- Update to 0.4.0

4 files changed, 416 insertions, 154 deletions

diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile
index 1578e7641ef8..87504977a1b1 100644
--- a/finance/quantlib/Makefile
+++ b/finance/quantlib/Makefile
@@ -7,8 +7,7 @@
 #
 
 PORTNAME=	quantlib
-PORTVERSION=	0.3.5
-PORTREVISION=	1
+PORTVERSION=	0.4.0
 CATEGORIES=	finance
 MASTER_SITES=	${MASTER_SITE_SOURCEFORGE}
 MASTER_SITE_SUBDIR=	${PORTNAME}
@@ -17,12 +16,15 @@ DISTNAME=	QuantLib-${PORTVERSION}
 MAINTAINER=	ports@FreeBSD.org
 COMMENT=	A comprehensive software framework for quantitative finance
 
+LIB_DEPENDS=	boost_thread.3:${PORTSDIR}/devel/boost
+
 WRKSRC=		${WRKDIR}/QuantLib-${PORTVERSION}
 
-USE_GCC=	3.3
+USE_AUTOTOOLS=	libtool:15
 GNU_CONFIGURE=	yes
 CONFIGURE_TARGET=	--build=${MACHINE_ARCH}-portbld-freebsd${OSREL}
-CONFIGURE_ENV=	CPPFLAGS="${PTHREAD_CFLAGS}" LDFLAGS="${PTHREAD_LIBS}"
+CONFIGURE_ARGS=	--mandir=${PREFIX}/man
+CONFIGURE_ENV=	CPPFLAGS="${PTHREAD_CFLAGS} -I${LOCALBASE}/include" LDFLAGS="${PTHREAD_LIBS} -L${LOCALBASE}/lib"
 USE_LDCONFIG=	yes
 
 MAN1=		quantlib-config.1 quantlib-test-suite.1
@@ -30,7 +32,7 @@ MAN1=		quantlib-config.1 quantlib-test-suite.1
 .include <bsd.port.pre.mk>
 
 .if ${ARCH} == "ia64" || ${ARCH} == "alpha"
-BROKEN=		"Does not build on ia64 or alpha"
+BROKEN=		Does not build on ia64 or alpha
 .endif
 
 post-patch:
@@ -38,6 +40,7 @@ post-patch:
 		's|: install-dist_lispLISP|:|g ; \
 		 s|@CPPUNIT_FOUND_TRUE@|#|g ; \
 		 s|@CPPUNIT_FOUND_FALSE@||g'
+	@${REINPLACE_CMD} -e 's|-release $$(PACKAGE_VERSION)||' ${WRKSRC}/ql/Makefile.in
 
 post-install:
 	${INSTALL_DATA} ${WRKSRC}/quantlib.el ${PREFIX}/share/emacs/site-lisp
diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo
index 42ff472ab41c..46ed5a65c069 100644
--- a/finance/quantlib/distinfo
+++ b/finance/quantlib/distinfo
@@ -1,3 +1,3 @@
-MD5 (QuantLib-0.3.5.tar.gz) = e603462e85a86af4636dc9800c17f59a
-SHA256 (QuantLib-0.3.5.tar.gz) = 441f17d45f928cf187cf4d7e75fb89ff9ce6c0d6cad44208001cec9eef1e4d09
-SIZE (QuantLib-0.3.5.tar.gz) = 1303028
+MD5 (QuantLib-0.4.0.tar.gz) = 4af8ddbd79d82eb931159157335406e4
+SHA256 (QuantLib-0.4.0.tar.gz) = f8d67eaa2378d94d19683ff3b4e0067ea6caf47cbf5f399b0ae71f6a69526daf
+SIZE (QuantLib-0.4.0.tar.gz) = 1905318
diff --git a/finance/quantlib/files/patch-ltmain.sh b/finance/quantlib/files/patch-ltmain.sh
deleted file mode 100644
index 160132c0ab19..000000000000
--- a/finance/quantlib/files/patch-ltmain.sh
+++ /dev/null
@@ -1,15 +0,0 @@
---- config/ltmain.sh.orig	Fri Apr  2 10:15:05 2004
-+++ config/ltmain.sh	Fri Apr  2 10:15:13 2004
-@@ -5528,10 +5528,12 @@
- 	fi
- 
- 	# Install the pseudo-library for information purposes.
-+	if /usr/bin/false ; then
- 	name=`$echo "X$file" | $Xsed -e 's%^.*/%%'`
- 	instname="$dir/$name"i
- 	$show "$install_prog $instname $destdir/$name"
- 	$run eval "$install_prog $instname $destdir/$name" || exit $?
-+	fi
- 
- 	# Maybe install the static library, too.
