Date: Sat, 21 Jul 2018 19:45:54 +0200 From: Tobias Kortkamp <tobik@FreeBSD.org> To: Mikhail Teterin <mi@FreeBSD.org>, ports-committers@freebsd.org, svn-ports-all@freebsd.org, svn-ports-head@freebsd.org Subject: Re: svn commit: r475044 - in head/finance: . quantlib quantlib/files Message-ID: <1532195154.531771.1448387768.1BD59776@webmail.messagingengine.com> In-Reply-To: <201807210010.w6L0ASfA000310@repo.freebsd.org> References: <201807210010.w6L0ASfA000310@repo.freebsd.org>
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On Sat, Jul 21, 2018, at 02:10, Mikhail Teterin wrote: > Author: mi > Date: Sat Jul 21 00:10:28 2018 > New Revision: 475044 > URL: https://svnweb.freebsd.org/changeset/ports/475044 > > Log: > Add (the first draft of) port of QuantLib -- a C++ library for > financial modelers. > > Sponsored by: Virtual Estates > > Added: > head/finance/quantlib/ > head/finance/quantlib/Makefile (contents, props changed) > head/finance/quantlib/distinfo (contents, props changed) > head/finance/quantlib/files/ > head/finance/quantlib/files/patch-gmakeism (contents, props changed) > head/finance/quantlib/files/patch-tests (contents, props changed) > head/finance/quantlib/pkg-descr (contents, props changed) > head/finance/quantlib/pkg-help (contents, props changed) > head/finance/quantlib/pkg-plist (contents, props changed) > Modified: > head/finance/Makefile > > Modified: head/finance/Makefile > ============================================================================== > --- head/finance/Makefile Fri Jul 20 23:56:01 2018 (r475043) > +++ head/finance/Makefile Sat Jul 21 00:10:28 2018 (r475044) > @@ -101,6 +101,7 @@ > SUBDIR += py-vatnumber > SUBDIR += py-ystockquote > SUBDIR += qhacc > + SUBDIR += quantlib > SUBDIR += quickfix > SUBDIR += rubygem-money > SUBDIR += sabernetdcs-client > > Added: head/finance/quantlib/Makefile > ============================================================================== > --- /dev/null 00:00:00 1970 (empty, because file is newly added) > +++ head/finance/quantlib/Makefile Sat Jul 21 00:10:28 2018 (r475044) > @@ -0,0 +1,66 @@ > +# Created by: Mikhail Teterin > +# $FreeBSD$ > + > +PORTNAME= quantlib > +PORTVERSION= 1.13 > +CATEGORIES= finance math devel > +MASTER_SITES= https://dl.bintray.com/${PORTNAME}/releases/ > +DISTNAME= QuantLib-${PORTVERSION} > + > +MAINTAINER= mi@aldan.algebra.com > +COMMENT= C++ library for quantitative finance > + > +LICENSE= BSD3CLAUSE > +LICENSE_FILE= ${WRKSRC}/LICENSE.TXT > + > +LIB_DEPENDS= libboost_system.so:devel/boost-libs > + > +USES= compiler > +USE_LDCONFIG= yes > +GNU_CONFIGURE= yes > +CONFIGURE_ENV+= EMACS=no > +TEST_TARGET= check-examples check > +OPTIONS_SUB= please > + > +OPTIONS_DEFAULT=OPENMP EXAMPLES BENCHMARK UNITY_BUILD NEGATIVE_RATES > + > +OPTIONS_DEFINE= TRACING INDEXED_COUPONS > +OPTIONS_DEFINE+=EXTRA_SAFETY_CHECKS SESSIONS INTRADAY > +OPTIONS_DEFINE+=THREAD_SAFE_OBSERVER_PATTERN > +OPTIONS_DEFINE+=THREAD_SAFE_SINGLETON_INIT > +OPTIONS_DEFINE+=${OPTIONS_DEFAULT} > + > +.if ${CC} == "cc" > +# The base cc/c++ on FreeBSD-10 is too old for OpenMP. > +OPTIONS_EXCLUDE_FreeBSD_10=OPENMP > +.endif > + > +BENCHMARK_DESC= Install benchmark (it is always built) > +EXTRA_SAFETY_CHECKS_DESC=Trade performance for run-time checks > +INDEXED_COUPONS_DESC= Use indexed rather than par coupons > +INTRADAY_DESC= Time precision of msecs, instead of days > +NEGATIVE_RATES_DESC= Allow rates to be negative > +TRACING_DESC= Trade performance for more detailed errors > +UNITY_BUILD_DESC= Combine sources into one before compiling > +SESSIONS_DESC= See help > + > +EXAMPLES_CONFIGURE_WITH=lispdir=${EXAMPLESDIR} > +CONFIGURE_ARGS+= --enable-parallel-unit-test-runner > +CONFIGURE_ARGS+= --with-boost-include=${LOCALBASE}/include > +CONFIGURE_ARGS+= --with-boost-lib=${LOCALBASE}/lib > + > +.for o in ${OPTIONS_DEFINE} > +$o_CONFIGURE_ENABLE= ${o:S/_/-/g:tl} > +.endfor > + > +# OPENMP_USES= compiler:openmp - XXX broken, insists on gcc, > +# but boost is built with clang... > +OPENMP_LIB_DEPENDS= libomp.so:devel/openmp > +OPENMP_CFLAGS= -I${LOCALBASE}/include > +OPENMP_LDFLAGS= -L${LOCALBASE}/lib > +# devel/openmp installs its own -lomp, which is cleaner. > +# unfortunately, devel/llvm${COMPILER_VERSION} may install > +# one too: > +OPENMP_LDFLAGS+= -L${LOCALBASE}/llvm${COMPILER_VERSION}/lib > + > +.include <bsd.port.mk> > > Added: head/finance/quantlib/distinfo > ============================================================================== > --- /dev/null 00:00:00 1970 (empty, because file is newly added) > +++ head/finance/quantlib/distinfo Sat Jul 21 00:10:28 2018 (r475044) > @@ -0,0 +1,3 @@ > +TIMESTAMP = 1531235784 > +SHA256 (QuantLib-1.13.tar.gz) = > bb52df179781f9c19ef8e976780c4798b0cdc4d21fa72a7a386016e24d1a86e6 > +SIZE (QuantLib-1.13.tar.gz) = 9132949 > > Added: head/finance/quantlib/files/patch-gmakeism > ============================================================================== > --- /dev/null 00:00:00 1970 (empty, because file is newly added) > +++ head/finance/quantlib/files/patch-gmakeism Sat Jul 21 00:10:28 2018 (r475044) > @@ -0,0 +1,14 @@ > +Allow check-exapmles to work with our make, upstream's syntax is > +gmake-only... > + > +--- Examples/Makefile.in 2018-05-23 14:35:06 > ++++ Examples/Makefile.in 2018-07-10 23:06:07 > +@@ -657,6 +657,6 @@ > + > + > +-%.check: > +- $(MAKE) -C $* check-examples > ++${SUBDIR_CHECKS}: > ++ $(MAKE) -C ${@:.check=} check-examples > + > + .PHONY: examples check-examples $(SUBDIRS) > > Added: head/finance/quantlib/files/patch-tests > ============================================================================== > --- /dev/null 00:00:00 1970 (empty, because file is newly added) > +++ head/finance/quantlib/files/patch-tests Sat Jul 21 00:10:28 2018 (r475044) > @@ -0,0 +1,36 @@ > +See: > + > + https://github.com/lballabio/QuantLib/pull/507/ > + > +--- ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp > ++++ ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp > +@@ -132,7 +132,8 @@ namespace QuantLib { > + > + for (Size i=0; i < strikes_.size(); ++i) > + for (Size j=1; j<strikes_[i]->size(); j++) { > +- QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1), > ++ QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1) > ++ || close_enough(strikes_[i]->at(j),strikes_[i]->at(j-1)), > + "strikes must be sorted"); > + } > + } > +--- test-suite/hestonslvmodel.cpp > ++++ test-suite/hestonslvmodel.cpp > +@@ -2446,7 +2446,7 @@ void HestonSLVModelTest::testMoustacheGraph() { > + -0.0293,-0.0297,-0.0251,-0.0192,-0.0134,-0.0084,-0.0045, > + -0.0015, 0.0005, 0.0017, 0.0020 > + }; > +- const Real tol = 8e-3; > ++ const Real tol = 1e-2; > + > + for (Size i=0; i < 18; ++i) { > + const Real dist = 10.0+5.0*i; > +--- test-suite/fdheston.cpp 2018-05-21 08:58:38.000000000 -0400 > ++++ test-suite/fdheston.cpp 2018-07-20 18:51:34.213199000 -0400 > +@@ -469,5 +469,5 @@ > + new FdHestonVanillaEngine(boost::shared_ptr<HestonModel>( > + new HestonModel(hestonProcess)), > +- 500, 400, 3, 0, > ++ 4000, 400, 3, 0, > + FdmSchemeDesc::ExplicitEuler()))); > + > > Added: head/finance/quantlib/pkg-descr > ============================================================================== > --- /dev/null 00:00:00 1970 (empty, because file is newly added) > +++ head/finance/quantlib/pkg-descr Sat Jul 21 00:10:28 2018 (r475044) > @@ -0,0 +1,16 @@ > +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. See > +the extensions page for details. > + > +WWW: https://www.quantlib.org/ > > Added: head/finance/quantlib/pkg-help > ============================================================================== > --- /dev/null 00:00:00 1970 (empty, because file is newly added) > +++ head/finance/quantlib/pkg-help Sat Jul 21 00:10:28 2018 (r475044) > @@ -0,0 +1,56 @@ > + --enable-openmp If enabled, configure will try to detect and enable > + OpenMP support. > + --enable-tracing If enabled, tracing messages might be emitted by the > + library depending on run-time settings. Enabling > + this option can degrade performance. > + --enable-indexed-coupons > + If enabled, indexed coupons (see the documentation) > + are used in floating legs. If disabled (the > + default), par coupons are used. > + --enable-negative-rates If enabled (the default), negative yield rates are > + allowed. If disabled, some features (notably, curve > + bootstrapping) will throw when negative rates are > + found. > + --enable-extra-safety-checks > + If enabled, extra run-time checks are added to a few > + functions. This can prevent their inlining and > + degrade performance. > + --enable-sessions If enabled, singletons will return different > + instances for different sessions. You will have to > + provide and link with the library a sessionId() > + function in namespace QuantLib, returning a > + different session id for each session. > + --enable-thread-safe-observer-pattern > + If enabled, thread-safe version of the observer > + pattern will be used. You should enable it if you > + want to use QuantLib via the SWIG layer within the > + JVM or .NET eco system or any environment with an > + async garbage collector. > + --enable-thread-safe-singleton-init > + If enabled, singleton initialization will be > + thread-safe. This requires Boost 1.58 or later and > + is not supported when sessions are enabled. > + --enable-parallel-unit-test-runner > + If enabled, a parallel unit test runner is used to > + execute the C++ test suite. This will reduce the > + runtime on multi core CPUs. > + --enable-examples If enabled, examples are built and installed when > + "make" and "make install" are invoked. If disabled > + (the default) they are built but not installed. > + --enable-benchmark If enabled, the benchmark is built and installed > + when "make" and "make install" are invoked. If > + disabled (the default) it is built but not > + installed. > + --enable-unity-build If enabled, the source files in each directory are > + collected into one single source file and compiled > + together. This can speed up the compilation of the > + library. If disabled (the default) each source file > + is compiled separately.. > + --enable-intraday If enabled, date objects will support an intraday > + datetime resolution down to microseconds. Strickly > + monotone daycounters (Actual360, Actual365Fixed and > + ActualActual) will take the additional information > + into account and allow for accurate intraday > + pricing. If disabled (the default) the smallest > + resolution of date objects will be a single day. > + Intraday datetime resolution is experimental. > > Added: head/finance/quantlib/pkg-plist > ============================================================================== > --- /dev/null 00:00:00 1970 (empty, because file is newly added) > +++ head/finance/quantlib/pkg-plist Sat Jul 21 00:10:28 2018 (r475044) > @@ -0,0 +1,1366 @@ > +bin/quantlib-test-suite > +bin/quantlib-config > +%%EXAMPLES%%bin/BasketLosses > +%%EXAMPLES%%bin/BermudanSwaption > +%%EXAMPLES%%bin/Bonds > +%%EXAMPLES%%bin/CDS > +%%EXAMPLES%%bin/CVAIRS > +%%EXAMPLES%%bin/CallableBonds > +%%EXAMPLES%%bin/ConvertibleBonds > +%%EXAMPLES%%bin/DiscreteHedging > +%%EXAMPLES%%bin/EquityOption > +%%EXAMPLES%%bin/FRA > +%%EXAMPLES%%bin/FittedBondCurve > +%%EXAMPLES%%bin/Gaussian1dModels > +%%EXAMPLES%%bin/GlobalOptimizer > +%%EXAMPLES%%bin/LatentModel > +%%EXAMPLES%%bin/MarketModels > +%%EXAMPLES%%bin/MultidimIntegral > +%%EXAMPLES%%bin/Replication > +%%EXAMPLES%%bin/Repo > +%%EXAMPLES%%bin/SwapValuation > +%%BENCHMARK%%bin/quantlib-benchmark > +%%EXAMPLES%%man/man1/BasketLosses.1.gz > +%%EXAMPLES%%man/man1/BermudanSwaption.1.gz > +%%EXAMPLES%%man/man1/Bonds.1.gz > +%%EXAMPLES%%man/man1/CDS.1.gz > +%%EXAMPLES%%man/man1/CVAIRS.1.gz > +%%EXAMPLES%%man/man1/CallableBonds.1.gz > +%%EXAMPLES%%man/man1/ConvertibleBonds.1.gz > +%%EXAMPLES%%man/man1/DiscreteHedging.1.gz > +%%EXAMPLES%%man/man1/EquityOption.1.gz > +%%EXAMPLES%%man/man1/FRA.1.gz > +%%EXAMPLES%%man/man1/FittedBondCurve.1.gz > +%%EXAMPLES%%man/man1/Gaussian1dModels.1.gz > +%%EXAMPLES%%man/man1/GlobalOptimizer.1.gz > +%%EXAMPLES%%man/man1/LatentModel.1.gz > +%%EXAMPLES%%man/man1/MarketModels.1.gz > +%%EXAMPLES%%man/man1/MultidimIntegral.1.gz > +%%EXAMPLES%%man/man1/Replication.1.gz > +%%EXAMPLES%%man/man1/Repo.1.gz > +%%EXAMPLES%%man/man1/SwapValuation.1.gz > +%%BENCHMARK%%man/man1/quantlib-benchmark.1.gz > +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/iborcoupon.hpp > +include/ql/cashflows/fixedratecoupon.hpp > +include/ql/cashflows/floatingratecoupon.