Date: Thu, 26 May 2011 05:03:12 GMT From: dikshie <dikshie@sfc.wide.ad.jp> To: freebsd-gnats-submit@FreeBSD.org Subject: ports/157329: quantlib update Message-ID: <201105260503.p4Q53CuF098052@red.freebsd.org> Resent-Message-ID: <201105260510.p4Q5AAE7051813@freefall.freebsd.org>
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>Number: 157329
>Category: ports
>Synopsis: quantlib update
>Confidential: no
>Severity: non-critical
>Priority: low
>Responsible: freebsd-ports-bugs
>State: open
>Quarter:
>Keywords:
>Date-Required:
>Class: update
>Submitter-Id: current-users
>Arrival-Date: Thu May 26 05:10:10 UTC 2011
>Closed-Date:
>Last-Modified:
>Originator: dikshie
>Release: FreeBSD 8.2
>Organization:
Keio University
>Environment:
FreeBSD sfc-cpu.ai3.net 8.2-STABLE FreeBSD 8.2-STABLE #17: Tue May 24 20:59:21 JST 2011 dikshie@sfc-cpu.ai3.net:/usr/obj/usr/src/sys/CPU8 i386
>Description:
update quantlib to 1.1
>How-To-Repeat:
>Fix:
Patch attached with submission follows:
--- Makefile.orig 2011-05-24 19:02:09.000000000 +0900
+++ Makefile 2011-05-24 19:26:21.000000000 +0900
@@ -7,7 +7,7 @@
#
PORTNAME= quantlib
-PORTVERSION= 1.0.1
+PORTVERSION= 1.1
CATEGORIES= finance
MASTER_SITES= SF/${PORTNAME}/QuantLib/${PORTVERSION}
DISTNAME= QuantLib-${PORTVERSION}
@@ -21,7 +21,9 @@
USE_AUTOTOOLS= libtool
GNU_CONFIGURE= yes
-CONFIGURE_ENV= CPPFLAGS="${PTHREAD_CFLAGS} -I${LOCALBASE}/include" LDFLAGS="${PTHREAD_LIBS} -L${LOCALBASE}/lib"
+CPPFLAGS= ${PTHREAD_CFLAGS} -I${LOCALBASE}/include
+LDFLAGS= ${PTHREAD_LIBS} -L${LOCALBASE}/lib
+MAKE_ENV= CPPFLAGS="${CPPFLAGS}" LDFLAGS="${LDFLAGS}"
USE_LDCONFIG= yes
MAN1= quantlib-config.1 quantlib-test-suite.1
--- distinfo.orig 2011-05-23 20:38:42.000000000 +0900
+++ distinfo 2011-05-23 20:40:34.000000000 +0900
@@ -1,2 +1,2 @@
-SHA256 (QuantLib-1.0.1.tar.gz) = 84d6720664933df861fe74c3947f6ce6b7f563fb307390297cf7654c6fae4d43
-SIZE (QuantLib-1.0.1.tar.gz) = 3648299
+SHA256 (QuantLib-1.1.tar.gz) = 7162ab593fb4fd640b77895c7d687952ed242a8f9783d89c55ab47bc51f49ddb
+SIZE (QuantLib-1.1.tar.gz) = 3899589
--- pkg-plist 2011-05-23 20:38:42.000000000 +0900
+++ pkg-plist.new 2011-05-26 04:47:42.000000000 +0900
@@ -1,5 +1,4 @@
bin/quantlib-config
-bin/quantlib-test-suite
include/ql/auto_link.hpp
include/ql/cashflow.hpp
include/ql/cashflows/all.hpp
@@ -91,6 +90,7 @@
include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
include/ql/experimental/convertiblebonds/tflattice.hpp
include/ql/experimental/coupons/all.hpp
+include/ql/experimental/coupons/proxyibor.hpp
include/ql/experimental/coupons/quantocouponpricer.hpp
include/ql/experimental/coupons/subperiodcoupons.hpp
include/ql/experimental/credit/all.hpp
@@ -122,12 +122,17 @@
include/ql/experimental/credit/syntheticcdo.hpp
include/ql/experimental/credit/syntheticcdoengines.hpp
include/ql/experimental/exoticoptions/all.hpp
+include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp
+include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
+include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
include/ql/experimental/exoticoptions/everestoption.hpp
include/ql/experimental/exoticoptions/himalayaoption.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/simplechooseroption.hpp
include/ql/experimental/finitedifferences/all.hpp
include/ql/experimental/finitedifferences/bicgstab.hpp
include/ql/experimental/finitedifferences/concentrating1dmesher.hpp
@@ -135,6 +140,8 @@
include/ql/experimental/finitedifferences/dividendbarrieroption.hpp
include/ql/experimental/finitedifferences/douglasscheme.hpp
include/ql/experimental/finitedifferences/expliciteulerscheme.hpp
+include/ql/experimental/finitedifferences/fd2dblackscholesvanillaengine.hpp