- 	test -n "$old_library" && staticlibs="$staticlibs $dir/$old_library"
diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist
index 4c362255f6e6..df3092abf698 100644
--- a/finance/quantlib/pkg-plist
+++ b/finance/quantlib/pkg-plist
@@ -1,55 +1,101 @@
 bin/quantlib-config
+bin/quantlib-test-suite
+include/ql/argsandresults.hpp
+include/ql/auto_link.hpp
 include/ql/Calendars/all.hpp
-include/ql/Calendars/budapest.hpp
-include/ql/Calendars/copenhagen.hpp
-include/ql/Calendars/frankfurt.hpp
-include/ql/Calendars/helsinki.hpp
-include/ql/Calendars/johannesburg.hpp
+include/ql/Calendars/argentina.hpp
+include/ql/Calendars/australia.hpp
+include/ql/Calendars/brazil.hpp
+include/ql/Calendars/canada.hpp
+include/ql/Calendars/czechrepublic.hpp
+include/ql/Calendars/denmark.hpp
+include/ql/Calendars/finland.hpp
+include/ql/Calendars/germany.hpp
+include/ql/Calendars/hongkong.hpp
+include/ql/Calendars/hungary.hpp
+include/ql/Calendars/china.hpp
+include/ql/Calendars/iceland.hpp
+include/ql/Calendars/india.hpp
+include/ql/Calendars/indonesia.hpp
+include/ql/Calendars/italy.hpp
+include/ql/Calendars/japan.hpp
 include/ql/Calendars/jointcalendar.hpp
-include/ql/Calendars/london.hpp
-include/ql/Calendars/milan.hpp
-include/ql/Calendars/newyork.hpp
+include/ql/Calendars/mexico.hpp
+include/ql/Calendars/newzealand.hpp
+include/ql/Calendars/norway.hpp
 include/ql/Calendars/nullcalendar.hpp
-include/ql/Calendars/oslo.hpp
-include/ql/Calendars/stockholm.hpp
-include/ql/Calendars/sydney.hpp
+include/ql/Calendars/poland.hpp
+include/ql/Calendars/saudiarabia.hpp
+include/ql/Calendars/singapore.hpp
+include/ql/Calendars/slovakia.hpp
+include/ql/Calendars/southafrica.hpp
+include/ql/Calendars/southkorea.hpp
+include/ql/Calendars/sweden.hpp
+include/ql/Calendars/switzerland.hpp
+include/ql/Calendars/taiwan.hpp
 include/ql/Calendars/target.hpp
-include/ql/Calendars/tokyo.hpp
-include/ql/Calendars/toronto.hpp
-include/ql/Calendars/warsaw.hpp
-include/ql/Calendars/wellington.hpp
-include/ql/Calendars/zurich.hpp
+include/ql/Calendars/turkey.hpp
+include/ql/Calendars/ukraine.hpp
+include/ql/Calendars/unitedkingdom.hpp
+include/ql/Calendars/unitedstates.hpp
+include/ql/calendar.hpp
+include/ql/capvolstructures.hpp
 include/ql/CashFlows/all.hpp
-include/ql/CashFlows/basispointsensitivity.hpp
+include/ql/CashFlows/analysis.hpp
+include/ql/CashFlows/capflooredcoupon.hpp
+include/ql/CashFlows/capfloorlet.hpp
 include/ql/CashFlows/cashflowvectors.hpp
+include/ql/CashFlows/cmscoupon.hpp
+include/ql/CashFlows/conundrumpricer.hpp
 include/ql/CashFlows/core.hpp
 include/ql/CashFlows/coupon.hpp
+include/ql/CashFlows/dividend.hpp
 include/ql/CashFlows/fixedratecoupon.hpp
 include/ql/CashFlows/floatingratecoupon.hpp
 include/ql/CashFlows/inarrearindexedcoupon.hpp
-include/ql/CashFlows/indexcashflowvectors.hpp
-include/ql/CashFlows/indexedcoupon.hpp
+include/ql/CashFlows/indexedcashflowvectors.hpp
 include/ql/CashFlows/parcoupon.hpp
 include/ql/CashFlows/shortfloatingcoupon.hpp
 include/ql/CashFlows/shortindexedcoupon.hpp
 include/ql/CashFlows/simplecashflow.hpp
 include/ql/CashFlows/timebasket.hpp
 include/ql/CashFlows/upfrontindexedcoupon.hpp
-include/ql/DayCounters/actual360.hpp
-include/ql/DayCounters/actual365.hpp
+include/ql/cashflow.hpp
+include/ql/config.hpp
+include/ql/core.hpp
+include/ql/Currencies/africa.hpp
+include/ql/Currencies/all.hpp
+include/ql/Currencies/america.hpp
+include/ql/Currencies/asia.hpp
+include/ql/Currencies/europe.hpp
+include/ql/Currencies/exchangeratemanager.hpp
+include/ql/Currencies/oceania.hpp
+include/ql/currency.hpp
+include/ql/date.hpp
 include/ql/DayCounters/actualactual.hpp
+include/ql/DayCounters/actual360.hpp
+include/ql/DayCounters/actual365fixed.hpp
 include/ql/DayCounters/all.hpp
+include/ql/DayCounters/business252.hpp
+include/ql/DayCounters/one.hpp
 include/ql/DayCounters/simpledaycounter.hpp
 include/ql/DayCounters/thirty360.hpp
+include/ql/daycounter.hpp
+include/ql/discretizedasset.hpp
+include/ql/errors.hpp
+include/ql/event.hpp
+include/ql/exercise.hpp
+include/ql/exchangerate.hpp
 include/ql/FiniteDifferences/all.hpp
 include/ql/FiniteDifferences/americancondition.hpp
 include/ql/FiniteDifferences/boundarycondition.hpp
 include/ql/FiniteDifferences/bsmoperator.hpp
+include/ql/FiniteDifferences/bsmtermoperator.hpp
 include/ql/FiniteDifferences/core.hpp
 include/ql/FiniteDifferences/cranknicolson.hpp
 include/ql/FiniteDifferences/dminus.hpp
-include/ql/FiniteDifferences/dplus.hpp
 include/ql/FiniteDifferences/dplusdminus.hpp
+include/ql/FiniteDifferences/dplus.hpp
 include/ql/FiniteDifferences/dzero.hpp
 include/ql/FiniteDifferences/expliciteuler.hpp
 include/ql/FiniteDifferences/fdtypedefs.hpp
@@ -57,104 +103,242 @@ include/ql/FiniteDifferences/finitedifferencemodel.hpp
