diff options
Diffstat (limited to 'finance')
| -rw-r--r-- | finance/quantlib/Makefile | 2 | ||||
| -rw-r--r-- | finance/quantlib/distinfo | 6 | ||||
| -rw-r--r-- | finance/quantlib/pkg-plist | 39 |
3 files changed, 31 insertions, 16 deletions
diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile index 68462782ed37..921332d8711e 100644 --- a/finance/quantlib/Makefile +++ b/finance/quantlib/Makefile @@ -7,7 +7,7 @@ # PORTNAME= quantlib -PORTVERSION= 0.9.9 +PORTVERSION= 1.0 CATEGORIES= finance MASTER_SITES= SF/${PORTNAME}/QuantLib/${PORTVERSION} DISTNAME= QuantLib-${PORTVERSION} diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo index 37ddde3c4922..bb71dd6e67fb 100644 --- a/finance/quantlib/distinfo +++ b/finance/quantlib/distinfo @@ -1,3 +1,3 @@ -MD5 (QuantLib-0.9.9.tar.gz) = eb3d65b37d593560364c5805a5aee2e9 -SHA256 (QuantLib-0.9.9.tar.gz) = c2d2e0e9e8670b4ff8500bc2b7dc32f8609ea326bbe354572c3976e7752e807d -SIZE (QuantLib-0.9.9.tar.gz) = 3628216 +MD5 (QuantLib-1.0.tar.gz) = 59afadee1d2ba8f640f2f9d97714bda0 +SHA256 (QuantLib-1.0.tar.gz) = 15609b014c72cebf50c6f49fdd2c4197e87750b2169e418fe472c8a34bf8acaf +SIZE (QuantLib-1.0.tar.gz) = 3645546 diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist index 429174b619fa..df22b3d138f1 100644 --- a/finance/quantlib/pkg-plist +++ b/finance/quantlib/pkg-plist @@ -85,6 +85,11 @@ include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp include/ql/experimental/compoundoption/all.hpp include/ql/experimental/compoundoption/analyticcompoundoptionengine.hpp include/ql/experimental/compoundoption/compoundoption.hpp +include/ql/experimental/convertiblebonds/all.hpp +include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp +include/ql/experimental/convertiblebonds/convertiblebond.hpp +include/ql/experimental/convertiblebonds/discretizedconvertible.hpp +include/ql/experimental/convertiblebonds/tflattice.hpp include/ql/experimental/coupons/all.hpp include/ql/experimental/coupons/quantocouponpricer.hpp include/ql/experimental/coupons/subperiodcoupons.hpp @@ -116,6 +121,13 @@ include/ql/experimental/credit/riskybond.hpp include/ql/experimental/credit/spreadedhazardratecurve.hpp include/ql/experimental/credit/syntheticcdo.hpp include/ql/experimental/credit/syntheticcdoengines.hpp +include/ql/experimental/exoticoptions/all.hpp +include/ql/experimental/exoticoptions/everestoption.hpp +include/ql/experimental/exoticoptions/himalayaoption.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/finitedifferences/all.hpp include/ql/experimental/finitedifferences/bicgstab.hpp include/ql/experimental/finitedifferences/concentrating1dmesher.hpp @@ -165,6 +177,7 @@ include/ql/experimental/finitedifferences/modifiedcraigsneydscheme.hpp include/ql/experimental/finitedifferences/ninepointlinearop.hpp include/ql/experimental/finitedifferences/secondderivativeop.hpp include/ql/experimental/finitedifferences/secondordermixedderivativeop.hpp +include/ql/experimental/finitedifferences/sparseilupreconditioner.hpp include/ql/experimental/finitedifferences/triplebandlinearop.hpp include/ql/experimental/finitedifferences/uniform1dmesher.hpp include/ql/experimental/finitedifferences/uniformgridmesher.hpp @@ -182,7 +195,11 @@ include/ql/experimental/lattices/all.hpp include/ql/experimental/lattices/extendedbinomialtree.hpp include/ql/experimental/math/all.hpp include/ql/experimental/math/fastfouriertransform.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 include/ql/experimental/mcbasket/mcpathbasketengine.hpp include/ql/experimental/mcbasket/pathmultiassetoption.hpp include/ql/experimental/mcbasket/pathpayoff.hpp @@ -258,7 +275,6 @@ include/ql/instruments/bmaswap.hpp include/ql/instruments/bond.hpp include/ql/instruments/bonds/all.hpp include/ql/instruments/bonds/cmsratebond.hpp -include/ql/instruments/bonds/convertiblebond.hpp include/ql/instruments/bonds/fixedratebond.hpp include/ql/instruments/bonds/floatingratebond.hpp include/ql/instruments/bonds/zerocouponbond.hpp @@ -271,12 +287,10 @@ include/ql/instruments/creditdefaultswap.hpp include/ql/instruments/dividendschedule.hpp include/ql/instruments/dividendvanillaoption.hpp include/ql/instruments/europeanoption.hpp -include/ql/instruments/everestoption.hpp include/ql/instruments/fixedratebondforward.hpp include/ql/instruments/forward.hpp include/ql/instruments/forwardrateagreement.hpp include/ql/instruments/forwardvanillaoption.hpp -include/ql/instruments/himalayaoption.hpp include/ql/instruments/impliedvolatility.hpp include/ql/instruments/inflationcapfloor.hpp