+include/ql/experimental/finitedifferences/fdbatesvanillaengine.hpp
include/ql/experimental/finitedifferences/fdblackscholesasianengine.hpp
include/ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp
include/ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp
@@ -144,9 +151,14 @@
include/ql/experimental/finitedifferences/fdhestonrebateengine.hpp
include/ql/experimental/finitedifferences/fdhestonvanillaengine.hpp
include/ql/experimental/finitedifferences/fdm1dmesher.hpp
+include/ql/experimental/finitedifferences/fdm2dblackscholesop.hpp
+include/ql/experimental/finitedifferences/fdm2dblackscholessolver.hpp
include/ql/experimental/finitedifferences/fdmamericanstepcondition.hpp
include/ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp
include/ql/experimental/finitedifferences/fdmbackwardsolver.hpp
+include/ql/experimental/finitedifferences/fdmbatesop.hpp
+include/ql/experimental/finitedifferences/fdmbatessolver.hpp
+include/ql/experimental/finitedifferences/fdmbermudanstepcondition.hpp
include/ql/experimental/finitedifferences/fdmblackscholesmesher.hpp
include/ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp
include/ql/experimental/finitedifferences/fdmblackscholesop.hpp
@@ -155,6 +167,7 @@
include/ql/experimental/finitedifferences/fdmdividendhandler.hpp
include/ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp
include/ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp
+include/ql/experimental/finitedifferences/fdmhestonlikesolverfactory.hpp
include/ql/experimental/finitedifferences/fdmhestonop.hpp
include/ql/experimental/finitedifferences/fdmhestonsolver.hpp
include/ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp
@@ -181,6 +194,9 @@
include/ql/experimental/finitedifferences/triplebandlinearop.hpp
include/ql/experimental/finitedifferences/uniform1dmesher.hpp
include/ql/experimental/finitedifferences/uniformgridmesher.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/genericindexes.hpp
include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
@@ -194,7 +210,12 @@
include/ql/experimental/lattices/all.hpp
include/ql/experimental/lattices/extendedbinomialtree.hpp
include/ql/experimental/math/all.hpp
+include/ql/experimental/math/autocovariance.hpp
+include/ql/experimental/math/claytoncopularng.hpp
+include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
include/ql/experimental/math/fastfouriertransform.hpp
+include/ql/experimental/math/frankcopularng.hpp
+include/ql/experimental/math/zigguratrng.hpp
include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
include/ql/experimental/mcbasket/all.hpp
include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
@@ -205,8 +226,20 @@
include/ql/experimental/mcbasket/pathpayoff.hpp
include/ql/experimental/processes/all.hpp
include/ql/experimental/processes/extendedblackscholesprocess.hpp
+include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
+include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
include/ql/experimental/risk/all.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/variancegamma/all.hpp
+include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
+include/ql/experimental/variancegamma/fftengine.hpp
+include/ql/experimental/variancegamma/fftvanillaengine.hpp
+include/ql/experimental/variancegamma/fftvariancegammaengine.hpp
+include/ql/experimental/variancegamma/variancegammamodel.hpp
+include/ql/experimental/variancegamma/variancegammaprocess.hpp
include/ql/experimental/varianceoption/all.hpp
include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
include/ql/experimental/varianceoption/varianceoption.hpp