 include/ql/FiniteDifferences/impliciteuler.hpp
 include/ql/FiniteDifferences/mixedscheme.hpp
 include/ql/FiniteDifferences/onefactoroperator.hpp
+include/ql/FiniteDifferences/operatorfactory.hpp
+include/ql/FiniteDifferences/operatortraits.hpp
+include/ql/FiniteDifferences/parallelevolver.hpp
+include/ql/FiniteDifferences/pdebsm.hpp
+include/ql/FiniteDifferences/pdeshortrate.hpp
+include/ql/FiniteDifferences/pde.hpp
 include/ql/FiniteDifferences/shoutcondition.hpp
 include/ql/FiniteDifferences/stepcondition.hpp
 include/ql/FiniteDifferences/tridiagonaloperator.hpp
-include/ql/FiniteDifferences/valueatcenter.hpp
+include/ql/FiniteDifferences/zerocondition.hpp
+include/ql/grid.hpp
+include/ql/handle.hpp
 include/ql/Indexes/all.hpp
 include/ql/Indexes/audlibor.hpp
 include/ql/Indexes/cadlibor.hpp
-include/ql/Indexes/chflibor.hpp
+include/ql/Indexes/cdor.hpp
 include/ql/Indexes/core.hpp
+include/ql/Indexes/dkklibor.hpp
+include/ql/Indexes/euriborswapfixa.hpp
+include/ql/Indexes/euriborswapfixifr.hpp
 include/ql/Indexes/euribor.hpp
+include/ql/Indexes/eurliborswapfixa.hpp
+include/ql/Indexes/eurliborswapfixb.hpp
+include/ql/Indexes/eurliborswapfixifr.hpp
+include/ql/Indexes/eurlibor.hpp
 include/ql/Indexes/gbplibor.hpp
+include/ql/Indexes/chflibor.hpp
+include/ql/Indexes/iborindex.hpp
+include/ql/Indexes/indexmanager.hpp
+include/ql/Indexes/interestrateindex.hpp
+include/ql/Indexes/jibar.hpp
 include/ql/Indexes/jpylibor.hpp
+include/ql/Indexes/libor.hpp
+include/ql/Indexes/nzdlibor.hpp
+include/ql/Indexes/swapindex.hpp
+include/ql/Indexes/tibor.hpp
+include/ql/Indexes/trlibor.hpp
 include/ql/Indexes/usdlibor.hpp
 include/ql/Indexes/xibor.hpp
-include/ql/Indexes/xibormanager.hpp
-include/ql/Indexes/zarlibor.hpp
+include/ql/Indexes/zibor.hpp
+include/ql/index.hpp
 include/ql/Instruments/all.hpp
 include/ql/Instruments/asianoption.hpp
+include/ql/Instruments/assetswap.hpp
 include/ql/Instruments/barrieroption.hpp
 include/ql/Instruments/basketoption.hpp
+include/ql/Instruments/bond.hpp
+include/ql/Instruments/callabilityschedule.hpp
 include/ql/Instruments/capfloor.hpp
 include/ql/Instruments/cliquetoption.hpp
+include/ql/Instruments/cmscouponbond.hpp
+include/ql/Instruments/compositeinstrument.hpp
+include/ql/Instruments/convertiblebond.hpp
 include/ql/Instruments/core.hpp
+include/ql/Instruments/dividendschedule.hpp
+include/ql/Instruments/dividendvanillaoption.hpp
+include/ql/Instruments/europeanoption.hpp
+include/ql/Instruments/fixedcouponbondforward.hpp
+include/ql/Instruments/fixedcouponbond.hpp
+include/ql/Instruments/floatingratebond.hpp
+include/ql/Instruments/forwardrateagreement.hpp
 include/ql/Instruments/forwardvanillaoption.hpp
+include/ql/Instruments/forward.hpp
+include/ql/Instruments/lookbackoption.hpp
+include/ql/Instruments/makecapfloor.hpp
+include/ql/Instruments/makecms.hpp
+include/ql/Instruments/makevanillaswap.hpp
 include/ql/Instruments/multiassetoption.hpp
 include/ql/Instruments/oneassetoption.hpp
 include/ql/Instruments/oneassetstrikedoption.hpp
 include/ql/Instruments/payoffs.hpp
 include/ql/Instruments/quantoforwardvanillaoption.hpp
 include/ql/Instruments/quantovanillaoption.hpp
-include/ql/Instruments/simpleswap.hpp
 include/ql/Instruments/stock.hpp
-include/ql/Instruments/swap.hpp
 include/ql/Instruments/swaption.hpp
+include/ql/Instruments/swap.hpp
 include/ql/Instruments/vanillaoption.hpp
+include/ql/Instruments/vanillaswap.hpp
+include/ql/Instruments/varianceswap.hpp
+include/ql/Instruments/zerocouponbond.hpp
+include/ql/instrument.hpp
+include/ql/interestrate.hpp
 include/ql/Lattices/all.hpp
 include/ql/Lattices/binomialtree.hpp
 include/ql/Lattices/bsmlattice.hpp
 include/ql/Lattices/core.hpp
-include/ql/Lattices/lattice.hpp
+include/ql/Lattices/lattice1d.hpp
 include/ql/Lattices/lattice2d.hpp
+include/ql/Lattices/lattice.hpp
+include/ql/Lattices/tflattice.hpp
 include/ql/Lattices/tree.hpp
 include/ql/Lattices/trinomialtree.hpp
+include/ql/MarketModels/accountingengine.hpp
+include/ql/MarketModels/all.hpp
+include/ql/MarketModels/BrownianGenerators/all.hpp
+include/ql/MarketModels/BrownianGenerators/mtbrowniangenerator.hpp
+include/ql/MarketModels/BrownianGenerators/sobolbrowniangenerator.hpp
+include/ql/MarketModels/browniangenerator.hpp
+include/ql/MarketModels/core.hpp
+include/ql/MarketModels/curvestate.hpp
+include/ql/MarketModels/driftcalculator.hpp
+include/ql/MarketModels/duffsdeviceinnerproduct.hpp
+include/ql/MarketModels/evolutiondescription.hpp
+include/ql/MarketModels/Evolvers/all.hpp
+include/ql/MarketModels/Evolvers/forwardrateconstrainedeuler.hpp
+include/ql/MarketModels/Evolvers/forwardrateeulerevolver.hpp
+include/ql/MarketModels/Evolvers/forwardrateipcevolver.hpp
+include/ql/MarketModels/Evolvers/forwardratepcevolver.hpp
+include/ql/MarketModels/ExerciseStrategies/all.hpp
