ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp
include/ql/legacy/libormarketmodels/lmvolmodel.hpp
include/ql/math/abcdmathfunction.hpp
include/ql/math/all.hpp
include/ql/math/array.hpp
include/ql/math/autocovariance.hpp
include/ql/math/bernsteinpolynomial.hpp
include/ql/math/beta.hpp
include/ql/math/bspline.hpp
include/ql/math/comparison.hpp
include/ql/math/copulas/alimikhailhaqcopula.hpp
include/ql/math/copulas/all.hpp
include/ql/math/copulas/claytoncopula.hpp
include/ql/math/copulas/farliegumbelmorgensterncopula.hpp
include/ql/math/copulas/frankcopula.hpp
include/ql/math/copulas/galamboscopula.hpp
include/ql/math/copulas/gaussiancopula.hpp
include/ql/math/copulas/gumbelcopula.hpp
include/ql/math/copulas/huslerreisscopula.hpp
include/ql/math/copulas/independentcopula.hpp
include/ql/math/copulas/marshallolkincopula.hpp
include/ql/math/copulas/maxcopula.hpp
include/ql/math/copulas/mincopula.hpp
include/ql/math/copulas/plackettcopula.hpp
include/ql/math/curve.hpp
include/ql/math/distributions/all.hpp
include/ql/math/distributions/binomialdistribution.hpp
include/ql/math/distributions/bivariatenormaldistribution.hpp
include/ql/math/distributions/bivariatestudenttdistribution.hpp
include/ql/math/distributions/chisquaredistribution.hpp
include/ql/math/distributions/gammadistribution.hpp
include/ql/math/distributions/normaldistribution.hpp
include/ql/math/distributions/poissondistribution.hpp
include/ql/math/distributions/studenttdistribution.hpp
include/ql/math/errorfunction.hpp
include/ql/math/factorial.hpp
include/ql/math/fastfouriertransform.hpp
include/ql/math/functional.hpp
include/ql/math/generallinearleastsquares.hpp
include/ql/math/incompletegamma.hpp
include/ql/math/integrals/all.hpp
include/ql/math/integrals/discreteintegrals.hpp
include/ql/math/integrals/filonintegral.hpp
include/ql/math/integrals/gaussianorthogonalpolynomial.hpp
include/ql/math/integrals/gaussianquadratures.hpp
include/ql/math/integrals/gausslobattointegral.hpp
include/ql/math/integrals/integral.hpp
include/ql/math/integrals/kronrodintegral.hpp
include/ql/math/integrals/segmentintegral.hpp
include/ql/math/integrals/simpsonintegral.hpp
include/ql/math/integrals/trapezoidintegral.hpp
include/ql/math/integrals/twodimensionalintegral.hpp
include/ql/math/interpolation.hpp
include/ql/math/interpolations/abcdinterpolation.hpp
include/ql/math/interpolations/all.hpp
include/ql/math/interpolations/backwardflatinterpolation.hpp
include/ql/math/interpolations/backwardflatlinearinterpolation.hpp
include/ql/math/interpolations/bicubicsplineinterpolation.hpp
include/ql/math/interpolations/bilinearinterpolation.hpp
include/ql/math/interpolations/convexmonotoneinterpolation.hpp
include/ql/math/interpolations/cubicinterpolation.hpp
include/ql/math/interpolations/extrapolation.hpp
include/ql/math/interpolations/flatextrapolation2d.hpp
include/ql/math/interpolations/forwardflatinterpolation.hpp
include/ql/math/interpolations/interpolation2d.hpp
include/ql/math/interpolations/kernelinterpolation.hpp
include/ql/math/interpolations/kernelinterpolation2d.hpp
include/ql/math/interpolations/lagrangeinterpolation.hpp
include/ql/math/interpolations/linearinterpolation.hpp
include/ql/math/interpolations/loginterpolation.hpp
include/ql/math/interpolations/mixedinterpolation.hpp
include/ql/math/interpolations/multicubicspline.hpp
include/ql/math/interpolations/sabrinterpolation.hpp
include/ql/math/interpolations/xabrinterpolation.hpp
include/ql/math/kernelfunctions.hpp
include/ql/math/lexicographicalview.hpp
include/ql/math/linearleastsquaresregression.hpp
include/ql/math/matrix.hpp
include/ql/math/matrixutilities/all.hpp
include/ql/math/matrixutilities/basisincompleteordered.hpp
include/ql/math/matrixutilities/bicgstab.hpp
include/ql/math/matrixutilities/choleskydecomposition.hpp
include/ql/math/matrixutilities/factorreduction.hpp
include/ql/math/matrixutilities/getcovariance.hpp
include/ql/math/matrixutilities/gmres.hpp
include/ql/math/matrixutilities/pseudosqrt.hpp
include/ql/math/matrixutilities/qrdecomposition.hpp
include/ql/math/matrixutilities/sparseilupreconditioner.hpp
include/ql/math/matrixutilities/sparsematrix.hpp
include/ql/math/matrixutilities/svd.hpp
include/ql/math/matrixutilities/symmetricschurdecomposition.hpp
include/ql/math/matrixutilities/tapcorrelations.hpp
include/ql/math/matrixutilities/tqreigendecomposition.hpp
include/ql/math/modifiedbessel.hpp
include/ql/math/ode/adaptiverungekutta.hpp
include/ql/math/ode/all.hpp
include/ql/math/optimization/all.hpp
include/ql/math/optimization/armijo.hpp
include/ql/math/optimization/bfgs.hpp
include/ql/math/optimization/conjugategradient.hpp
include/ql/math/optimization/constraint.hpp
include/ql/math/optimization/costfunction.hpp
include/ql/math/optimization/differentialevolution.hpp
include/ql/math/optimization/endcriteria.hpp
include/ql/math/optimization/goldstein.hpp
include/ql/math/optimization/leastsquare.hpp
include/ql/math/optimization/levenbergmarquardt.hpp
include/ql/math/optimization/linesearch.hpp
include/ql/math/optimization/linesearchbasedmethod.hpp
include/ql/math/optimization/lmdif.hpp
include/ql/math/optimization/method.hpp
include/ql/math/optimization/problem.hpp
include/ql/math/optimization/projectedconstraint.hpp
include/ql/math/optimization/projectedcostfunction.hpp
include/ql/math/optimization/projection.hpp
include/ql/math/optimization/simplex.hpp
include/ql/math/optimization/simulatedannealing.hpp
include/ql/math/optimization/spherecylinder.hpp
include/ql/math/optimization/steepestdescent.hpp
include/ql/math/pascaltriangle.hpp
include/ql/math/polynomialmathfunction.hpp
include/ql/math/primenumbers.hpp
