diff options
Diffstat (limited to 'finance/quantlib')
| -rw-r--r-- | finance/quantlib/Makefile | 24 | ||||
| -rw-r--r-- | finance/quantlib/pkg-plist | 400 |
2 files changed, 412 insertions, 12 deletions
diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile index ba13a55ace7a..0dd67001c40b 100644 --- a/finance/quantlib/Makefile +++ b/finance/quantlib/Makefile @@ -8,6 +8,7 @@ PORTNAME= quantlib PORTVERSION= 0.3.5 +PORTREVISION= 1 CATEGORIES= finance MASTER_SITES= ${MASTER_SITE_SOURCEFORGE} MASTER_SITE_SUBDIR= ${PORTNAME} @@ -18,23 +19,22 @@ COMMENT= A comprehensive software framework for quantitative finance WRKSRC= ${WRKDIR}/QuantLib-${PORTVERSION} -USE_REINPLACE= yes USE_GCC= 3.3 +USE_REINPLACE= yes GNU_CONFIGURE= yes -CONFIGURE_ENV= LDFLAGS="${PTHREAD_LIBS}" +CONFIGURE_TARGET= --build=${MACHINE_ARCH}-portbld-freebsd${OSREL} +CONFIGURE_ENV= CPPFLAGS="${PTHREAD_CFLAGS}" LDFLAGS="${PTHREAD_LIBS}" INSTALLS_SHLIB= yes -MAN1= quantlib-config.1 quantlib-test-suite.1 -PLIST_FILES= bin/quantlib-config \ - lib/libQuantLib.a \ - lib/libQuantLib.so \ - lib/libQuantLib.so.0 \ - share/aclocal/quantlib.m4 +MAN1= quantlib-config.1 quantlib-test-suite.1 + +post-patch: + @${FIND} ${WRKSRC} -name "Makefile.in" | ${XARGS} ${REINPLACE_CMD} -e \ + 's|: install-dist_lispLISP|:|g ; \ + s|@CPPUNIT_FOUND_TRUE@|#|g ; \ + s|@CPPUNIT_FOUND_FALSE@||g' post-install: - @${FIND} ${PREFIX}/include/ql -type f | \ - ${SED} 's,^${PREFIX}/,,' >> ${TMPPLIST} - @${FIND} ${PREFIX}/include/ql -type d | ${SORT} -r | \ - ${SED} 's,^${PREFIX}/,@dirrm ,' >> ${TMPPLIST} + ${INSTALL_DATA} ${WRKSRC}/quantlib.el ${PREFIX}/share/emacs/site-lisp .include <bsd.port.mk> diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist new file mode 100644 index 000000000000..4c362255f6e6 --- /dev/null +++ b/finance/quantlib/pkg-plist @@ -0,0 +1,400 @@ +bin/quantlib-config +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/jointcalendar.hpp +include/ql/Calendars/london.hpp +include/ql/Calendars/milan.hpp +include/ql/Calendars/newyork.hpp +include/ql/Calendars/nullcalendar.hpp +include/ql/Calendars/oslo.hpp +include/ql/Calendars/stockholm.hpp +include/ql/Calendars/sydney.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/CashFlows/all.hpp +include/ql/CashFlows/basispointsensitivity.hpp +include/ql/CashFlows/cashflowvectors.hpp +include/ql/CashFlows/core.hpp +include/ql/CashFlows/coupon.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/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/DayCounters/actualactual.hpp +include/ql/DayCounters/all.hpp +include/ql/DayCounters/simpledaycounter.hpp +include/ql/DayCounters/thirty360.hpp +include/ql/FiniteDifferences/all.hpp +include/ql/FiniteDifferences/americancondition.hpp +include/ql/FiniteDifferences/boundarycondition.hpp +include/ql/FiniteDifferences/bsmoperator.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/dzero.hpp +include/ql/FiniteDifferences/expliciteuler.hpp +include/ql/FiniteDifferences/fdtypedefs.hpp +include/ql/FiniteDifferences/finitedifferencemodel.hpp +include/ql/FiniteDifferences/impliciteuler.hpp +include/ql/FiniteDifferences/mixedscheme.hpp +include/ql/FiniteDifferences/onefactoroperator.hpp +include/ql/FiniteDifferences/shoutcondition.hpp +include/ql/FiniteDifferences/stepcondition.hpp +include/ql/FiniteDifferences/tridiagonaloperator.hpp +include/ql/FiniteDifferences/valueatcenter.hpp +include/ql/Indexes/all.hpp +include/ql/Indexes/audlibor.hpp +include/ql/Indexes/cadlibor.hpp +include/ql/Indexes/chflibor.hpp +include/ql/Indexes/core.hpp +include/ql/Indexes/euribor.hpp +include/ql/Indexes/gbplibor.hpp +include/ql/Indexes/jpylibor.hpp +include/ql/Indexes/usdlibor.hpp +include/ql/Indexes/xibor.hpp +include/ql/Indexes/xibormanager.hpp +include/ql/Indexes/zarlibor.hpp +include/ql/Instruments/all.hpp +include/ql/Instruments/asianoption.hpp +include/ql/Instruments/barrieroption.hpp +include/ql/Instruments/basketoption.hpp +include/ql/Instruments/capfloor.hpp +include/ql/Instruments/cliquetoption.hpp +include/ql/Instruments/core.hpp +include/ql/Instruments/forwardvanillaoption.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/vanillaoption.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/lattice2d.hpp +include/ql/Lattices/tree.hpp +include/ql/Lattices/trinomialtree.hpp +include/ql/Math/all.hpp +include/ql/Math/array.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/core.hpp +include/ql/Math/cubicspline.hpp +include/ql/Math/discrepancystatistics.hpp +include/ql/Math/errorfunction.hpp +include/ql/Math/factorial.hpp +include/ql/Math/functional.hpp +include/ql/Math/gammadistribution.hpp +include/ql/Math/gaussianstatistics.hpp +include/ql/Math/generalstatistics.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/kronrodintegral.hpp +include/ql/Math/lexicographicalview.hpp +include/ql/Math/linearinterpolation.hpp +include/ql/Math/loglinearinterpolation.hpp +include/ql/Math/matrix.