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/currencies/all.hpp > +include/ql/currencies/africa.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/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/averageoiscouponpricer.hpp > +include/ql/experimental/averageois/arithmeticaverageois.hpp > +include/ql/experimental/averageois/arithmeticoisratehelper.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/callablebondconstantvol.hpp > +include/ql/experimental/callablebonds/callablebond.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/pool.hpp > +include/ql/experimental/credit/onefactorstudentcopula.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/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/ > fdhestondoublebarrierengine.hpp > +include/ql/experimental/finitedifferences/fdmzabrop.hpp > +include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp > +include/ql/experimental/finitedifferences/fdmhestonfwdop.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/ > 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/yoyoptionlethelpers.hpp > +include/ql/experimental/inflation/yoyoptionletstripper.hpp > +include/ql/experimental/inflation/ > yoyinflationoptionletvolatilitystructure2.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/all.hpp > +include/ql/experimental/mcbasket/adaptedpathpayoff.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/extouwithjumpsprocess.hpp > +include/ql/experimental/processes/extendedblackscholesprocess.hpp > +include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.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/all.hpp > +include/ql/experimental/varianceoption/all.hpp > +include/ql/experimental/varianceoption/ > integralhestonvarianceoptionengine.hpp > +include/ql/experimental/varianceoption/varianceoption.hpp > +include/ql/experimental/volatility/all.hpp > +include/ql/experimental/volatility/abcdatmvolcurve.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/volcube.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/zabr.hpp > +include/ql/experimental/volatility/zabrinterpolatedsmilesection.hpp > +include/ql/experimental/volatility/zabrinterpolation.hpp > +include/ql/experimental/volatility/zabrsmilesection.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/mosprime.hpp > +include/ql/indexes/ibor/nzdlibor.hpp > +include/ql/indexes/ibor/nzocr.hpp > +include/ql/indexes/ibor/pribor.hpp > +include/ql/indexes/ibor/robor.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/wibor.hpp > +include/ql/indexes/ibor/zibor.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/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/all.hpp > +include/ql/indexes/bmaindex.hpp > +include/ql/indexes/iborindex.hpp > +include/ql/indexes/indexmanager.hpp > +include/ql/indexes/inflationindex.hpp > +include/ql/indexes/interestrateindex.hpp > +include/ql/indexes/region.hpp > +include/ql/indexes/swapindex.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/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/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/cpiswap.hpp > +include/ql/instruments/cpicapfloor.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/vanillaswingoption.hpp > +include/ql/instruments/vanillaswap.hpp > +include/ql/instruments/varianceswap.hpp > +include/ql/instruments/yearonyearinflationswap.hpp > +include/ql/instruments/zerocouponinflationswap.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/legacy/all.hpp > +include/ql/math/copulas/all.hpp > +include/ql/math/copulas/alimikhailhaqcopula.