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Date:      Thu, 29 Oct 2020 16:51:31 +0000 (UTC)
From:      Mikhail Teterin <mi@FreeBSD.org>
To:        ports-committers@freebsd.org, svn-ports-all@freebsd.org, svn-ports-head@freebsd.org
Subject:   svn commit: r553627 - head/finance/quantlib
Message-ID:  <202010291651.09TGpV5Z074734@repo.freebsd.org>

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Author: mi
Date: Thu Oct 29 16:51:31 2020
New Revision: 553627
URL: https://svnweb.freebsd.org/changeset/ports/553627

Log:
  Upgrade from 1.18 to 1.20.
  
  Change to prefer C++11 classes over those in Boost.
  
  Change to run tests sequentially -- they use OpenMP internally,
  which lead to severe load-spikes at test-time -- well beyond the
  number of available processing cores.
  
  Sort the numerous header-files in pkg-plist.
  
  Sponsored by:	Association for Advancement of Marsupial Species

Modified:
  head/finance/quantlib/Makefile
  head/finance/quantlib/distinfo
  head/finance/quantlib/pkg-help
  head/finance/quantlib/pkg-plist

Modified: head/finance/quantlib/Makefile
==============================================================================
--- head/finance/quantlib/Makefile	Thu Oct 29 15:40:06 2020	(r553626)
+++ head/finance/quantlib/Makefile	Thu Oct 29 16:51:31 2020	(r553627)
@@ -2,7 +2,7 @@
 # $FreeBSD$
 
 PORTNAME=	quantlib
-PORTVERSION=	1.18
+PORTVERSION=	1.20
 CATEGORIES=	finance math devel
 MASTER_SITES=	https://dl.bintray.com/${PORTNAME}/releases/
 DISTNAME=	QuantLib-${PORTVERSION}
@@ -21,9 +21,11 @@ GNU_CONFIGURE=	yes
 CONFIGURE_ENV+=	EMACS=no
 MAKE_ENV+=	AM_MAKEFLAGS=${_MAKE_JOBS}
 TEST_TARGET=	check-examples check
+TEST_ARGS+=	-j1	# Tests use OpenMP - do not parallelize them
+TEST_ENV+=	OMP_NUM_THREADS=${MAKE_JOBS_NUMBER}
 OPTIONS_SUB=	please
 
-OPTIONS_DEFAULT=OPENMP EXAMPLES BENCHMARK NEGATIVE_RATES
+OPTIONS_DEFAULT=OPENMP EXAMPLES BENCHMARK
 
 OPTIONS_DEFINE=	TRACING INDEXED_COUPONS
 OPTIONS_DEFINE+=EXTRA_SAFETY_CHECKS SESSIONS INTRADAY
@@ -35,15 +37,15 @@ 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
 SESSIONS_DESC=		See help
 
 EXAMPLES_CONFIGURE_WITH=lispdir=${EXAMPLESDIR}
-#CONFIGURE_ARGS+=	--enable-unity-build
+CONFIGURE_ARGS+=	--disable-unity-build
 CONFIGURE_ARGS+=	--enable-parallel-unit-test-runner
 CONFIGURE_ARGS+=	--with-boost-include=${LOCALBASE}/include
 CONFIGURE_ARGS+=	--with-boost-lib=${LOCALBASE}/lib
+CONFIGURE_ARGS+=	--enable-std-classes # Prefer C++11 to Boost
 
 .for o in ${OPTIONS_DEFINE}
 $o_CONFIGURE_ENABLE=	${o:S/_/-/g:tl}

Modified: head/finance/quantlib/distinfo
==============================================================================
--- head/finance/quantlib/distinfo	Thu Oct 29 15:40:06 2020	(r553626)
+++ head/finance/quantlib/distinfo	Thu Oct 29 16:51:31 2020	(r553627)
@@ -1,3 +1,3 @@
-TIMESTAMP = 1592612567
-SHA256 (QuantLib-1.18.tar.gz) = d5048e14f2b7ea79f0adee08b2cbcee01b57b9cc282f60225ff4fcfc614c7ebc
-SIZE (QuantLib-1.18.tar.gz) = 9004785
+TIMESTAMP = 1603844042
+SHA256 (QuantLib-1.20.tar.gz) = af51fe73b88be67536aca68ce8aaa30f523a95cc369652a6071d66beef8708ff
+SIZE (QuantLib-1.20.tar.gz) = 9170898

Modified: head/finance/quantlib/pkg-help
==============================================================================
--- head/finance/quantlib/pkg-help	Thu Oct 29 15:40:06 2020	(r553626)
+++ head/finance/quantlib/pkg-help	Thu Oct 29 16:51:31 2020	(r553627)
@@ -7,10 +7,6 @@
                           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