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/segmentintegral.hpp +include/ql/Math/sequencestatistics.hpp +include/ql/Math/simpsonintegral.hpp +include/ql/Math/statistics.hpp +include/ql/Math/svd.hpp +include/ql/Math/symmetriceigenvalues.hpp +include/ql/Math/symmetricschurdecomposition.hpp +include/ql/Math/trapezoidintegral.hpp +include/ql/MonteCarlo/all.hpp +include/ql/MonteCarlo/brownianbridge.hpp +include/ql/MonteCarlo/core.hpp +include/ql/MonteCarlo/getcovariance.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/pathgenerator.hpp +include/ql/MonteCarlo/pathpricer.hpp +include/ql/MonteCarlo/sample.hpp +include/ql/Optimization/all.hpp +include/ql/Optimization/armijo.hpp +include/ql/Optimization/conjugategradient.hpp +include/ql/Optimization/constraint.hpp +include/ql/Optimization/core.hpp +include/ql/Optimization/costfunction.hpp +include/ql/Optimization/criteria.hpp +include/ql/Optimization/leastsquare.hpp +include/ql/Optimization/linesearch.hpp +include/ql/Optimization/method.hpp +include/ql/Optimization/problem.hpp +include/ql/Optimization/simplex.hpp +include/ql/Optimization/steepestdescent.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/visitor.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/singleassetoption.hpp +include/ql/PricingEngines/Asian/all.hpp +include/ql/PricingEngines/Asian/analyticasianengine.hpp +include/ql/PricingEngines/Barrier/all.hpp +include/ql/PricingEngines/Barrier/analyticbarrierengine.hpp +include/ql/PricingEngines/Barrier/mcbarrierengine.hpp +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/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/Forward/all.hpp +include/ql/PricingEngines/Forward/forwardengine.hpp +include/ql/PricingEngines/Forward/forwardperformanceengine.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/Vanilla/all.hpp +include/ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp +include/ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp +include/ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp +include/ql/PricingEngines/Vanilla/binomialengine.hpp +include/ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp +include/ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp +include/ql/PricingEngines/Vanilla/integralengine.hpp +include/ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp +include/ql/PricingEngines/Vanilla/mcdigitalengine.hpp +include/ql/PricingEngines/Vanilla/mceuropeanengine.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/RandomNumbers/all.hpp +include/ql/RandomNumbers/boxmullergaussianrng.hpp +include/ql/RandomNumbers/centrallimitgaussianrng.hpp +include/ql/RandomNumbers/core.hpp +include/ql/RandomNumbers/haltonrsg.hpp +include/ql/RandomNumbers/inversecumgaussianrng.hpp +include/ql/RandomNumbers/inversecumgaussianrsg.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/randomsequencegenerator.hpp +include/ql/RandomNumbers/rngtraits.hpp +include/ql/RandomNumbers/rngtypedefs.hpp +include/ql/RandomNumbers/sobolrsg.hpp +include/ql/ShortRateModels/CalibrationHelpers/caphelper.hpp +include/ql/ShortRateModels/CalibrationHelpers/swaptionhelper.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/twofactormodel.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/ridder.hpp +include/ql/Solvers1D/secant.hpp +include/ql/TermStructures/affinetermstructure.hpp +include/ql/TermStructures/all.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/forwardspreadedtermstructure.hpp +include/ql/TermStructures/impliedtermstructure.hpp +include/ql/TermStructures/piecewiseflatforward.hpp +include/ql/TermStructures/quantotermstructure.hpp +include/ql/TermStructures/ratehelpers.hpp +include/ql/TermStructures/zerocurve.hpp +include/ql/TermStructures/zerospreadedtermstructure.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/steppingiterator.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/impliedvoltermstructure.hpp +include/ql/Volatilities/localconstantvol.hpp +include/ql/Volatilities/localvolcurve.hpp +include/ql/Volatilities/localvolsurface.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/voltermstructure.hpp +lib/libQuantLib.a +lib/libQuantLib.so +lib/libQuantLib.so.0 +share/aclocal/quantlib.m4 +share/emacs/site-lisp/quantlib.el +@dirrm include/ql/functions +@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/CalibrationHelpers +@dirrm include/ql/ShortRateModels +@dirrm include/ql/RandomNumbers +@dirrm include/ql/PricingEngines/Vanilla +@dirrm include/ql/PricingEngines/Swaption +@dirrm include/ql/PricingEngines/Quanto +@dirrm include/ql/PricingEngines/Forward +@dirrm include/ql/PricingEngines/CapFloor +@dirrm include/ql/PricingEngines/Basket +@dirrm include/ql/PricingEngines/Barrier +@dirrm include/ql/PricingEngines/Asian +@dirrm include/ql/PricingEngines +@dirrm include/ql/Pricers +@dirrm include/ql/Patterns +@dirrm include/ql/Optimization +@dirrm include/ql/MonteCarlo +@dirrm include/ql/Math +@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/Calendars +@dirrm include/ql |