include/ql/math/quadratic.hpp
include/ql/math/randomnumbers/all.hpp
include/ql/math/randomnumbers/boxmullergaussianrng.hpp
include/ql/math/randomnumbers/centrallimitgaussianrng.hpp
include/ql/math/randomnumbers/faurersg.hpp
include/ql/math/randomnumbers/haltonrsg.hpp
include/ql/math/randomnumbers/inversecumulativerng.hpp
include/ql/math/randomnumbers/inversecumulativersg.hpp
include/ql/math/randomnumbers/knuthuniformrng.hpp
include/ql/math/randomnumbers/latticersg.hpp
include/ql/math/randomnumbers/latticerules.hpp
include/ql/math/randomnumbers/lecuyeruniformrng.hpp
include/ql/math/randomnumbers/mt19937uniformrng.hpp
include/ql/math/randomnumbers/primitivepolynomials.hpp
include/ql/math/randomnumbers/randomizedlds.hpp
include/ql/math/randomnumbers/randomsequencegenerator.hpp
include/ql/math/randomnumbers/ranluxuniformrng.hpp
include/ql/math/randomnumbers/rngtraits.hpp
include/ql/math/randomnumbers/seedgenerator.hpp
include/ql/math/randomnumbers/sobolbrownianbridgersg.hpp
include/ql/math/randomnumbers/sobolrsg.hpp
include/ql/math/randomnumbers/stochasticcollocationinvcdf.hpp
include/ql/math/richardsonextrapolation.hpp
include/ql/math/rounding.hpp
include/ql/math/sampledcurve.hpp
include/ql/math/solver1d.hpp
include/ql/math/solvers1d/all.hpp
include/ql/math/solvers1d/bisection.hpp
include/ql/math/solvers1d/brent.hpp
include/ql/math/solvers1d/falseposition.hpp
include/ql/math/solvers1d/finitedifferencenewtonsafe.hpp
include/ql/math/solvers1d/newton.hpp
include/ql/math/solvers1d/newtonsafe.hpp
include/ql/math/solvers1d/ridder.hpp
include/ql/math/solvers1d/secant.hpp
include/ql/math/statistics/all.hpp
include/ql/math/statistics/convergencestatistics.hpp
include/ql/math/statistics/discrepancystatistics.hpp
include/ql/math/statistics/gaussianstatistics.hpp
include/ql/math/statistics/generalstatistics.hpp
include/ql/math/statistics/histogram.hpp
include/ql/math/statistics/incrementalstatistics.hpp
include/ql/math/statistics/riskstatistics.hpp
include/ql/math/statistics/sequencestatistics.hpp
include/ql/math/statistics/statistics.hpp
include/ql/math/transformedgrid.hpp
include/ql/mathconstants.hpp
include/ql/methods/all.hpp
include/ql/methods/finitedifferences/all.hpp
include/ql/methods/finitedifferences/americancondition.hpp
include/ql/methods/finitedifferences/boundarycondition.hpp
include/ql/methods/finitedifferences/bsmoperator.hpp
include/ql/methods/finitedifferences/bsmtermoperator.hpp
include/ql/methods/finitedifferences/cranknicolson.hpp
include/ql/methods/finitedifferences/dminus.hpp
include/ql/methods/finitedifferences/dplus.hpp
include/ql/methods/finitedifferences/dplusdminus.hpp
include/ql/methods/finitedifferences/dzero.hpp
include/ql/methods/finitedifferences/expliciteuler.hpp
include/ql/methods/finitedifferences/fdtypedefs.hpp
include/ql/methods/finitedifferences/finitedifferencemodel.hpp
include/ql/methods/finitedifferences/impliciteuler.hpp
include/ql/methods/finitedifferences/meshers/all.hpp
include/ql/methods/finitedifferences/meshers/concentrating1dmesher.hpp
include/ql/methods/finitedifferences/meshers/exponentialjump1dmesher.hpp
include/ql/methods/finitedifferences/meshers/fdm1dmesher.hpp
include/ql/methods/finitedifferences/meshers/fdmblackscholesmesher.hpp
include/ql/methods/finitedifferences/meshers/fdmblackscholesmultistrikemesher.hpp
include/ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp
include/ql/methods/finitedifferences/meshers/fdmmesher.hpp
include/ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp
include/ql/methods/finitedifferences/meshers/fdmsimpleprocess1dmesher.hpp
include/ql/methods/finitedifferences/meshers/predefined1dmesher.hpp
include/ql/methods/finitedifferences/meshers/uniform1dmesher.hpp
include/ql/methods/finitedifferences/meshers/uniformgridmesher.hpp
include/ql/methods/finitedifferences/mixedscheme.hpp
include/ql/methods/finitedifferences/onefactoroperator.hpp
include/ql/methods/finitedifferences/operatorfactory.hpp
include/ql/methods/finitedifferences/operators/all.hpp
include/ql/methods/finitedifferences/operators/fdm2dblackscholesop.hpp
include/ql/methods/finitedifferences/operators/fdmbatesop.hpp
include/ql/methods/finitedifferences/operators/fdmblackscholesop.hpp
include/ql/methods/finitedifferences/operators/fdmg2op.hpp
include/ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp
include/ql/methods/finitedifferences/operators/fdmhestonop.hpp
include/ql/methods/finitedifferences/operators/fdmhullwhiteop.hpp
include/ql/methods/finitedifferences/operators/fdmlinearop.hpp
include/ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp
include/ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp
include/ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp
include/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp
include/ql/methods/finitedifferences/operators/firstderivativeop.hpp
include/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
include/ql/methods/finitedifferences/operators/secondderivativeop.hpp
include/ql/methods/finitedifferences/operators/secondordermixedderivativeop.hpp
include/ql/methods/finitedifferences/operators/triplebandlinearop.hpp
include/ql/methods/finitedifferences/operatortraits.hpp
include/ql/methods/finitedifferences/parallelevolver.hpp
include/ql/methods/finitedifferences/pde.hpp
include/ql/methods/finitedifferences/pdebsm.hpp
include/ql/methods/finitedifferences/pdeshortrate.hpp
include/ql/methods/finitedifferences/schemes/all.hpp
include/ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp
include/ql/methods/finitedifferences/schemes/craigsneydscheme.hpp
include/ql/methods/finitedifferences/schemes/douglasscheme.hpp
