Update to 0.2.1

PR:		35497
Submitted by:	KATO Tsuguru <tkato@prontomail.com>

4 files changed, 126 insertions, 71 deletions

diff --git a/misc/quantlib/Makefile b/misc/quantlib/Makefile
index 5ed56184e36e..26ef0ef06a5c 100644
--- a/misc/quantlib/Makefile
+++ b/misc/quantlib/Makefile
@@ -7,7 +7,7 @@
 #
 
 PORTNAME=	quantlib
-PORTVERSION=	0.1.9
+PORTVERSION=	0.2.1
 CATEGORIES=	misc
 MASTER_SITES=	${MASTER_SITE_SOURCEFORGE}
 MASTER_SITE_SUBDIR=	${PORTNAME}
@@ -16,6 +16,17 @@ DISTNAME=	QuantLib-${PORTVERSION}-src
 MAINTAINER=	ports@FreeBSD.org
 
 WRKSRC=		${WRKDIR}/QuantLib-${PORTVERSION}
+
+USE_BZIP2=	yes
 GNU_CONFIGURE=	yes
+CONFIGURE_TARGET=	--build=${ARCH}-portbld-freebsd${OSREL}
+
+MAN1=		DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \
+		quantlib-config.1
+
+post-patch:
+	@${PERL} -pi -e 's|-g -Wall -O2|\$$CXXFLAGS|g' ${WRKSRC}/configure
+	@find ${WRKSRC}/Examples -name "Makefile.in" | xargs ${PERL} -pi -e \
+		's|-g -O2 -Wall|\@CXXFLAGS\@ -O0|g'
 
 .include <bsd.port.mk>
diff --git a/misc/quantlib/distinfo b/misc/quantlib/distinfo
index 3efef86e6664..89a2c9318f78 100644
--- a/misc/quantlib/distinfo
+++ b/misc/quantlib/distinfo
@@ -1 +1 @@
-MD5 (QuantLib-0.1.9-src.tar.gz) = 8cb909e27780dc48cb94821973098764
+MD5 (QuantLib-0.2.1-src.tar.bz2) = d8b9a949c5742703395ae285bcab9214
diff --git a/misc/quantlib/files/patch-config::ltmain.sh b/misc/quantlib/files/patch-config::ltmain.sh
new file mode 100644
index 000000000000..82db91fd7e83
--- /dev/null
+++ b/misc/quantlib/files/patch-config::ltmain.sh
@@ -0,0 +1,41 @@
+--- config/ltmain.sh.orig	Thu Sep 13 22:10:25 2001
++++ config/ltmain.sh	Sat Mar  2 16:21:45 2002
+@@ -1043,14 +1043,14 @@
+ 	    # These systems don't actually have a C library (as such)
+ 	    test "X$arg" = "X-lc" && continue
+ 	    ;;
+-	  *-*-openbsd*)
++	  *-*-openbsd* | *-*-freebsd*)
+ 	    # Do not include libc due to us having libc/libc_r.
+ 	    test "X$arg" = "X-lc" && continue
+ 	    ;;
+ 	  esac
+ 	 elif test "X$arg" = "X-lc_r"; then
+ 	  case $host in
+-	  *-*-openbsd*)
++	  *-*-openbsd* | *-*-freebsd*)
+ 	    # Do not include libc_r directly, use -pthread flag.
+ 	    continue
+ 	    ;;
+@@ -2441,7 +2441,7 @@
+ 	  *-*-netbsd*)
+ 	    # Don't link with libc until the a.out ld.so is fixed.
+ 	    ;;
+-	  *-*-openbsd*)
++	  *-*-openbsd* | *-*-freebsd*)
+ 	    # Do not include libc due to us having libc/libc_r.
+ 	    ;;
+ 	  *)
+@@ -4210,10 +4210,12 @@
+ 	fi
+ 
+ 	# Install the pseudo-library for information purposes.