Modified: head/finance/quantlib/pkg-plist
==============================================================================
--- head/finance/quantlib/pkg-plist	Thu Oct 29 15:40:06 2020	(r553626)
+++ head/finance/quantlib/pkg-plist	Thu Oct 29 16:51:31 2020	(r553627)
@@ -40,6 +40,9 @@ bin/quantlib-config
 %%EXAMPLES%%man/man1/Replication.1.gz
 %%EXAMPLES%%man/man1/Repo.1.gz
 %%BENCHMARK%%man/man1/quantlib-benchmark.1.gz
+include/ql/auto_link.hpp
+include/ql/auto_ptr.hpp
+include/ql/cashflow.hpp
 include/ql/cashflows/all.hpp
 include/ql/cashflows/averagebmacoupon.hpp
 include/ql/cashflows/capflooredcoupon.hpp
@@ -57,9 +60,9 @@ 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/iborcoupon.hpp
 include/ql/cashflows/indexedcashflow.hpp
 include/ql/cashflows/inflationcoupon.hpp
 include/ql/cashflows/inflationcouponpricer.hpp
@@ -70,22 +73,32 @@ 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/compounding.hpp
+include/ql/config.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/averageoiscouponpricer.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
@@ -94,6 +107,7 @@ include/ql/experimental/barrieroption/binomialdoubleba
 include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
 include/ql/experimental/barrieroption/doublebarrieroption.hpp
 include/ql/experimental/barrieroption/doublebarriertype.hpp
+include/ql/experimental/barrieroption/mcdoublebarrierengine.hpp
 include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
 include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
 include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
@@ -106,8 +120,8 @@ include/ql/experimental/basismodels/tenoroptionletvts.
 include/ql/experimental/basismodels/tenorswaptionvts.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/callablebondconstantvol.hpp
 include/ql/experimental/callablebonds/callablebondvolstructure.hpp
 include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
 include/ql/experimental/callablebonds/treecallablebondengine.hpp
@@ -184,8 +198,8 @@ 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/pool.hpp
 include/ql/experimental/credit/randomdefaultlatentmodel.hpp
 include/ql/experimental/credit/randomdefaultmodel.hpp
 include/ql/experimental/credit/randomlosslatentmodel.hpp
@@ -233,6 +247,7 @@ include/ql/experimental/exoticoptions/writerextensible
 include/ql/experimental/finitedifferences/all.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
@@ -241,10 +256,8 @@ include/ql/experimental/finitedifferences/fdmextendedo
 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/fdmhestongreensfct.hpp
 include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
 include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
 include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp
@@ -254,6 +267,7 @@ include/ql/experimental/finitedifferences/fdmsquareroo
 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
@@ -276,9 +290,9 @@ include/ql/experimental/inflation/kinterpolatedyoyopti
 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/inflation/yoyinflationoptionletvolatilitystructure2.hpp
 include/ql/experimental/lattices/all.hpp
 include/ql/experimental/lattices/extendedbinomialtree.hpp
 include/ql/experimental/math/all.hpp
@@ -305,8 +319,8 @@ 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/all.hpp
 include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
 include/ql/experimental/mcbasket/mcamericanpathengine.hpp
 include/ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp
@@ -319,9 +333,9 @@ 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/extouwithjumpsprocess.hpp
 include/ql/experimental/processes/gemanroncoroniprocess.hpp
 include/ql/experimental/processes/hestonslvprocess.hpp
 include/ql/experimental/processes/klugeextouprocess.hpp
@@ -345,12 +359,11 @@ include/ql/experimental/variancegamma/fftvanillaengine
 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/all.hpp
 include/ql/experimental/volatility/blackatmvolcurve.hpp
 include/ql/experimental/volatility/blackvolsurface.hpp
 include/ql/experimental/volatility/equityfxvolsurface.hpp
@@ -363,19 +376,26 @@ include/ql/experimental/volatility/noarbsabrinterpolat
 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/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/functional.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/bibor.hpp
 include/ql/indexes/ibor/bkbm.hpp
 include/ql/indexes/ibor/cadlibor.hpp
 include/ql/indexes/ibor/cdor.hpp
@@ -386,7 +406,6 @@ 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/bibor.hpp
 include/ql/indexes/ibor/jibar.hpp
 include/ql/indexes/ibor/jpylibor.hpp
 include/ql/indexes/ibor/libor.hpp
@@ -405,6 +424,8 @@ 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/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
@@ -412,6 +433,9 @@ 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
@@ -419,21 +443,8 @@ 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/instrument.hpp
 include/ql/instruments/all.hpp
 include/ql/instruments/asianoption.hpp
 include/ql/instruments/assetswap.hpp
@@ -443,13 +454,20 @@ 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/cpiswap.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
@@ -487,11 +505,13 @@ 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/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