+include/ql/MarketModels/ExerciseStrategies/lsstrategy.hpp
+include/ql/MarketModels/ExerciseStrategies/swapratetrigger.hpp
+include/ql/MarketModels/ExerciseValues/all.hpp
+include/ql/MarketModels/ExerciseValues/bermudanswaptionexercisevalue.hpp
+include/ql/MarketModels/ExerciseValues/nothingexercisevalue.hpp
+include/ql/MarketModels/exercisevalue.hpp
+include/ql/MarketModels/lsbasisfunctions.hpp
+include/ql/MarketModels/lsdatacollector.hpp
+include/ql/MarketModels/marketmodelconstrainedevolver.hpp
+include/ql/MarketModels/marketmodeldiscounter.hpp
+include/ql/MarketModels/marketmodelevolver.hpp
+include/ql/MarketModels/marketmodelproduct.hpp
+include/ql/MarketModels/marketmodel.hpp
+include/ql/MarketModels/Models/all.hpp
+include/ql/MarketModels/Models/expcorrabcdvol.hpp
+include/ql/MarketModels/Models/expcorrflatvol.hpp
+include/ql/MarketModels/nodedataprovider.hpp
+include/ql/MarketModels/parametricexerciseadapter.hpp
+include/ql/MarketModels/parametricexercise.hpp
+include/ql/MarketModels/parametricswapexercise.hpp
+include/ql/MarketModels/Products/all.hpp
+include/ql/MarketModels/Products/compositeproduct.hpp
+include/ql/MarketModels/Products/multiproductcomposite.hpp
+include/ql/MarketModels/Products/multiproductmultistep.hpp
+include/ql/MarketModels/Products/multiproductonestep.hpp
+include/ql/MarketModels/Products/MultiStep/all.hpp
+include/ql/MarketModels/Products/MultiStep/callspecifiedmultiproduct.hpp
+include/ql/MarketModels/Products/MultiStep/cashrebate.hpp
+include/ql/MarketModels/Products/MultiStep/exerciseadapter.hpp
+include/ql/MarketModels/Products/MultiStep/multistepcoinitialswaps.hpp
+include/ql/MarketModels/Products/MultiStep/multistepcoterminalswaps.hpp
+include/ql/MarketModels/Products/MultiStep/multistepcoterminalswaptions.hpp
+include/ql/MarketModels/Products/MultiStep/multistepforwards.hpp
+include/ql/MarketModels/Products/MultiStep/multistepnothing.hpp
+include/ql/MarketModels/Products/MultiStep/multistepoptionlets.hpp
+include/ql/MarketModels/Products/MultiStep/multistepratchet.hpp
+include/ql/MarketModels/Products/MultiStep/multistepswap.hpp
+include/ql/MarketModels/Products/OneStep/all.hpp
+include/ql/MarketModels/Products/OneStep/onestepcoinitialswaps.hpp
+include/ql/MarketModels/Products/OneStep/onestepcoterminalswaps.hpp
+include/ql/MarketModels/Products/OneStep/onestepforwards.hpp
+include/ql/MarketModels/Products/OneStep/onestepoptionlets.hpp
+include/ql/MarketModels/Products/singleproductcomposite.hpp
+include/ql/MarketModels/proxygreekengine.hpp
+include/ql/MarketModels/swapbasissystem.hpp
+include/ql/MarketModels/swapforwardconversionmatrix.hpp
+include/ql/MarketModels/swapforwardmappings.hpp
+include/ql/MarketModels/upperboundengine.hpp
+include/ql/MarketModels/utilities.hpp
 include/ql/Math/all.hpp
 include/ql/Math/array.hpp
+include/ql/Math/backwardflatinterpolation.hpp
 include/ql/Math/beta.hpp
 include/ql/Math/bicubicsplineinterpolation.hpp
 include/ql/Math/bilinearinterpolation.hpp
 include/ql/Math/binomialdistribution.hpp
 include/ql/Math/bivariatenormaldistribution.hpp
-include/ql/Math/chisquaredistribution.hpp
-include/ql/Math/choleskydecomposition.hpp
 include/ql/Math/comparison.hpp
+include/ql/Math/convergencestatistics.hpp
 include/ql/Math/core.hpp
 include/ql/Math/cubicspline.hpp
+include/ql/Math/curve.hpp
 include/ql/Math/discrepancystatistics.hpp
+include/ql/Math/domain.hpp
 include/ql/Math/errorfunction.hpp
+include/ql/Math/extrapolation.hpp
 include/ql/Math/factorial.hpp
+include/ql/Math/forwardflatinterpolation.hpp
 include/ql/Math/functional.hpp
 include/ql/Math/gammadistribution.hpp
+include/ql/Math/gaussianorthogonalpolynomial.hpp
+include/ql/Math/gaussianquadratures.hpp
 include/ql/Math/gaussianstatistics.hpp
 include/ql/Math/generalstatistics.hpp
+include/ql/Math/chisquaredistribution.hpp
+include/ql/Math/choleskydecomposition.hpp
 include/ql/Math/incompletegamma.hpp
 include/ql/Math/incrementalstatistics.hpp
-include/ql/Math/interpolation.hpp
 include/ql/Math/interpolation2D.hpp
-include/ql/Math/interpolationtraits.hpp
+include/ql/Math/interpolation.hpp
 include/ql/Math/kronrodintegral.hpp
 include/ql/Math/lexicographicalview.hpp
 include/ql/Math/linearinterpolation.hpp
+include/ql/Math/linearleastsquaresregression.hpp
 include/ql/Math/loglinearinterpolation.hpp
 include/ql/Math/matrix.hpp
+include/ql/Math/multicubicspline.hpp
 include/ql/Math/normaldistribution.hpp
 include/ql/Math/poissondistribution.hpp
 include/ql/Math/primenumbers.hpp
 include/ql/Math/pseudosqrt.hpp
 include/ql/Math/riskstatistics.hpp
+include/ql/Math/rounding.hpp
+include/ql/Math/sabrinterpolation.hpp
+include/ql/Math/sampledcurve.hpp
 include/ql/Math/segmentintegral.hpp
 include/ql/Math/sequencestatistics.hpp
 include/ql/Math/simpsonintegral.hpp