@@ -240,6 +273,7 @@
include/ql/indexes/ibor/libor.hpp
include/ql/indexes/ibor/nzdlibor.hpp
include/ql/indexes/ibor/seklibor.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
@@ -274,6 +308,7 @@
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/fixedratebond.hpp
include/ql/instruments/bonds/floatingratebond.hpp
@@ -340,16 +375,20 @@
include/ql/math/beta.hpp
include/ql/math/bspline.hpp
include/ql/math/comparison.hpp
+include/ql/math/copulas/alimikhailhaqcopula.hpp
include/ql/math/copulas/all.hpp
include/ql/math/copulas/claytoncopula.hpp
include/ql/math/copulas/farliegumbelmorgensterncopula.hpp
include/ql/math/copulas/frankcopula.hpp
+include/ql/math/copulas/galamboscopula.hpp
include/ql/math/copulas/gaussiancopula.hpp
include/ql/math/copulas/gumbelcopula.hpp
+include/ql/math/copulas/huslerreisscopula.hpp
include/ql/math/copulas/independentcopula.hpp
include/ql/math/copulas/marshallolkincopula.hpp
include/ql/math/copulas/maxcopula.hpp
include/ql/math/copulas/mincopula.hpp
+include/ql/math/copulas/plackettcopula.hpp
include/ql/math/curve.hpp
include/ql/math/distributions/all.hpp
include/ql/math/distributions/binomialdistribution.hpp
@@ -389,6 +428,7 @@
include/ql/math/interpolations/kernelinterpolation2d.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/kernelfunctions.hpp
@@ -528,6 +568,7 @@
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
@@ -637,6 +678,7 @@
include/ql/models/marketmodels/products/multistep/multistepratchet.hpp
include/ql/models/marketmodels/products/multistep/multistepswap.hpp
include/ql/models/marketmodels/products/multistep/multistepswaption.hpp
+include/ql/models/marketmodels/products/multistep/multisteptarn.hpp
include/ql/models/marketmodels/products/onestep/all.hpp
include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
@@ -703,6 +745,7 @@
include/ql/pricingengines/barrier/analyticbarrierengine.hpp
include/ql/pricingengines/barrier/mcbarrierengine.hpp
include/ql/pricingengines/basket/all.hpp
+include/ql/pricingengines/basket/kirkengine.hpp
include/ql/pricingengines/basket/mcamericanbasketengine.hpp
include/ql/pricingengines/basket/mceuropeanbasketengine.hpp
include/ql/pricingengines/basket/stulzengine.hpp
@@ -760,6 +803,7 @@
include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
include/ql/pricingengines/vanilla/analytichestonengine.hpp
include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
+include/ql/pricingengines/vanilla/analyticptdhestonengine.hpp
include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
include/ql/pricingengines/vanilla/batesengine.hpp
include/ql/pricingengines/vanilla/binomialengine.hpp
@@ -944,6 +988,7 @@
include/ql/time/calendars/norway.hpp
include/ql/time/calendars/nullcalendar.hpp
include/ql/time/calendars/poland.hpp
+include/ql/time/calendars/russia.hpp
include/ql/time/calendars/saudiarabia.hpp
include/ql/time/calendars/singapore.hpp
include/ql/time/calendars/slovakia.hpp
@@ -1074,12 +1119,15 @@
@dirrm include/ql/indexes
@dirrm include/ql/experimental/volatility
@dirrm include/ql/experimental/varianceoption
+@dirrm include/ql/experimental/variancegamma
+@dirrm include/ql/experimental/shortrate
@dirrm include/ql/experimental/risk
@dirrm include/ql/experimental/processes
@dirrm include/ql/experimental/mcbasket
@dirrm include/ql/experimental/math
@dirrm include/ql/experimental/lattices
@dirrm include/ql/experimental/inflation
+@dirrm include/ql/experimental/fx
@dirrm include/ql/experimental/finitedifferences
@dirrm include/ql/experimental/exoticoptions
@dirrm include/ql/experimental/credit
>Release-Note:
>Audit-Trail:
>Unformatted:
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