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/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/integrals/all.hpp > +include/ql/math/integrals/discreteintegrals.hpp > +include/ql/math/integrals/filonintegral.hpp > +include/ql/math/integrals/gausslobattointegral.hpp > +include/ql/math/integrals/gaussianorthogonalpolynomial.hpp > +include/ql/math/integrals/gaussianquadratures.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/interpolations/all.hpp > +include/ql/math/interpolations/abcdinterpolation.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/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/ode/all.hpp > +include/ql/math/ode/adaptiverungekutta.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/simplex.hpp > +include/ql/math/optimization/projection.hpp > +include/ql/math/optimization/simulatedannealing.hpp > +include/ql/math/optimization/spherecylinder.hpp > +include/ql/math/optimization/steepestdescent.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/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/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/curve.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/kernelfunctions.hpp > +include/ql/math/incompletegamma.hpp > +include/ql/math/initializers.hpp > +include/ql/math/interpolation.hpp > +include/ql/math/lexicographicalview.hpp > +include/ql/math/linearleastsquaresregression.hpp > +include/ql/math/matrix.hpp > +include/ql/math/modifiedbessel.hpp > +include/ql/math/pascaltriangle.hpp > +include/ql/math/polynomialmathfunction.hpp > +include/ql/math/primenumbers.hpp > +include/ql/math/quadratic.hpp > +include/ql/math/rounding.hpp > +include/ql/math/richardsonextrapolation.hpp > +include/ql/math/sampledcurve.hpp > +include/ql/math/solver1d.hpp > +include/ql/math/transformedgrid.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/fdmmeshercomposite.hpp > +include/ql/methods/finitedifferences/meshers/fdmmesher.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/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/fdmlinearopcomposite.hpp > +include/ql/methods/finitedifferences/operators/ > fdmornsteinuhlenbeckop.hpp > +include/ql/methods/finitedifferences/operators/fdmlinearop.hpp > +include/ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp > +include/ql/methods/finitedifferences/operators/fdmlinearoplayout.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/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/methodoflinesscheme.hpp > +include/ql/methods/finitedifferences/schemes/ > modifiedcraigsneydscheme.hpp > +include/ql/methods/finitedifferences/solvers/all.hpp > +include/ql/methods/finitedifferences/solvers/ > fdm2dblackscholessolver.hpp > +include/ql/methods/finitedifferences/solvers/fdm1dimsolver.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/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/utilities/all.hpp > +include/ql/methods/finitedifferences/utilities/ > fdmaffinemodeltermstructure.hpp > +include/ql/methods/finitedifferences/utilities/ > fdmaffinemodelswapinnervalue.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/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/pde.hpp > +include/ql/methods/finitedifferences/mixedscheme.hpp > +include/ql/methods/finitedifferences/onefactoroperator.hpp > +include/ql/methods/finitedifferences/operatorfactory.hpp > +include/ql/methods/finitedifferences/operatortraits.hpp > +include/ql/methods/finitedifferences/parallelevolver.hpp > +include/ql/methods/finitedifferences/pdebsm.hpp > +include/ql/methods/finitedifferences/pdeshortrate.hpp > +include/ql/methods/finitedifferences/shoutcondition.hpp > +include/ql/methods/finitedifferences/stepcondition.hpp > +include/ql/methods/finitedifferences/trbdf2.hpp > +include/ql/methods/finitedifferences/tridiagonaloperator.hpp > +include/ql/methods/finitedifferences/zerocondition.hpp > +include/ql/methods/lattices/all.hpp > > *** DIFF OUTPUT TRUNCATED AT 1000 LINES *** > Hi, MOVEDlint.awk complains about it: 5258: finance/quantlib must be marked as resurrected
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