include/ql/methods/finitedifferences/schemes/expliciteulerscheme.hpp
include/ql/methods/finitedifferences/schemes/hundsdorferscheme.hpp
include/ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp
include/ql/methods/finitedifferences/schemes/modifiedcraigsneydscheme.hpp
include/ql/methods/finitedifferences/shoutcondition.hpp
include/ql/methods/finitedifferences/solvers/all.hpp
include/ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp
include/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp
include/ql/methods/finitedifferences/solvers/fdm2dimsolver.hpp
include/ql/methods/finitedifferences/solvers/fdm3dimsolver.hpp
include/ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp
include/ql/methods/finitedifferences/solvers/fdmbatessolver.hpp
include/ql/methods/finitedifferences/solvers/fdmblackscholessolver.hpp
include/ql/methods/finitedifferences/solvers/fdmg2solver.hpp
include/ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp
include/ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp
include/ql/methods/finitedifferences/solvers/fdmhullwhitesolver.hpp
include/ql/methods/finitedifferences/solvers/fdmndimsolver.hpp
include/ql/methods/finitedifferences/solvers/fdmsimple2dbssolver.hpp
include/ql/methods/finitedifferences/solvers/fdmsolverdesc.hpp
include/ql/methods/finitedifferences/stepcondition.hpp
include/ql/methods/finitedifferences/stepconditions/all.hpp
include/ql/methods/finitedifferences/stepconditions/fdmamericanstepcondition.hpp
include/ql/methods/finitedifferences/stepconditions/fdmarithmeticaveragecondition.hpp
include/ql/methods/finitedifferences/stepconditions/fdmbermudanstepcondition.hpp
include/ql/methods/finitedifferences/stepconditions/fdmsimplestoragecondition.hpp
include/ql/methods/finitedifferences/stepconditions/fdmsimpleswingcondition.hpp
include/ql/methods/finitedifferences/stepconditions/fdmsnapshotcondition.hpp
include/ql/methods/finitedifferences/stepconditions/fdmstepconditioncomposite.hpp
include/ql/methods/finitedifferences/trbdf2.hpp
include/ql/methods/finitedifferences/tridiagonaloperator.hpp
include/ql/methods/finitedifferences/utilities/all.hpp
include/ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp
include/ql/methods/finitedifferences/utilities/fdmaffinemodeltermstructure.hpp
include/ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp
include/ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp
include/ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp
include/ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp
include/ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp
include/ql/methods/finitedifferences/utilities/fdmmesherintegral.hpp
include/ql/methods/finitedifferences/utilities/fdmquantohelper.hpp
include/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp
include/ql/methods/finitedifferences/zerocondition.hpp
include/ql/methods/lattices/all.hpp
include/ql/methods/lattices/binomialtree.hpp
include/ql/methods/lattices/bsmlattice.hpp
include/ql/methods/lattices/lattice.hpp
include/ql/methods/lattices/lattice1d.hpp
include/ql/methods/lattices/lattice2d.hpp
include/ql/methods/lattices/tree.hpp
include/ql/methods/lattices/trinomialtree.hpp
include/ql/methods/montecarlo/all.hpp
include/ql/methods/montecarlo/brownianbridge.hpp
include/ql/methods/montecarlo/earlyexercisepathpricer.hpp
include/ql/methods/montecarlo/exercisestrategy.hpp
include/ql/methods/montecarlo/genericlsregression.hpp
include/ql/methods/montecarlo/longstaffschwartzpathpricer.hpp
include/ql/methods/montecarlo/lsmbasissystem.hpp
include/ql/methods/montecarlo/mctraits.hpp
include/ql/methods/montecarlo/montecarlomodel.hpp
include/ql/methods/montecarlo/multipath.hpp
include/ql/methods/montecarlo/multipathgenerator.hpp
include/ql/methods/montecarlo/nodedata.hpp
include/ql/methods/montecarlo/parametricexercise.hpp
include/ql/methods/montecarlo/path.hpp
include/ql/methods/montecarlo/pathgenerator.hpp
include/ql/methods/montecarlo/pathpricer.hpp
include/ql/methods/montecarlo/sample.hpp
include/ql/models/all.hpp
include/ql/models/calibrationhelper.hpp
include/ql/models/equity/all.hpp
include/ql/models/equity/batesmodel.hpp
include/ql/models/equity/gjrgarchmodel.hpp
include/ql/models/equity/hestonmodel.hpp
include/ql/models/equity/hestonmodelhelper.hpp
include/ql/models/equity/piecewisetimedependenthestonmodel.hpp
include/ql/models/marketmodels/accountingengine.hpp
include/ql/models/marketmodels/all.hpp
include/ql/models/marketmodels/browniangenerator.hpp
include/ql/models/marketmodels/browniangenerators/all.hpp
include/ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp
include/ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp
include/ql/models/marketmodels/callability/all.hpp
include/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp
include/ql/models/marketmodels/callability/collectnodedata.hpp
include/ql/models/marketmodels/callability/exercisevalue.hpp
include/ql/models/marketmodels/callability/lsstrategy.hpp
include/ql/models/marketmodels/callability/marketmodelbasissystem.hpp
include/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp
include/ql/models/marketmodels/callability/nodedataprovider.hpp
include/ql/models/marketmodels/callability/nothingexercisevalue.hpp
include/ql/models/marketmodels/callability/parametricexerciseadapter.hpp
include/ql/models/marketmodels/callability/swapbasissystem.hpp
include/ql/models/marketmodels/callability/swapforwardbasissystem.hpp
include/ql/models/marketmodels/callability/swapratetrigger.hpp
include/ql/models/marketmodels/callability/triggeredswapexercise.hpp
include/ql/models/marketmodels/callability/upperboundengine.hpp