++	if /usr/bin/false; then
+ 	name=`$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/misc/quantlib/pkg-plist b/misc/quantlib/pkg-plist
index 60469b1028a0..48b4ec40a75d 100644
--- a/misc/quantlib/pkg-plist
+++ b/misc/quantlib/pkg-plist
@@ -1,3 +1,7 @@
+bin/DiscreteHedging
+bin/EuropeanOption
+bin/SwapValuation
+bin/quantlib-config
 include/ql/Calendars/frankfurt.hpp
 include/ql/Calendars/helsinki.hpp
 include/ql/Calendars/london.hpp
@@ -5,21 +9,16 @@ include/ql/Calendars/milan.hpp
 include/ql/Calendars/newyork.hpp
 include/ql/Calendars/target.hpp
 include/ql/Calendars/wellington.hpp
-include/ql/Calendars/westerncalendar.hpp
 include/ql/Calendars/zurich.hpp
-include/ql/Currencies/chf.hpp
-include/ql/Currencies/dem.hpp
-include/ql/Currencies/eur.hpp
-include/ql/Currencies/gbp.hpp
-include/ql/Currencies/itl.hpp
-include/ql/Currencies/usd.hpp
+include/ql/CashFlows/cashflowvectors.hpp
+include/ql/CashFlows/coupon.hpp
+include/ql/CashFlows/fixedratecoupon.hpp
+include/ql/CashFlows/floatingratecoupon.hpp
+include/ql/CashFlows/simplecashflow.hpp
 include/ql/DayCounters/actual360.hpp
 include/ql/DayCounters/actual365.hpp
 include/ql/DayCounters/actualactual.hpp
 include/ql/DayCounters/thirty360.hpp
-include/ql/DayCounters/thirty360european.hpp
-include/ql/DayCounters/thirty360italian.hpp
-include/ql/FiniteDifferences/backwardeuler.hpp
 include/ql/FiniteDifferences/boundarycondition.hpp
 include/ql/FiniteDifferences/bsmoperator.hpp
 include/ql/FiniteDifferences/cranknicolson.hpp
@@ -27,22 +26,22 @@ include/ql/FiniteDifferences/dminus.hpp
 include/ql/FiniteDifferences/dplus.hpp
 include/ql/FiniteDifferences/dplusdminus.hpp
 include/ql/FiniteDifferences/dzero.hpp
+include/ql/FiniteDifferences/expliciteuler.hpp
+include/ql/FiniteDifferences/fdtypedefs.hpp
 include/ql/FiniteDifferences/finitedifferencemodel.hpp
-include/ql/FiniteDifferences/forwardeuler.hpp
-include/ql/FiniteDifferences/identity.hpp
-include/ql/FiniteDifferences/operator.hpp
-include/ql/FiniteDifferences/operatortraits.hpp
-include/ql/FiniteDifferences/standardfdmodel.hpp
-include/ql/FiniteDifferences/standardstepcondition.hpp
+include/ql/FiniteDifferences/impliciteuler.hpp
 include/ql/FiniteDifferences/stepcondition.hpp
 include/ql/FiniteDifferences/tridiagonaloperator.hpp
 include/ql/FiniteDifferences/valueatcenter.hpp
 include/ql/Indexes/euribor.hpp
-include/ql/Indexes/libor.hpp
-include/ql/Indexes/libormanager.hpp
+include/ql/Indexes/gbplibor.hpp
 include/ql/Indexes/usdlibor.hpp
 include/ql/Indexes/xibor.hpp
+include/ql/Indexes/xibormanager.hpp
+include/ql/Instruments/plainoption.hpp
+include/ql/Instruments/simpleswap.hpp
 include/ql/Instruments/stock.hpp
+include/ql/Instruments/swap.hpp
 include/ql/Math/cubicspline.hpp
 include/ql/Math/interpolation.hpp
 include/ql/Math/lexicographicalview.hpp
@@ -51,67 +50,69 @@ include/ql/Math/matrix.hpp
 include/ql/Math/multivariateaccumulator.hpp
 include/ql/Math/normaldistribution.hpp
 include/ql/Math/riskmeasures.hpp
+include/ql/Math/segmentintegral.hpp
 include/ql/Math/statistics.hpp
 include/ql/Math/symmetriceigenvalues.hpp
 include/ql/Math/symmetricschurdecomposition.hpp