 include/ql/Math/statistics.hpp
+include/ql/Math/surface.hpp
 include/ql/Math/svd.hpp
-include/ql/Math/symmetriceigenvalues.hpp
 include/ql/Math/symmetricschurdecomposition.hpp
+include/ql/Math/tqreigendecomposition.hpp
+include/ql/Math/transformedgrid.hpp
 include/ql/Math/trapezoidintegral.hpp
+include/ql/money.hpp
 include/ql/MonteCarlo/all.hpp
 include/ql/MonteCarlo/brownianbridge.hpp
 include/ql/MonteCarlo/core.hpp
+include/ql/MonteCarlo/earlyexercisepathpricer.hpp
+include/ql/MonteCarlo/exercisestrategy.hpp
+include/ql/MonteCarlo/genericlsregression.hpp
+include/ql/MonteCarlo/genericparametricearlyexercise.hpp
 include/ql/MonteCarlo/getcovariance.hpp
+include/ql/MonteCarlo/longstaffschwartzpathpricer.hpp
+include/ql/MonteCarlo/lsmbasissystem.hpp
 include/ql/MonteCarlo/mctraits.hpp
 include/ql/MonteCarlo/mctypedefs.hpp
 include/ql/MonteCarlo/montecarlomodel.hpp
-include/ql/MonteCarlo/multipath.hpp
 include/ql/MonteCarlo/multipathgenerator.hpp
-include/ql/MonteCarlo/path.hpp
+include/ql/MonteCarlo/multipath.hpp
+include/ql/MonteCarlo/nodedata.hpp
 include/ql/MonteCarlo/pathgenerator.hpp
 include/ql/MonteCarlo/pathpricer.hpp
+include/ql/MonteCarlo/path.hpp
 include/ql/MonteCarlo/sample.hpp
+include/ql/numericalmethod.hpp
 include/ql/Optimization/all.hpp
 include/ql/Optimization/armijo.hpp
 include/ql/Optimization/conjugategradient.hpp
@@ -163,50 +347,48 @@ include/ql/Optimization/core.hpp
 include/ql/Optimization/costfunction.hpp
 include/ql/Optimization/criteria.hpp
 include/ql/Optimization/leastsquare.hpp
+include/ql/Optimization/levenbergmarquardt.hpp
+include/ql/Optimization/linesearchbasedmethod.hpp
 include/ql/Optimization/linesearch.hpp
+include/ql/Optimization/lmdif.hpp
 include/ql/Optimization/method.hpp
 include/ql/Optimization/problem.hpp
 include/ql/Optimization/simplex.hpp
 include/ql/Optimization/steepestdescent.hpp
+include/ql/option.hpp
 include/ql/Patterns/all.hpp
 include/ql/Patterns/bridge.hpp
 include/ql/Patterns/composite.hpp
 include/ql/Patterns/curiouslyrecurring.hpp
 include/ql/Patterns/lazyobject.hpp
 include/ql/Patterns/observable.hpp
+include/ql/Patterns/singleton.hpp
 include/ql/Patterns/visitor.hpp
+include/ql/payoff.hpp
+include/ql/period.hpp
+include/ql/position.hpp
 include/ql/Pricers/all.hpp
-include/ql/Pricers/cliquetoption.hpp
-include/ql/Pricers/continuousgeometricapo.hpp
 include/ql/Pricers/core.hpp
-include/ql/Pricers/discretegeometricapo.hpp
 include/ql/Pricers/discretegeometricaso.hpp
-include/ql/Pricers/europeanoption.hpp
-include/ql/Pricers/fdamericanoption.hpp
-include/ql/Pricers/fdbermudanoption.hpp
-include/ql/Pricers/fdbsmoption.hpp
-include/ql/Pricers/fddividendamericanoption.hpp
-include/ql/Pricers/fddividendeuropeanoption.hpp
-include/ql/Pricers/fddividendoption.hpp
-include/ql/Pricers/fddividendshoutoption.hpp
-include/ql/Pricers/fdeuropean.hpp
-include/ql/Pricers/fdmultiperiodoption.hpp
-include/ql/Pricers/fdshoutoption.hpp
-include/ql/Pricers/fdstepconditionoption.hpp
-include/ql/Pricers/mcbasket.hpp
 include/ql/Pricers/mccliquetoption.hpp
-include/ql/Pricers/mcdiscretearithmeticapo.hpp
 include/ql/Pricers/mcdiscretearithmeticaso.hpp
 include/ql/Pricers/mceverest.hpp
-include/ql/Pricers/mchimalaya.hpp
 include/ql/Pricers/mcmaxbasket.hpp
 include/ql/Pricers/mcpagoda.hpp
 include/ql/Pricers/mcperformanceoption.hpp
 include/ql/Pricers/mcpricer.hpp
-include/ql/Pricers/performanceoption.hpp
+include/ql/Pricers/mchimalaya.hpp
 include/ql/Pricers/singleassetoption.hpp
+include/ql/prices.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/analyticasianengine.hpp
+include/ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp
+include/ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp
+include/ql/PricingEngines/Asian/mcdiscreteasianengine.hpp
+include/ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp
+include/ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp
 include/ql/PricingEngines/Barrier/all.hpp
 include/ql/PricingEngines/Barrier/analyticbarrierengine.hpp
 include/ql/PricingEngines/Barrier/mcbarrierengine.hpp
@@ -214,172 +396,254 @@ include/ql/PricingEngines/Basket/all.hpp
 include/ql/PricingEngines/Basket/mcamericanbasketengine.hpp
 include/ql/PricingEngines/Basket/mcbasketengine.hpp
 include/ql/PricingEngines/Basket/stulzengine.hpp
+include/ql/PricingEngines/blackcalculator.hpp
+include/ql/PricingEngines/blackformula.hpp
+include/ql/PricingEngines/blackmodel.hpp
+include/ql/PricingEngines/blackscholescalculator.hpp
 include/ql/PricingEngines/CapFloor/all.hpp
-include/ql/PricingEngines/CapFloor/analyticalcapfloor.hpp
-include/ql/PricingEngines/CapFloor/blackcapfloor.hpp
-include/ql/PricingEngines/CapFloor/capfloorpricer.hpp
-include/ql/PricingEngines/CapFloor/treecapfloor.hpp
+include/ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp
+include/ql/PricingEngines/CapFloor/blackcapfloorengine.hpp
+include/ql/PricingEngines/CapFloor/discretizedcapfloor.hpp
+include/ql/PricingEngines/CapFloor/mchullwhiteengine.hpp
+include/ql/PricingEngines/CapFloor/treecapfloorengine.hpp
+include/ql/PricingEngines/Cliquet/all.hpp
+include/ql/PricingEngines/Cliquet/analyticcliquetengine.hpp
+include/ql/PricingEngines/Cliquet/analyticperformanceengine.hpp
+include/ql/PricingEngines/core.hpp
 include/ql/PricingEngines/Forward/all.hpp
 include/ql/PricingEngines/Forward/forwardengine.hpp
 include/ql/PricingEngines/Forward/forwardperformanceengine.hpp
+include/ql/PricingEngines/Forward/mcvarianceswapengine.hpp
+include/ql/PricingEngines/Forward/replicatingvarianceswapengine.hpp
+include/ql/PricingEngines/genericmodelengine.hpp
+include/ql/PricingEngines/greeks.hpp
+include/ql/PricingEngines/Hybrid/all.hpp
+include/ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp
+include/ql/PricingEngines/Hybrid/discretizedconvertible.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/mclongstaffschwartzengine.hpp
+include/ql/PricingEngines/mcsimulation.hpp
 include/ql/PricingEngines/Quanto/all.hpp
 include/ql/PricingEngines/Quanto/quantoengine.hpp
 include/ql/PricingEngines/Swaption/all.hpp
-include/ql/PricingEngines/Swaption/blackswaption.hpp
-include/ql/PricingEngines/Swaption/jamshidianswaption.hpp
-include/ql/PricingEngines/Swaption/swaptionpricer.hpp
-include/ql/PricingEngines/Swaption/treeswaption.hpp
+include/ql/PricingEngines/Swaption/blackswaptionengine.hpp
+include/ql/PricingEngines/Swaption/discretizedswaption.hpp
+include/ql/PricingEngines/Swaption/g2swaptionengine.hpp
+include/ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp
+include/ql/PricingEngines/Swaption/lfmswaptionengine.hpp
+include/ql/PricingEngines/Swaption/treeswaptionengine.hpp
 include/ql/PricingEngines/Vanilla/all.hpp
 include/ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp
+include/ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp
 include/ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp
+include/ql/PricingEngines/Vanilla/analytichestonengine.hpp
 include/ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp
+include/ql/PricingEngines/Vanilla/batesengine.hpp
 include/ql/PricingEngines/Vanilla/binomialengine.hpp
 include/ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp
 include/ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp
+include/ql/PricingEngines/Vanilla/fdamericanengine.hpp
+include/ql/PricingEngines/Vanilla/fdbermudanengine.hpp
+include/ql/PricingEngines/Vanilla/fdconditions.hpp
+include/ql/PricingEngines/Vanilla/fddividendamericanengine.hpp
+include/ql/PricingEngines/Vanilla/fddividendengine.hpp
+include/ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp
+include/ql/PricingEngines/Vanilla/fddividendshoutengine.hpp
+include/ql/PricingEngines/Vanilla/fdeuropeanengine.hpp
+include/ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp
+include/ql/PricingEngines/Vanilla/fdshoutengine.hpp
+include/ql/PricingEngines/Vanilla/fdstepconditionengine.hpp
+include/ql/PricingEngines/Vanilla/fdvanillaengine.hpp
 include/ql/PricingEngines/Vanilla/integralengine.hpp
 include/ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp
+include/ql/PricingEngines/Vanilla/juquadraticengine.hpp
+include/ql/PricingEngines/Vanilla/mcamericanengine.hpp
 include/ql/PricingEngines/Vanilla/mcdigitalengine.hpp
 include/ql/PricingEngines/Vanilla/mceuropeanengine.hpp
+include/ql/PricingEngines/Vanilla/mceuropeanhestonengine.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/blackformula.hpp
-include/ql/PricingEngines/blackmodel.hpp
-include/ql/PricingEngines/core.hpp
-include/ql/PricingEngines/genericmodelengine.hpp
-include/ql/PricingEngines/latticeshortratemodelengine.hpp
-include/ql/PricingEngines/mcsimulation.hpp
+include/ql/pricingengine.hpp
+include/ql/Processes/all.hpp
+include/ql/Processes/blackscholesprocess.hpp
+include/ql/Processes/eulerdiscretization.hpp
+include/ql/Processes/forwardmeasureprocess.hpp
+include/ql/Processes/geometricbrownianprocess.hpp
+include/ql/Processes/g2process.hpp
+include/ql/Processes/hestonprocess.hpp
+include/ql/Processes/hullwhiteprocess.hpp
+include/ql/Processes/lfmcovarparam.hpp
+include/ql/Processes/lfmhullwhiteparam.hpp
+include/ql/Processes/lfmprocess.hpp
+include/ql/Processes/merton76process.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/Quotes/all.hpp
+include/ql/Quotes/compositequote.hpp
+include/ql/Quotes/derivedquote.hpp
+include/ql/Quotes/futuresconvadjustmentquote.hpp
+include/ql/Quotes/simplequote.hpp
+include/ql/quote.hpp
 include/ql/RandomNumbers/all.hpp
 include/ql/RandomNumbers/boxmullergaussianrng.hpp
 include/ql/RandomNumbers/centrallimitgaussianrng.hpp
 include/ql/RandomNumbers/core.hpp