include/ql/models/marketmodels/constrainedevolver.hpp
include/ql/models/marketmodels/correlations/all.hpp
include/ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp
include/ql/models/marketmodels/correlations/expcorrelations.hpp
include/ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp
include/ql/models/marketmodels/curvestate.hpp
include/ql/models/marketmodels/curvestates/all.hpp
include/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp
include/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp
include/ql/models/marketmodels/curvestates/lmmcurvestate.hpp
include/ql/models/marketmodels/discounter.hpp
include/ql/models/marketmodels/driftcomputation/all.hpp
include/ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp
include/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp
include/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp
include/ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp
include/ql/models/marketmodels/duffsdeviceinnerproduct.hpp
include/ql/models/marketmodels/evolutiondescription.hpp
include/ql/models/marketmodels/evolver.hpp
include/ql/models/marketmodels/evolvers/all.hpp
include/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
include/ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp
include/ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp
include/ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp
include/ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp
include/ql/models/marketmodels/evolvers/lognormalfwdrateiballand.hpp
include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp
include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp
include/ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp
include/ql/models/marketmodels/evolvers/normalfwdratepc.hpp
include/ql/models/marketmodels/evolvers/svddfwdratepc.hpp
include/ql/models/marketmodels/evolvers/volprocesses/all.hpp
include/ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.hpp
include/ql/models/marketmodels/forwardforwardmappings.hpp
include/ql/models/marketmodels/historicalforwardratesanalysis.hpp
include/ql/models/marketmodels/historicalratesanalysis.hpp
include/ql/models/marketmodels/marketmodel.hpp
include/ql/models/marketmodels/marketmodeldifferences.hpp
include/ql/models/marketmodels/models/abcdvol.hpp
include/ql/models/marketmodels/models/all.hpp
include/ql/models/marketmodels/models/alphafinder.hpp
include/ql/models/marketmodels/models/alphaform.hpp
include/ql/models/marketmodels/models/alphaformconcrete.hpp
include/ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp
include/ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp
include/ql/models/marketmodels/models/capletcoterminalperiodic.hpp
include/ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp
include/ql/models/marketmodels/models/cotswaptofwdadapter.hpp
include/ql/models/marketmodels/models/ctsmmcapletcalibration.hpp
include/ql/models/marketmodels/models/flatvol.hpp
include/ql/models/marketmodels/models/fwdperiodadapter.hpp
include/ql/models/marketmodels/models/fwdtocotswapadapter.hpp
include/ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp
include/ql/models/marketmodels/models/piecewiseconstantvariance.hpp
include/ql/models/marketmodels/models/pseudorootfacade.hpp
include/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp
include/ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp
include/ql/models/marketmodels/multiproduct.hpp
include/ql/models/marketmodels/pathwiseaccountingengine.hpp
include/ql/models/marketmodels/pathwisediscounter.hpp
include/ql/models/marketmodels/pathwisegreeks/all.hpp
include/ql/models/marketmodels/pathwisegreeks/bumpinstrumentjacobian.hpp
include/ql/models/marketmodels/pathwisegreeks/ratepseudorootjacobian.hpp
include/ql/models/marketmodels/pathwisegreeks/swaptionpseudojacobian.hpp
include/ql/models/marketmodels/pathwisegreeks/vegabumpcluster.hpp
include/ql/models/marketmodels/pathwisemultiproduct.hpp
include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp
include/ql/models/marketmodels/products/all.hpp
include/ql/models/marketmodels/products/compositeproduct.hpp
include/ql/models/marketmodels/products/multiproductcomposite.hpp
include/ql/models/marketmodels/products/multiproductmultistep.hpp
include/ql/models/marketmodels/products/multiproductonestep.hpp
include/ql/models/marketmodels/products/multistep/all.hpp
include/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp
include/ql/models/marketmodels/products/multistep/cashrebate.hpp
include/ql/models/marketmodels/products/multistep/exerciseadapter.hpp
include/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp
include/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp
include/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp
include/ql/models/marketmodels/products/multistep/multistepforwards.hpp
include/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp
include/ql/models/marketmodels/products/multistep/multistepnothing.hpp
include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp
include/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp
include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp
include/ql/models/marketmodels/products/multistep/multistepratchet.hpp
include/ql/models/marketmodels/products/multistep/multistepswap.hpp
include/ql/models/marketmodels/products/multistep/multistepswaption.hpp
include/ql/models/marketmodels/products/multistep/multisteptarn.hpp
include/ql/models/marketmodels/products/onestep/all.hpp
include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
include/ql/models/marketmodels/products/onestep/onestepforwards.hpp
include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