@@ -508,9 +528,16 @@ include/ql/legacy/libormarketmodels/lmfixedvolmodel.hp
 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/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
@@ -523,6 +550,7 @@ 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
@@ -532,20 +560,31 @@ 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/initializers.hpp
 include/ql/math/integrals/all.hpp
 include/ql/math/integrals/discreteintegrals.hpp
+include/ql/math/integrals/exponentialintegrals.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/gausslaguerrecosinepolynomial.hpp
+include/ql/math/integrals/gausslobattointegral.hpp
 include/ql/math/integrals/integral.hpp
 include/ql/math/integrals/kronrodintegral.hpp
+include/ql/math/integrals/momentbasedgaussianpolynomial.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/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
@@ -565,6 +604,10 @@ 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
@@ -580,8 +623,9 @@ 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/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
@@ -600,11 +644,15 @@ 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/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
@@ -626,6 +674,10 @@ 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
@@ -645,37 +697,23 @@ 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/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
@@ -684,27 +722,30 @@ include/ql/methods/finitedifferences/meshers/fdmblacks
 include/ql/methods/finitedifferences/meshers/fdmblackscholesmultistrikemesher.hpp
 include/ql/methods/finitedifferences/meshers/fdmcev1dmesher.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/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/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/fdmcevop.hpp
+include/ql/methods/finitedifferences/operators/fdmcirop.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/fdmlocalvolfwdop.hpp
-include/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.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/fdmlocalvolfwdop.hpp
+include/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp
 include/ql/methods/finitedifferences/operators/fdmsabrop.hpp
 include/ql/methods/finitedifferences/operators/firstderivativeop.hpp
 include/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
@@ -713,6 +754,11 @@ include/ql/methods/finitedifferences/operators/numeric
 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
@@ -724,14 +770,16 @@ include/ql/methods/finitedifferences/schemes/implicite
 include/ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp
 include/ql/methods/finitedifferences/schemes/modifiedcraigsneydscheme.hpp
 include/ql/methods/finitedifferences/schemes/trbdf2scheme.hpp
+include/ql/methods/finitedifferences/shoutcondition.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/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/fdmcirsolver.hpp
 include/ql/methods/finitedifferences/solvers/fdmg2solver.hpp
 include/ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp
 include/ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp
@@ -739,6 +787,7 @@ include/ql/methods/finitedifferences/solvers/fdmhullwh
 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
@@ -747,6 +796,8 @@ include/ql/methods/finitedifferences/stepconditions/fd
 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/bsmrndcalculator.hpp
 include/ql/methods/finitedifferences/utilities/cevrndcalculator.hpp
@@ -766,31 +817,6 @@ include/ql/methods/finitedifferences/utilities/hestonr
 include/ql/methods/finitedifferences/utilities/localvolrndcalculator.hpp
 include/ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp
 include/ql/methods/finitedifferences/utilities/squarerootprocessrndcalculator.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/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
 include/ql/methods/lattices/binomialtree.hpp
@@ -817,13 +843,17 @@ 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/methods/all.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
@@ -842,21 +872,25 @@ include/ql/models/marketmodels/callability/swapforward
 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/evolvers/volprocesses/all.hpp
-include/ql/models/marketmodels/evolvers/volprocesses/squarerootandersen.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
@@ -869,8 +903,15 @@ include/ql/models/marketmodels/evolvers/lognormalfwdra
 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/models/all.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
@@ -883,16 +924,26 @@ include/ql/models/marketmodels/models/ctsmmcapletcalib
 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/piecewiseconstantvariance.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/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/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
@@ -910,6 +961,11 @@ include/ql/models/marketmodels/products/multistep/mult
 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
@@ -917,42 +973,17 @@ include/ql/models/marketmodels/products/pathwise/pathw
 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/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/singleproductcomposite.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/all.hpp
-include/ql/models/marketmodels/accountingengine.hpp
-include/ql/models/marketmodels/browniangenerator.hpp