+include/ql/RandomNumbers/faurersg.hpp
 include/ql/RandomNumbers/haltonrsg.hpp
-include/ql/RandomNumbers/inversecumgaussianrng.hpp
-include/ql/RandomNumbers/inversecumgaussianrsg.hpp
+include/ql/RandomNumbers/inversecumulativerng.hpp
+include/ql/RandomNumbers/inversecumulativersg.hpp
 include/ql/RandomNumbers/knuthuniformrng.hpp
 include/ql/RandomNumbers/lecuyeruniformrng.hpp
 include/ql/RandomNumbers/mt19937uniformrng.hpp
 include/ql/RandomNumbers/primitivepolynomials.h
-include/ql/RandomNumbers/randomarraygenerator.hpp
+include/ql/RandomNumbers/randomizedlds.hpp
 include/ql/RandomNumbers/randomsequencegenerator.hpp
 include/ql/RandomNumbers/rngtraits.hpp
-include/ql/RandomNumbers/rngtypedefs.hpp
+include/ql/RandomNumbers/seedgenerator.hpp
 include/ql/RandomNumbers/sobolrsg.hpp
+include/ql/settings.hpp
+include/ql/ShortRateModels/all.hpp
+include/ql/ShortRateModels/CalibrationHelpers/all.hpp
 include/ql/ShortRateModels/CalibrationHelpers/caphelper.hpp
+include/ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.hpp
 include/ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp
+include/ql/ShortRateModels/calibrationhelper.hpp
+include/ql/ShortRateModels/core.hpp
+include/ql/ShortRateModels/LiborMarketModels/all.hpp
+include/ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.hpp
+include/ql/ShortRateModels/LiborMarketModels/liborforwardmodel.hpp
+include/ql/ShortRateModels/LiborMarketModels/lmconstwrappercorrmodel.hpp
+include/ql/ShortRateModels/LiborMarketModels/lmconstwrappervolmodel.hpp
+include/ql/ShortRateModels/LiborMarketModels/lmcorrmodel.hpp
+include/ql/ShortRateModels/LiborMarketModels/lmexpcorrmodel.hpp
+include/ql/ShortRateModels/LiborMarketModels/lmextlinexpvolmodel.hpp
+include/ql/ShortRateModels/LiborMarketModels/lmfixedvolmodel.hpp
+include/ql/ShortRateModels/LiborMarketModels/lmlinexpcorrmodel.hpp
+include/ql/ShortRateModels/LiborMarketModels/lmlinexpvolmodel.hpp
+include/ql/ShortRateModels/LiborMarketModels/lmvolmodel.hpp
+include/ql/ShortRateModels/model.hpp
+include/ql/ShortRateModels/OneFactorModels/all.hpp
 include/ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp
 include/ql/ShortRateModels/OneFactorModels/coxingersollross.hpp
 include/ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
 include/ql/ShortRateModels/OneFactorModels/hullwhite.hpp
 include/ql/ShortRateModels/OneFactorModels/vasicek.hpp
-include/ql/ShortRateModels/TwoFactorModels/g2.hpp
-include/ql/ShortRateModels/all.hpp
-include/ql/ShortRateModels/calibrationhelper.hpp
-include/ql/ShortRateModels/core.hpp
-include/ql/ShortRateModels/model.hpp
 include/ql/ShortRateModels/onefactormodel.hpp
 include/ql/ShortRateModels/parameter.hpp
+include/ql/ShortRateModels/TwoFactorModels/all.hpp
+include/ql/ShortRateModels/TwoFactorModels/batesmodel.hpp
+include/ql/ShortRateModels/TwoFactorModels/g2.hpp
+include/ql/ShortRateModels/TwoFactorModels/hestonmodel.hpp
 include/ql/ShortRateModels/twofactormodel.hpp
+include/ql/schedule.hpp
 include/ql/Solvers1D/all.hpp
 include/ql/Solvers1D/bisection.hpp
 include/ql/Solvers1D/brent.hpp
 include/ql/Solvers1D/falseposition.hpp
-include/ql/Solvers1D/newton.hpp
 include/ql/Solvers1D/newtonsafe.hpp
+include/ql/Solvers1D/newton.hpp
 include/ql/Solvers1D/ridder.hpp
 include/ql/Solvers1D/secant.hpp
-include/ql/TermStructures/affinetermstructure.hpp
+include/ql/solver1d.hpp
+include/ql/stochasticprocess.hpp
+include/ql/swaptionvolstructure.hpp
 include/ql/TermStructures/all.hpp
+include/ql/TermStructures/bondhelpers.hpp
+include/ql/TermStructures/bootstraptraits.hpp
 include/ql/TermStructures/compoundforward.hpp
 include/ql/TermStructures/discountcurve.hpp
 include/ql/TermStructures/drifttermstructure.hpp
 include/ql/TermStructures/extendeddiscountcurve.hpp
 include/ql/TermStructures/flatforward.hpp
+include/ql/TermStructures/forwardcurve.hpp
 include/ql/TermStructures/forwardspreadedtermstructure.hpp
+include/ql/TermStructures/forwardstructure.hpp
 include/ql/TermStructures/impliedtermstructure.hpp
-include/ql/TermStructures/piecewiseflatforward.hpp
+include/ql/TermStructures/piecewiseyieldcurve.hpp
+include/ql/TermStructures/piecewisezerospreadedtermstructure.hpp
 include/ql/TermStructures/quantotermstructure.hpp
 include/ql/TermStructures/ratehelpers.hpp
 include/ql/TermStructures/zerocurve.hpp
 include/ql/TermStructures/zerospreadedtermstructure.hpp
+include/ql/TermStructures/zeroyieldstructure.hpp
+include/ql/termstructure.hpp
+include/ql/timegrid.hpp
+include/ql/timeseries.hpp
+include/ql/types.hpp
 include/ql/Utilities/all.hpp
-include/ql/Utilities/combiningiterator.hpp
-include/ql/Utilities/couplingiterator.hpp
-include/ql/Utilities/filteringiterator.hpp
-include/ql/Utilities/iteratorcategories.hpp
-include/ql/Utilities/processingiterator.hpp