include/ql/models/marketmodels/products/pathwise/all.hpp
include/ql/models/marketmodels/products/pathwise/pathwiseproductcallspecified.hpp
include/ql/models/marketmodels/products/pathwise/pathwiseproductcaplet.hpp
include/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp
include/ql/models/marketmodels/products/pathwise/pathwiseproductinversefloater.hpp
include/ql/models/marketmodels/products/pathwise/pathwiseproductswap.hpp
include/ql/models/marketmodels/products/pathwise/pathwiseproductswaption.hpp
include/ql/models/marketmodels/products/singleproductcomposite.hpp
include/ql/models/marketmodels/proxygreekengine.hpp
include/ql/models/marketmodels/swapforwardmappings.hpp
include/ql/models/marketmodels/utilities.hpp
include/ql/models/model.hpp
include/ql/models/parameter.hpp
include/ql/models/shortrate/all.hpp
include/ql/models/shortrate/calibrationhelpers/all.hpp
include/ql/models/shortrate/calibrationhelpers/caphelper.hpp
include/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp
include/ql/models/shortrate/onefactormodel.hpp
include/ql/models/shortrate/onefactormodels/all.hpp
include/ql/models/shortrate/onefactormodels/blackkarasinski.hpp
include/ql/models/shortrate/onefactormodels/coxingersollross.hpp
include/ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp
include/ql/models/shortrate/onefactormodels/gaussian1dmodel.hpp
include/ql/models/shortrate/onefactormodels/gsr.hpp
include/ql/models/shortrate/onefactormodels/hullwhite.hpp
include/ql/models/shortrate/onefactormodels/markovfunctional.hpp
include/ql/models/shortrate/onefactormodels/vasicek.hpp
include/ql/models/shortrate/twofactormodel.hpp
include/ql/models/shortrate/twofactormodels/all.hpp
include/ql/models/shortrate/twofactormodels/g2.hpp
include/ql/models/volatility/all.hpp
include/ql/models/volatility/constantestimator.hpp
include/ql/models/volatility/garch.hpp
include/ql/models/volatility/garmanklass.hpp
include/ql/models/volatility/simplelocalestimator.hpp
include/ql/money.hpp
include/ql/numericalmethod.hpp
include/ql/option.hpp
include/ql/patterns/all.hpp
include/ql/patterns/composite.hpp
include/ql/patterns/curiouslyrecurring.hpp
include/ql/patterns/lazyobject.hpp
include/ql/patterns/observable.hpp
include/ql/patterns/singleton.hpp
include/ql/patterns/visitor.hpp
include/ql/payoff.hpp
include/ql/position.hpp
include/ql/prices.hpp
include/ql/pricingengine.hpp
include/ql/pricingengines/all.hpp
include/ql/pricingengines/americanpayoffatexpiry.hpp
include/ql/pricingengines/americanpayoffathit.hpp
include/ql/pricingengines/asian/all.hpp
include/ql/pricingengines/asian/analytic_cont_geom_av_price.hpp
include/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp
include/ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp
include/ql/pricingengines/asian/fdblackscholesasianengine.hpp
include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp
include/ql/pricingengines/asian/mc_discr_arith_av_strike.hpp
include/ql/pricingengines/asian/mc_discr_geom_av_price.hpp
include/ql/pricingengines/asian/mcdiscreteasianengine.hpp
include/ql/pricingengines/barrier/all.hpp
include/ql/pricingengines/barrier/analyticbarrierengine.hpp
include/ql/pricingengines/barrier/analyticbinarybarrierengine.hpp
include/ql/pricingengines/barrier/binomialbarrierengine.hpp
include/ql/pricingengines/barrier/discretizedbarrieroption.hpp
include/ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp
include/ql/pricingengines/barrier/fdblackscholesrebateengine.hpp
include/ql/pricingengines/barrier/fdhestonbarrierengine.hpp
include/ql/pricingengines/barrier/fdhestonrebateengine.hpp
include/ql/pricingengines/barrier/mcbarrierengine.hpp
include/ql/pricingengines/basket/all.hpp
include/ql/pricingengines/basket/fd2dblackscholesvanillaengine.hpp
include/ql/pricingengines/basket/kirkengine.hpp
include/ql/pricingengines/basket/mcamericanbasketengine.hpp
include/ql/pricingengines/basket/mceuropeanbasketengine.hpp
include/ql/pricingengines/basket/stulzengine.hpp
include/ql/pricingengines/blackcalculator.hpp
include/ql/pricingengines/blackformula.hpp
include/ql/pricingengines/blackscholescalculator.hpp
include/ql/pricingengines/bond/all.hpp
include/ql/pricingengines/bond/bondfunctions.hpp
include/ql/pricingengines/bond/discountingbondengine.hpp
include/ql/pricingengines/capfloor/all.hpp
include/ql/pricingengines/capfloor/analyticcapfloorengine.hpp
include/ql/pricingengines/capfloor/bacheliercapfloorengine.hpp
include/ql/pricingengines/capfloor/blackcapfloorengine.hpp
include/ql/pricingengines/capfloor/discretizedcapfloor.hpp
include/ql/pricingengines/capfloor/gaussian1dcapfloorengine.hpp
include/ql/pricingengines/capfloor/mchullwhiteengine.hpp
include/ql/pricingengines/capfloor/treecapfloorengine.hpp
include/ql/pricingengines/cliquet/all.hpp
include/ql/pricingengines/cliquet/analyticcliquetengine.hpp
include/ql/pricingengines/cliquet/analyticperformanceengine.hpp
include/ql/pricingengines/cliquet/mcperformanceengine.hpp
include/ql/pricingengines/credit/all.hpp
include/ql/pricingengines/credit/integralcdsengine.hpp
include/ql/pricingengines/credit/isdacdsengine.hpp
include/ql/pricingengines/credit/midpointcdsengine.hpp
include/ql/pricingengines/forward/all.hpp
include/ql/pricingengines/forward/forwardengine.hpp
include/ql/pricingengines/forward/forwardperformanceengine.hpp
include/ql/pricingengines/forward/mcvarianceswapengine.hpp
include/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
include/ql/pricingengines/genericmodelengine.hpp
include/ql/pricingengines/greeks.hpp
include/ql/pricingengines/inflation/all.hpp
include/ql/pricingengines/inflation/inflationcapfloorengines.hpp