include/ql/instruments/lookbackoption.hpp @@ -289,7 +303,6 @@ include/ql/instruments/makeyoyinflationcapfloor.hpp include/ql/instruments/multiassetoption.hpp include/ql/instruments/oneassetoption.hpp include/ql/instruments/overnightindexedswap.hpp -include/ql/instruments/pagodaoption.hpp include/ql/instruments/payoffs.hpp include/ql/instruments/quantobarrieroption.hpp include/ql/instruments/quantoforwardvanillaoption.hpp @@ -488,7 +501,6 @@ include/ql/methods/lattices/bsmlattice.hpp include/ql/methods/lattices/lattice.hpp include/ql/methods/lattices/lattice1d.hpp include/ql/methods/lattices/lattice2d.hpp -include/ql/methods/lattices/tflattice.hpp include/ql/methods/lattices/tree.hpp include/ql/methods/lattices/trinomialtree.hpp include/ql/methods/montecarlo/all.hpp @@ -532,6 +544,7 @@ include/ql/models/marketmodels/callability/nodedataprovider.hpp include/ql/models/marketmodels/callability/nothingexercisevalue.hpp include/ql/models/marketmodels/callability/parametricexerciseadapter.hpp include/ql/models/marketmodels/callability/swapbasissystem.hpp +include/ql/models/marketmodels/callability/swapforwardbasissystem.hpp include/ql/models/marketmodels/callability/swapratetrigger.hpp include/ql/models/marketmodels/callability/triggeredswapexercise.hpp include/ql/models/marketmodels/callability/upperboundengine.hpp @@ -560,6 +573,7 @@ include/ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp include/ql/models/marketmodels/evolvers/lognormalfwdrateballand.hpp include/ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp include/ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp +include/ql/models/marketmodels/evolvers/lognormalfwdrateiballand.hpp include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp include/ql/models/marketmodels/evolvers/marketmodelvolprocess.hpp @@ -614,8 +628,10 @@ include/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp include/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp include/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp include/ql/models/marketmodels/products/multistep/multistepforwards.hpp +include/ql/models/marketmodels/products/multistep/multistepinversefloater.hpp include/ql/models/marketmodels/products/multistep/multistepnothing.hpp include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp +include/ql/models/marketmodels/products/multistep/multisteppathwisewrapper.hpp include/ql/models/marketmodels/products/multistep/multistepperiodcapletswaptions.hpp include/ql/models/marketmodels/products/multistep/multistepratchet.hpp include/ql/models/marketmodels/products/multistep/multistepswap.hpp @@ -626,7 +642,11 @@ 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 +include/ql/models/marketmodels/products/pathwise/pathwiseproductcashrebate.hpp +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/singleproductcomposite.hpp include/ql/models/marketmodels/proxygreekengine.hpp @@ -684,9 +704,6 @@ include/ql/pricingengines/barrier/mcbarrierengine.hpp include/ql/pricingengines/basket/all.hpp include/ql/pricingengines/basket/mcamericanbasketengine.hpp include/ql/pricingengines/basket/mceuropeanbasketengine.hpp -include/ql/pricingengines/basket/mceverestengine.hpp -include/ql/pricingengines/basket/mchimalayaengine.hpp -include/ql/pricingengines/basket/mcpagodaengine.hpp include/ql/pricingengines/basket/stulzengine.hpp include/ql/pricingengines/blackcalculator.hpp include/ql/pricingengines/blackformula.hpp @@ -714,9 +731,6 @@ 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/inflation/all.hpp include/ql/pricingengines/inflation/inflationcapfloorengines.hpp include/ql/pricingengines/latticeshortratemodelengine.hpp @@ -1004,7 +1018,6 @@ share/emacs/site-lisp/quantlib.el @dirrm include/ql/pricingengines/quanto @dirrm include/ql/pricingengines/lookback @dirrm include/ql/pricingengines/inflation -@dirrm include/ql/pricingengines/hybrid @dirrm include/ql/pricingengines/forward @dirrm include/ql/pricingengines/credit @dirrm include/ql/pricingengines/cliquet @@ -1067,8 +1080,10 @@ share/emacs/site-lisp/quantlib.el @dirrm include/ql/experimental/lattices @dirrm include/ql/experimental/inflation @dirrm include/ql/experimental/finitedifferences +@dirrm include/ql/experimental/exoticoptions @dirrm include/ql/experimental/credit @dirrm include/ql/experimental/coupons +@dirrm include/ql/experimental/convertiblebonds @dirrm include/ql/experimental/compoundoption @dirrm include/ql/experimental/commodities @dirrm include/ql/experimental/callablebonds |