+include/ql/Utilities/clone.hpp
+include/ql/Utilities/dataformatters.hpp
+include/ql/Utilities/dataparsers.hpp
+include/ql/Utilities/disposable.hpp
+include/ql/Utilities/null.hpp
+include/ql/Utilities/observablevalue.hpp
 include/ql/Utilities/steppingiterator.hpp
+include/ql/Utilities/strings.hpp
+include/ql/Utilities/tracing.hpp
+include/ql/Volatilities/abcd.hpp
 include/ql/Volatilities/all.hpp
 include/ql/Volatilities/blackconstantvol.hpp
 include/ql/Volatilities/blackvariancecurve.hpp
 include/ql/Volatilities/blackvariancesurface.hpp
 include/ql/Volatilities/capflatvolvector.hpp
+include/ql/Volatilities/capletconstantvol.hpp
+include/ql/Volatilities/capletvariancecurve.hpp
+include/ql/Volatilities/capletvolatilitiesstructures.hpp
+include/ql/Volatilities/capstripper.hpp
+include/ql/Volatilities/cmsmarket.hpp
 include/ql/Volatilities/impliedvoltermstructure.hpp
+include/ql/Volatilities/interpolatedsmilesection.hpp
 include/ql/Volatilities/localconstantvol.hpp
 include/ql/Volatilities/localvolcurve.hpp
 include/ql/Volatilities/localvolsurface.hpp
+include/ql/Volatilities/sabrinterpolatedsmilesection.hpp
+include/ql/Volatilities/sabr.hpp
+include/ql/Volatilities/smilesection.hpp
+include/ql/Volatilities/swaptionconstantvol.hpp
+include/ql/Volatilities/swaptionvolcube1.hpp
+include/ql/Volatilities/swaptionvolcube2.hpp
+include/ql/Volatilities/swaptionvolcube.hpp
+include/ql/Volatilities/swaptionvoldiscrete.hpp
 include/ql/Volatilities/swaptionvolmatrix.hpp
-include/ql/argsandresults.hpp
-include/ql/calendar.hpp
-include/ql/capvolstructures.hpp
-include/ql/cashflow.hpp
-include/ql/config.hpp
-include/ql/core.hpp
-include/ql/currency.hpp
-include/ql/dataformatters.hpp
-include/ql/dataparsers.hpp
-include/ql/date.hpp
-include/ql/daycounter.hpp
-include/ql/diffusionprocess.hpp
-include/ql/discretizedasset.hpp
-include/ql/disposable.hpp
-include/ql/errors.hpp
-include/ql/exercise.hpp
-include/ql/functions/all.hpp
-include/ql/functions/daycounters.hpp
-include/ql/functions/mathf.hpp
-include/ql/functions/vols.hpp
-include/ql/grid.hpp
-include/ql/handle.hpp
-include/ql/history.hpp
-include/ql/index.hpp
-include/ql/instrument.hpp
-include/ql/marketelement.hpp
-include/ql/null.hpp
-include/ql/numericalmethod.hpp
-include/ql/option.hpp
-include/ql/payoff.hpp
-include/ql/pricingengine.hpp
-include/ql/qldefines.hpp
-include/ql/quantlib.hpp
-include/ql/relinkablehandle.hpp
-include/ql/scheduler.hpp
-include/ql/solver1d.hpp
-include/ql/stochasticprocess.hpp
-include/ql/swaptionvolstructure.hpp
-include/ql/termstructure.hpp
-include/ql/types.hpp
+include/ql/VolatilityModels/all.hpp
+include/ql/VolatilityModels/constantestimator.hpp
+include/ql/VolatilityModels/garch.hpp
+include/ql/VolatilityModels/garmanklass.hpp
+include/ql/VolatilityModels/simplelocalestimator.hpp
+include/ql/volatilitymodel.hpp
 include/ql/voltermstructure.hpp
+include/ql/yieldtermstructure.hpp
 lib/libQuantLib.a
+lib/libQuantLib.la
 lib/libQuantLib.so
 lib/libQuantLib.so.0
 share/aclocal/quantlib.m4
 share/emacs/site-lisp/quantlib.el
-@dirrm include/ql/functions
+@dirrm include/ql/VolatilityModels
 @dirrm include/ql/Volatilities
 @dirrm include/ql/Utilities
 @dirrm include/ql/TermStructures
 @dirrm include/ql/Solvers1D
 @dirrm include/ql/ShortRateModels/TwoFactorModels
 @dirrm include/ql/ShortRateModels/OneFactorModels
+@dirrm include/ql/ShortRateModels/LiborMarketModels
 @dirrm include/ql/ShortRateModels/CalibrationHelpers
 @dirrm include/ql/ShortRateModels
 @dirrm include/ql/RandomNumbers
+@dirrm include/ql/Quotes
+@dirrm include/ql/Processes
 @dirrm include/ql/PricingEngines/Vanilla
 @dirrm include/ql/PricingEngines/Swaption
 @dirrm include/ql/PricingEngines/Quanto
+@dirrm include/ql/PricingEngines/Lookback
+@dirrm include/ql/PricingEngines/Hybrid
 @dirrm include/ql/PricingEngines/Forward
+@dirrm include/ql/PricingEngines/Cliquet
 @dirrm include/ql/PricingEngines/CapFloor
 @dirrm include/ql/PricingEngines/Basket
 @dirrm include/ql/PricingEngines/Barrier
@@ -390,11 +654,21 @@ share/emacs/site-lisp/quantlib.el
 @dirrm include/ql/Optimization
 @dirrm include/ql/MonteCarlo
 @dirrm include/ql/Math
+@dirrm include/ql/MarketModels/Products/MultiStep
+@dirrm include/ql/MarketModels/Products/OneStep
+@dirrm include/ql/MarketModels/Products
+@dirrm include/ql/MarketModels/Models
+@dirrm include/ql/MarketModels/ExerciseValues
+@dirrm include/ql/MarketModels/ExerciseStrategies
+@dirrm include/ql/MarketModels/Evolvers
+@dirrm include/ql/MarketModels/BrownianGenerators
+@dirrm include/ql/MarketModels
 @dirrm include/ql/Lattices
 @dirrm include/ql/Instruments
 @dirrm include/ql/Indexes
 @dirrm include/ql/FiniteDifferences
 @dirrm include/ql/DayCounters
 @dirrm include/ql/CashFlows
+@dirrm include/ql/Currencies
 @dirrm include/ql/Calendars
 @dirrm include/ql