include/ql/pricingengines/latticeshortratemodelengine.hpp
include/ql/pricingengines/lookback/all.hpp
include/ql/pricingengines/lookback/analyticcontinuousfixedlookback.hpp
include/ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp
include/ql/pricingengines/lookback/analyticcontinuouspartialfixedlookback.hpp
include/ql/pricingengines/lookback/analyticcontinuouspartialfloatinglookback.hpp
include/ql/pricingengines/mclongstaffschwartzengine.hpp
include/ql/pricingengines/mcsimulation.hpp
include/ql/pricingengines/quanto/all.hpp
include/ql/pricingengines/quanto/quantoengine.hpp
include/ql/pricingengines/swap/all.hpp
include/ql/pricingengines/swap/cvaswapengine.hpp
include/ql/pricingengines/swap/discountingswapengine.hpp
include/ql/pricingengines/swap/discretizedswap.hpp
include/ql/pricingengines/swap/treeswapengine.hpp
include/ql/pricingengines/swaption/all.hpp
include/ql/pricingengines/swaption/basketgeneratingengine.hpp
include/ql/pricingengines/swaption/blackswaptionengine.hpp
include/ql/pricingengines/swaption/discretizedswaption.hpp
include/ql/pricingengines/swaption/fdg2swaptionengine.hpp
include/ql/pricingengines/swaption/fdhullwhiteswaptionengine.hpp
include/ql/pricingengines/swaption/g2swaptionengine.hpp
include/ql/pricingengines/swaption/gaussian1dfloatfloatswaptionengine.hpp
include/ql/pricingengines/swaption/gaussian1djamshidianswaptionengine.hpp
include/ql/pricingengines/swaption/gaussian1dnonstandardswaptionengine.hpp
include/ql/pricingengines/swaption/gaussian1dswaptionengine.hpp
include/ql/pricingengines/swaption/jamshidianswaptionengine.hpp
include/ql/pricingengines/swaption/treeswaptionengine.hpp
include/ql/pricingengines/vanilla/all.hpp
include/ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp
include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
include/ql/pricingengines/vanilla/analytich1hwengine.hpp
include/ql/pricingengines/vanilla/analytichestonengine.hpp
include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
include/ql/pricingengines/vanilla/analyticptdhestonengine.hpp
include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
include/ql/pricingengines/vanilla/batesengine.hpp
include/ql/pricingengines/vanilla/binomialengine.hpp
include/ql/pricingengines/vanilla/bjerksundstenslandengine.hpp
include/ql/pricingengines/vanilla/coshestonengine.hpp
include/ql/pricingengines/vanilla/discretizedvanillaoption.hpp
include/ql/pricingengines/vanilla/fdamericanengine.hpp
include/ql/pricingengines/vanilla/fdbatesvanillaengine.hpp
include/ql/pricingengines/vanilla/fdbermudanengine.hpp
include/ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp
include/ql/pricingengines/vanilla/fdconditions.hpp
include/ql/pricingengines/vanilla/fddividendamericanengine.hpp
include/ql/pricingengines/vanilla/fddividendengine.hpp
include/ql/pricingengines/vanilla/fddividendeuropeanengine.hpp
include/ql/pricingengines/vanilla/fddividendshoutengine.hpp
include/ql/pricingengines/vanilla/fdeuropeanengine.hpp
include/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp
include/ql/pricingengines/vanilla/fdhestonvanillaengine.hpp
include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp
include/ql/pricingengines/vanilla/fdshoutengine.hpp
include/ql/pricingengines/vanilla/fdsimplebsswingengine.hpp
include/ql/pricingengines/vanilla/fdstepconditionengine.hpp
include/ql/pricingengines/vanilla/fdvanillaengine.hpp
include/ql/pricingengines/vanilla/hestonexpansionengine.hpp
include/ql/pricingengines/vanilla/integralengine.hpp
include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp
include/ql/pricingengines/vanilla/juquadraticengine.hpp
include/ql/pricingengines/vanilla/mcamericanengine.hpp
include/ql/pricingengines/vanilla/mcdigitalengine.hpp
include/ql/pricingengines/vanilla/mceuropeanengine.hpp
include/ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp
include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp
include/ql/pricingengines/vanilla/mcvanillaengine.hpp
include/ql/processes/all.hpp
include/ql/processes/batesprocess.hpp
include/ql/processes/blackscholesprocess.hpp
include/ql/processes/endeulerdiscretization.hpp
include/ql/processes/eulerdiscretization.hpp
include/ql/processes/forwardmeasureprocess.hpp
include/ql/processes/g2process.hpp
include/ql/processes/geometricbrownianprocess.hpp
include/ql/processes/gjrgarchprocess.hpp
include/ql/processes/gsrprocess.hpp
include/ql/processes/gsrprocesscore.hpp
include/ql/processes/hestonprocess.hpp
include/ql/processes/hullwhiteprocess.hpp
include/ql/processes/hybridhestonhullwhiteprocess.hpp
include/ql/processes/jointstochasticprocess.hpp
include/ql/processes/merton76process.hpp
include/ql/processes/mfstateprocess.hpp
include/ql/processes/ornsteinuhlenbeckprocess.hpp
include/ql/processes/squarerootprocess.hpp
include/ql/processes/stochasticprocessarray.hpp
include/ql/qldefines.hpp
include/ql/quantlib.hpp
include/ql/quote.hpp
include/ql/quotes/all.hpp
include/ql/quotes/compositequote.hpp
include/ql/quotes/derivedquote.hpp
include/ql/quotes/eurodollarfuturesquote.hpp
include/ql/quotes/forwardswapquote.hpp
include/ql/quotes/forwardvaluequote.hpp
include/ql/quotes/futuresconvadjustmentquote.hpp
include/ql/quotes/impliedstddevquote.hpp
include/ql/quotes/lastfixingquote.hpp
include/ql/quotes/simplequote.hpp
include/ql/rebatedexercise.hpp
include/ql/settings.hpp
include/ql/stochasticprocess.hpp
include/ql/termstructure.hpp
include/ql/termstructures/all.hpp
include/ql/termstructures/bootstraperror.hpp
include/ql/termstructures/bootstraphelper.hpp
include/ql/termstructures/credit/all.hpp
include/ql/termstructures/credit/defaultdensitystructure.hpp