-include/ql/MonteCarlo/avgpriceasianpathpricer.hpp
-include/ql/MonteCarlo/avgstrikeasianpathpricer.hpp
+include/ql/MonteCarlo/arithmeticapopathpricer.hpp
+include/ql/MonteCarlo/arithmeticasopathpricer.hpp
 include/ql/MonteCarlo/basketpathpricer.hpp
-include/ql/MonteCarlo/boxmuller.hpp
-include/ql/MonteCarlo/centrallimitgaussian.hpp
-include/ql/MonteCarlo/controlvariatedpathpricer.hpp
 include/ql/MonteCarlo/europeanpathpricer.hpp
 include/ql/MonteCarlo/everestpathpricer.hpp
-include/ql/MonteCarlo/gaussianarraygenerator.hpp
-include/ql/MonteCarlo/gaussianrandomgenerator.hpp
-include/ql/MonteCarlo/generalmontecarlo.hpp
-include/ql/MonteCarlo/geometricasianpathpricer.hpp
+include/ql/MonteCarlo/geometricapopathpricer.hpp
+include/ql/MonteCarlo/geometricasopathpricer.hpp
 include/ql/MonteCarlo/getcovariance.hpp
 include/ql/MonteCarlo/himalayapathpricer.hpp
-include/ql/MonteCarlo/lecuyerrandomgenerator.hpp
-include/ql/MonteCarlo/mcoptionsample.hpp
-include/ql/MonteCarlo/mcpricer.hpp
-include/ql/MonteCarlo/multifactormontecarlooption.hpp
-include/ql/MonteCarlo/multifactorpricer.hpp
+include/ql/MonteCarlo/maxbasketpathpricer.hpp
+include/ql/MonteCarlo/mctypedefs.hpp
+include/ql/MonteCarlo/montecarlomodel.hpp
 include/ql/MonteCarlo/multipath.hpp
 include/ql/MonteCarlo/multipathgenerator.hpp
-include/ql/MonteCarlo/multipathpricer.hpp
-include/ql/MonteCarlo/onefactormontecarlooption.hpp
 include/ql/MonteCarlo/pagodapathpricer.hpp
 include/ql/MonteCarlo/path.hpp
-include/ql/MonteCarlo/pathmontecarlo.hpp
+include/ql/MonteCarlo/pathgenerator.hpp
 include/ql/MonteCarlo/pathpricer.hpp
-include/ql/MonteCarlo/randomarraygenerator.hpp
-include/ql/MonteCarlo/standardmultipathgenerator.hpp
-include/ql/MonteCarlo/standardpathgenerator.hpp
-include/ql/MonteCarlo/uniformrandomgenerator.hpp
+include/ql/MonteCarlo/sample.hpp
+include/ql/Patterns/factory.hpp
 include/ql/Patterns/observable.hpp
 include/ql/Pricers/americancondition.hpp
 include/ql/Pricers/americanoption.hpp
-include/ql/Pricers/averagepriceasian.hpp
-include/ql/Pricers/averagestrikeasian.hpp
 include/ql/Pricers/barrieroption.hpp
 include/ql/Pricers/bermudanoption.hpp
 include/ql/Pricers/binaryoption.hpp
-include/ql/Pricers/bsmeuropeanoption.hpp
 include/ql/Pricers/bsmnumericaloption.hpp
-include/ql/Pricers/bsmoption.hpp
 include/ql/Pricers/cliquetoption.hpp
+include/ql/Pricers/continuousgeometricapo.hpp
+include/ql/Pricers/discretegeometricapo.hpp
+include/ql/Pricers/discretegeometricaso.hpp
 include/ql/Pricers/dividendamericanoption.hpp
 include/ql/Pricers/dividendeuropeanoption.hpp
 include/ql/Pricers/dividendoption.hpp
 include/ql/Pricers/dividendshoutoption.hpp
-include/ql/Pricers/everestoption.hpp
+include/ql/Pricers/europeanengine.hpp
+include/ql/Pricers/europeanoption.hpp
 include/ql/Pricers/finitedifferenceeuropean.hpp
-include/ql/Pricers/geometricasianoption.hpp
-include/ql/Pricers/himalaya.hpp
-include/ql/Pricers/mceuropeanpricer.hpp
+include/ql/Pricers/mcbasket.hpp
+include/ql/Pricers/mcdiscretearithmeticapo.hpp
+include/ql/Pricers/mcdiscretearithmeticaso.hpp
+include/ql/Pricers/mceuropean.hpp
+include/ql/Pricers/mceverest.hpp