-include/ql/models/marketmodels/constrainedevolver.hpp
-include/ql/models/marketmodels/curvestate.hpp
-include/ql/models/marketmodels/discounter.hpp
-include/ql/models/marketmodels/duffsdeviceinnerproduct.hpp
-include/ql/models/marketmodels/evolutiondescription.hpp
-include/ql/models/marketmodels/evolver.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/multiproduct.hpp
-include/ql/models/marketmodels/pathwiseaccountingengine.hpp
-include/ql/models/marketmodels/pathwisemultiproduct.hpp
-include/ql/models/marketmodels/pathwisediscounter.hpp
-include/ql/models/marketmodels/piecewiseconstantcorrelation.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
@@ -962,20 +993,17 @@ 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/shortrate/all.hpp
-include/ql/models/shortrate/onefactormodel.hpp
-include/ql/models/shortrate/twofactormodel.hpp
 include/ql/models/volatility/all.hpp
 include/ql/models/volatility/constantestimator.hpp
-include/ql/models/volatility/simplelocalestimator.hpp
-include/ql/models/volatility/garmanklass.hpp
 include/ql/models/volatility/garch.hpp
-include/ql/models/all.hpp
-include/ql/models/calibrationhelper.hpp
-include/ql/models/model.hpp
-include/ql/models/parameter.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
@@ -983,6 +1011,13 @@ 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
@@ -1008,13 +1043,16 @@ 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/blackcapfloorengine.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
@@ -1032,13 +1070,19 @@ 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/lookback/mclookbackengine.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
@@ -1050,14 +1094,14 @@ 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/g2swaptionengine.hpp
 include/ql/pricingengines/swaption/jamshidianswaptionengine.hpp
-include/ql/pricingengines/swaption/fdg2swaptionengine.hpp
-include/ql/pricingengines/swaption/fdhullwhiteswaptionengine.hpp
 include/ql/pricingengines/swaption/treeswaptionengine.hpp
 include/ql/pricingengines/vanilla/all.hpp
 include/ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp
@@ -1065,6 +1109,7 @@ include/ql/pricingengines/vanilla/analyticcevengine.hp
 include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
 include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
 include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
+include/ql/pricingengines/vanilla/analyticeuropeanvasicekengine.hpp
 include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
 include/ql/pricingengines/vanilla/analytich1hwengine.hpp
 include/ql/pricingengines/vanilla/analytichestonengine.hpp
@@ -1076,11 +1121,13 @@ 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/exponentialfittinghestonengine.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/fdcevvanillaengine.hpp
+include/ql/pricingengines/vanilla/fdcirvanillaengine.hpp
 include/ql/pricingengines/vanilla/fdconditions.hpp
 include/ql/pricingengines/vanilla/fddividendamericanengine.hpp
 include/ql/pricingengines/vanilla/fddividendengine.hpp
@@ -1102,24 +1149,14 @@ include/ql/pricingengines/vanilla/juquadraticengine.hp
 include/ql/pricingengines/vanilla/mcamericanengine.hpp
 include/ql/pricingengines/vanilla/mcdigitalengine.hpp
 include/ql/pricingengines/vanilla/mceuropeanengine.hpp
-include/ql/pricingengines/vanilla/mceuropeanhestonengine.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/pricingengines/all.hpp
-include/ql/pricingengines/americanpayoffatexpiry.hpp
-include/ql/pricingengines/americanpayoffathit.hpp
-include/ql/pricingengines/blackcalculator.hpp
-include/ql/pricingengines/blackformula.hpp
-include/ql/pricingengines/blackscholescalculator.hpp
-include/ql/pricingengines/genericmodelengine.hpp
-include/ql/pricingengines/greeks.hpp
-include/ql/pricingengines/latticeshortratemodelengine.hpp
-include/ql/pricingengines/mclongstaffschwartzengine.hpp
-include/ql/pricingengines/mcsimulation.hpp
 include/ql/processes/all.hpp
 include/ql/processes/batesprocess.hpp
 include/ql/processes/blackscholesprocess.hpp
+include/ql/processes/coxingersollrossprocess.hpp
 include/ql/processes/endeulerdiscretization.hpp
 include/ql/processes/eulerdiscretization.hpp
 include/ql/processes/forwardmeasureprocess.hpp
@@ -1137,6 +1174,9 @@ 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
@@ -1147,6 +1187,14 @@ 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/shared_ptr.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
@@ -1158,6 +1206,8 @@ include/ql/termstructures/credit/interpolatedsurvivalp
 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/globalbootstrap.hpp
 include/ql/termstructures/inflation/all.hpp
 include/ql/termstructures/inflation/inflationhelpers.hpp
 include/ql/termstructures/inflation/inflationtraits.hpp
@@ -1166,10 +1216,24 @@ include/ql/termstructures/inflation/interpolatedzeroin
 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/andreasenhugevolatilityinterpl.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
@@ -1183,15 +1247,14 @@ include/ql/termstructures/volatility/equityfx/localvol
 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/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/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

*** DIFF OUTPUT TRUNCATED AT 1000 LINES ***



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