include/ql/termstructures/credit/defaultprobabilityhelpers.hpp
include/ql/termstructures/credit/flathazardrate.hpp
include/ql/termstructures/credit/hazardratestructure.hpp
include/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
include/ql/termstructures/credit/interpolatedhazardratecurve.hpp
include/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
include/ql/termstructures/credit/piecewisedefaultcurve.hpp
include/ql/termstructures/credit/probabilitytraits.hpp
include/ql/termstructures/credit/survivalprobabilitystructure.hpp
include/ql/termstructures/defaulttermstructure.hpp
include/ql/termstructures/inflation/all.hpp
include/ql/termstructures/inflation/inflationhelpers.hpp
include/ql/termstructures/inflation/inflationtraits.hpp
include/ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp
include/ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp
include/ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp
include/ql/termstructures/inflation/piecewisezeroinflationcurve.hpp
include/ql/termstructures/inflation/seasonality.hpp
include/ql/termstructures/inflationtermstructure.hpp
include/ql/termstructures/interpolatedcurve.hpp
include/ql/termstructures/iterativebootstrap.hpp
include/ql/termstructures/localbootstrap.hpp
include/ql/termstructures/volatility/abcd.hpp
include/ql/termstructures/volatility/abcdcalibration.hpp
include/ql/termstructures/volatility/all.hpp
include/ql/termstructures/volatility/atmadjustedsmilesection.hpp
include/ql/termstructures/volatility/atmsmilesection.hpp
include/ql/termstructures/volatility/capfloor/all.hpp
include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp
include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp
include/ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp
include/ql/termstructures/volatility/equityfx/all.hpp
include/ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp
include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityadapter.hpp
include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp
include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
include/ql/termstructures/volatility/equityfx/blackvariancesurface.hpp
include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp
include/ql/termstructures/volatility/equityfx/fixedlocalvolsurface.hpp
include/ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.hpp
include/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp
include/ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp
include/ql/termstructures/volatility/equityfx/localconstantvol.hpp
include/ql/termstructures/volatility/equityfx/localvolcurve.hpp
include/ql/termstructures/volatility/equityfx/localvolsurface.hpp
include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp
include/ql/termstructures/volatility/equityfx/noexceptlocalvolsurface.hpp
include/ql/termstructures/volatility/flatsmilesection.hpp
include/ql/termstructures/volatility/gaussian1dsmilesection.hpp
include/ql/termstructures/volatility/inflation/all.hpp
include/ql/termstructures/volatility/inflation/constantcpivolatility.hpp
include/ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp
include/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
include/ql/termstructures/volatility/interpolatedsmilesection.hpp
include/ql/termstructures/volatility/kahalesmilesection.hpp
include/ql/termstructures/volatility/optionlet/all.hpp
include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
include/ql/termstructures/volatility/optionlet/constantoptionletvol.hpp
include/ql/termstructures/volatility/optionlet/optionletstripper.hpp
include/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp
include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
include/ql/termstructures/volatility/optionlet/strippedoptionlet.hpp
include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
include/ql/termstructures/volatility/sabr.hpp
include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
include/ql/termstructures/volatility/sabrsmilesection.hpp
include/ql/termstructures/volatility/smilesection.hpp
include/ql/termstructures/volatility/smilesectionutils.hpp
include/ql/termstructures/volatility/spreadedsmilesection.hpp
include/ql/termstructures/volatility/swaption/all.hpp
include/ql/termstructures/volatility/swaption/cmsmarket.hpp
include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
include/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
include/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp
include/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
include/ql/termstructures/volatility/swaption/swaptionvolcube.hpp
include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
include/ql/termstructures/volatility/swaption/swaptionvolcube2.hpp
include/ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp
include/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp
include/ql/termstructures/volatility/volatilitytype.hpp
include/ql/termstructures/voltermstructure.hpp
include/ql/termstructures/yield/all.hpp
include/ql/termstructures/yield/bondhelpers.hpp
include/ql/termstructures/yield/bootstraptraits.hpp
include/ql/termstructures/yield/compositezeroyieldstructure.hpp
include/ql/termstructures/yield/discountcurve.hpp
include/ql/termstructures/yield/drifttermstructure.hpp
include/ql/termstructures/yield/fittedbonddiscountcurve.hpp
include/ql/termstructures/yield/flatforward.hpp
include/ql/termstructures/yield/forwardcurve.hpp
include/ql/termstructures/yield/forwardspreadedtermstructure.hpp
include/ql/termstructures/yield/forwardstructure.hpp
include/ql/termstructures/yield/impliedtermstructure.hpp
include/ql/termstructures/yield/nonlinearfittingmethods.hpp