+include/ql/Pricers/mchimalaya.hpp
+include/ql/Pricers/mcmaxbasket.hpp
+include/ql/Pricers/mcpagoda.hpp
+include/ql/Pricers/mcpricer.hpp
 include/ql/Pricers/multiperiodoption.hpp
-include/ql/Pricers/pagodaoption.hpp
-include/ql/Pricers/plainbasketoption.hpp
 include/ql/Pricers/shoutcondition.hpp
 include/ql/Pricers/shoutoption.hpp
+include/ql/Pricers/singleassetoption.hpp
 include/ql/Pricers/stepconditionoption.hpp
+include/ql/RandomNumbers/boxmullergaussianrng.hpp
+include/ql/RandomNumbers/centrallimitgaussianrng.hpp
+include/ql/RandomNumbers/inversecumulativegaussianrng.hpp
+include/ql/RandomNumbers/knuthuniformrng.hpp
+include/ql/RandomNumbers/lecuyeruniformrng.hpp
+include/ql/RandomNumbers/randomarraygenerator.hpp
+include/ql/RandomNumbers/rngtypedefs.hpp
 include/ql/Solvers1D/bisection.hpp
 include/ql/Solvers1D/brent.hpp
 include/ql/Solvers1D/falseposition.hpp
@@ -120,7 +121,6 @@ include/ql/Solvers1D/newtonsafe.hpp
 include/ql/Solvers1D/ridder.hpp
 include/ql/Solvers1D/secant.hpp
 include/ql/TermStructures/flatforward.hpp
-include/ql/TermStructures/piecewiseconstantforwards.hpp
 include/ql/TermStructures/piecewiseflatforward.hpp
 include/ql/TermStructures/ratehelpers.hpp
 include/ql/Utilities/combiningiterator.hpp
@@ -129,47 +129,50 @@ include/ql/Utilities/filteringiterator.hpp
 include/ql/Utilities/iteratorcategories.hpp
 include/ql/Utilities/processingiterator.hpp
 include/ql/Utilities/steppingiterator.hpp
+include/ql/argsandresults.hpp
 include/ql/array.hpp
 include/ql/calendar.hpp
+include/ql/cashflow.hpp
 include/ql/config.hpp
 include/ql/currency.hpp
 include/ql/dataformatters.hpp
 include/ql/date.hpp
 include/ql/daycounter.hpp
-include/ql/depositrate.hpp
-include/ql/discountfactor.hpp
+include/ql/errors.hpp
 include/ql/expressiontemplates.hpp
 include/ql/forwardvolsurface.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/options.hpp
+include/ql/option.hpp
 include/ql/qldefines.hpp
-include/ql/qlerrors.hpp
 include/ql/quantlib.hpp
-include/ql/rate.hpp
+include/ql/relinkablehandle.hpp
 include/ql/riskstatistics.hpp
+include/ql/scheduler.hpp
 include/ql/solver1d.hpp
-include/ql/spread.hpp
 include/ql/swaptionvolsurface.hpp
 include/ql/termstructure.hpp
+include/ql/types.hpp
 lib/libQuantLib.a
-lib/libQuantLib.la
 lib/libQuantLib.so
 lib/libQuantLib.so.0
-@dirrm include/ql/Calendars
-@dirrm include/ql/Currencies
-@dirrm include/ql/DayCounters
-@dirrm include/ql/FiniteDifferences
-@dirrm include/ql/Indexes
-@dirrm include/ql/Instruments
-@dirrm include/ql/Math
-@dirrm include/ql/MonteCarlo
-@dirrm include/ql/Patterns
-@dirrm include/ql/Pricers
-@dirrm include/ql/Solvers1D
-@dirrm include/ql/TermStructures
+share/aclocal/quantlib.m4
 @dirrm include/ql/Utilities
+@dirrm include/ql/TermStructures
+@dirrm include/ql/Solvers1D
+@dirrm include/ql/RandomNumbers
+@dirrm include/ql/Pricers
+@dirrm include/ql/Patterns
+@dirrm include/ql/MonteCarlo
+@dirrm include/ql/Math
+@dirrm include/ql/Instruments
+@dirrm include/ql/Indexes
+@dirrm include/ql/FiniteDifferences
+@dirrm include/ql/DayCounters
+@dirrm include/ql/CashFlows
+@dirrm include/ql/Calendars
 @dirrm include/ql