include/ql/termstructures/yield/oisratehelper.hpp
include/ql/termstructures/yield/piecewiseyieldcurve.hpp
include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
include/ql/termstructures/yield/quantotermstructure.hpp
include/ql/termstructures/yield/ratehelpers.hpp
include/ql/termstructures/yield/zerocurve.hpp
include/ql/termstructures/yield/zerospreadedtermstructure.hpp
include/ql/termstructures/yield/zeroyieldstructure.hpp
include/ql/termstructures/yieldtermstructure.hpp
include/ql/time/all.hpp
include/ql/time/asx.hpp
include/ql/time/businessdayconvention.hpp
include/ql/time/calendar.hpp
include/ql/time/calendars/all.hpp
include/ql/time/calendars/argentina.hpp
include/ql/time/calendars/australia.hpp
include/ql/time/calendars/bespokecalendar.hpp
include/ql/time/calendars/botswana.hpp
include/ql/time/calendars/brazil.hpp
include/ql/time/calendars/canada.hpp
include/ql/time/calendars/china.hpp
include/ql/time/calendars/czechrepublic.hpp
include/ql/time/calendars/denmark.hpp
include/ql/time/calendars/finland.hpp
include/ql/time/calendars/germany.hpp
include/ql/time/calendars/hongkong.hpp
include/ql/time/calendars/hungary.hpp
include/ql/time/calendars/iceland.hpp
include/ql/time/calendars/india.hpp
include/ql/time/calendars/indonesia.hpp
include/ql/time/calendars/israel.hpp
include/ql/time/calendars/italy.hpp
include/ql/time/calendars/japan.hpp
include/ql/time/calendars/jointcalendar.hpp
include/ql/time/calendars/mexico.hpp
include/ql/time/calendars/newzealand.hpp
include/ql/time/calendars/norway.hpp
include/ql/time/calendars/nullcalendar.hpp
include/ql/time/calendars/poland.hpp
include/ql/time/calendars/romania.hpp
include/ql/time/calendars/russia.hpp
include/ql/time/calendars/saudiarabia.hpp
include/ql/time/calendars/singapore.hpp
include/ql/time/calendars/slovakia.hpp
include/ql/time/calendars/southafrica.hpp
include/ql/time/calendars/southkorea.hpp
include/ql/time/calendars/sweden.hpp
include/ql/time/calendars/switzerland.hpp
include/ql/time/calendars/taiwan.hpp
include/ql/time/calendars/target.hpp
include/ql/time/calendars/turkey.hpp
include/ql/time/calendars/ukraine.hpp
include/ql/time/calendars/unitedkingdom.hpp
include/ql/time/calendars/unitedstates.hpp
include/ql/time/calendars/weekendsonly.hpp
include/ql/time/date.hpp
include/ql/time/dategenerationrule.hpp
include/ql/time/daycounter.hpp
include/ql/time/daycounters/actual360.hpp
include/ql/time/daycounters/actual365fixed.hpp
include/ql/time/daycounters/actual365nl.hpp
include/ql/time/daycounters/actualactual.hpp
include/ql/time/daycounters/all.hpp
include/ql/time/daycounters/business252.hpp
include/ql/time/daycounters/one.hpp
include/ql/time/daycounters/simpledaycounter.hpp
include/ql/time/daycounters/thirty360.hpp
include/ql/time/ecb.hpp
include/ql/time/frequency.hpp
include/ql/time/imm.hpp
include/ql/time/period.hpp
include/ql/time/schedule.hpp
include/ql/time/timeunit.hpp
include/ql/time/weekday.hpp
include/ql/timegrid.hpp
include/ql/timeseries.hpp
include/ql/types.hpp
include/ql/userconfig.hpp
include/ql/utilities/all.hpp
include/ql/utilities/clone.hpp
include/ql/utilities/dataformatters.hpp
include/ql/utilities/dataparsers.hpp
include/ql/utilities/disposable.hpp
include/ql/utilities/null.hpp
include/ql/utilities/null_deleter.hpp
include/ql/utilities/observablevalue.hpp
include/ql/utilities/steppingiterator.hpp
include/ql/utilities/tracing.hpp
include/ql/utilities/vectors.hpp
include/ql/version.hpp
include/ql/volatilitymodel.hpp
lib/libQuantLib.so
lib/libQuantLib.so.1
lib/libQuantLib.so.${PKGVERSION}
# $NetBSD: buildlink3.mk,v 1.1 2018/05/14 00:06:44 minskim Exp $
BUILDLINK_TREE+= QuantLib
.if !defined(QUANTLIB_BUILDLINK3_MK)
QUANTLIB_BUILDLINK3_MK:=
BUILDLINK_API_DEPENDS.QuantLib+= QuantLib>=1.12.1
BUILDLINK_PKGSRCDIR.QuantLib?= ../../finance/QuantLib
.include "../../devel/boost-headers/buildlink3.mk"
.endif # QUANTLIB_BUILDLINK3_MK
BUILDLINK_TREE+= -QuantLib
$NetBSD: distinfo,v 1.1 2018/05/14 00:06:44 minskim Exp $
SHA1 (QuantLib-1.12.1.tar.gz) = 6f3d140cbcd5c6f646202e27952c2e182831eccf
RMD160 (QuantLib-1.12.1.tar.gz) = aab4f527ab82fd959cb760934eb41257abaa2079
SHA512 (QuantLib-1.12.1.tar.gz) = d30341bd53495ddf1b81a0a191659e48869e1feb4a0fda2205be7fb681eb206ba0aec88e87b31396795956c350589b301848fe0a2408592b90ff06173c20476b
Size (QuantLib-1.12.1.tar.gz) = 7784161 bytes
SHA1 (patch-CMakeLists.txt) = 75ba9b70a3c77996363b451554e6c30644710a07
SHA1 (patch-ql_CMakeLists.txt) = 8c97fc4304ee9fb529b03e8351edca6d8eb2e405
$NetBSD: patch-CMakeLists.txt,v 1.1 2018/05/14 00:06:44 minskim Exp $
Derive the library version from PKGVERSION.
--- CMakeLists.txt.orig 2018-04-16 07:26:17.000000000 +0000
+++ CMakeLists.txt
@@ -1,6 +1,6 @@
-cmake_minimum_required()
+cmake_minimum_required(VERSION 3.0)
-project(QuantLib)
+project(QuantLib VERSION @PKGVERSION@)
include(${CMAKE_CURRENT_LIST_DIR}/cmake/quantlib.cmake)
$NetBSD: patch-ql_CMakeLists.txt,v 1.1 2018/05/14 00:06:44 minskim Exp $
- Set the shared library version.
- Prevent the build directory itself from being copied to DESTINATION.
--- ql/CMakeLists.txt.orig 2018-04-16 07:26:17.000000000 +0000
+++ ql/CMakeLists.txt
@@ -13,11 +13,14 @@ if(WIN32)
else()
add_library(${QL_OUTPUT_NAME} ${QUANTLIB_FILES})
endif()
+set_target_properties(${QL_OUTPUT_NAME} PROPERTIES VERSION ${PROJECT_VERSION})
+set_target_properties(${QL_OUTPUT_NAME} PROPERTIES SOVERSION ${PROJECT_VERSION_MAJOR})
set(QL_LINK_LIBRARY ${QL_OUTPUT_NAME} PARENT_SCOPE)
install(DIRECTORY . DESTINATION include/ql
- FILES_MATCHING PATTERN "*.hpp" PATTERN "*.h")
+ FILES_MATCHING PATTERN "*.hpp" PATTERN "*.h"
+ PATTERN "CMakeFiles" EXCLUDE)
install(TARGETS ${QL_OUTPUT_NAME}
ARCHIVE DESTINATION lib