ports/139805: [PATCH] finance/quantlib: update to 0.9.0
Sylvio Cesar
scjamorim at bsd.com.br
Wed Oct 21 01:30:02 UTC 2009
>Number: 139805
>Category: ports
>Synopsis: [PATCH] finance/quantlib: update to 0.9.0
>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: Wed Oct 21 01:30:01 UTC 2009
>Closed-Date:
>Last-Modified:
>Originator: Sylvio Cesar
>Release: FreeBSD 9.0-CURRENT amd64
>Organization:
>Environment:
System: FreeBSD fbsd.scjamorim.org 9.0-CURRENT FreeBSD 9.0-CURRENT #0: Sat Oct 10 21:33:17 BRT 2009
>Description:
- Update to 0.9.0
- Changed pkg-plist
Generated with FreeBSD Port Tools 0.99
>How-To-Repeat:
>Fix:
--- quantlib-0.9.0.patch begins here ---
Index: Makefile
===================================================================
RCS file: /home/ncvs/ports/finance/quantlib/Makefile,v
retrieving revision 1.26
diff -u -u -r1.26 Makefile
--- Makefile 22 Aug 2009 00:20:28 -0000 1.26
+++ Makefile 21 Oct 2009 01:21:40 -0000
@@ -7,7 +7,7 @@
#
PORTNAME= quantlib
-PORTVERSION= 0.8.1
+PORTVERSION= 0.9.0
CATEGORIES= finance
MASTER_SITES= SF/${PORTNAME}/QuantLib/older%20releases/${PORTVERSION}
DISTNAME= QuantLib-${PORTVERSION}
Index: distinfo
===================================================================
RCS file: /home/ncvs/ports/finance/quantlib/distinfo,v
retrieving revision 1.9
diff -u -u -r1.9 distinfo
--- distinfo 2 Sep 2007 17:52:24 -0000 1.9
+++ distinfo 21 Oct 2009 01:21:40 -0000
@@ -1,3 +1,3 @@
-MD5 (QuantLib-0.8.1.tar.gz) = 276e67eca30022ebdb66ccd6c5fbd7f7
-SHA256 (QuantLib-0.8.1.tar.gz) = 276d0443f7bc47e95c0d28042c7ef49eb34da50ecd1b9dcfdabffbae56e20b2e
-SIZE (QuantLib-0.8.1.tar.gz) = 2135207
+MD5 (QuantLib-0.9.0.tar.gz) = d59b7e4f9580256fe295a3a32c3eed8e
+SHA256 (QuantLib-0.9.0.tar.gz) = 809cc1ea215df8fa18bb591feec4631c90a8d2d2712942aea46da9809a70f022
+SIZE (QuantLib-0.9.0.tar.gz) = 3040335
Index: pkg-plist
===================================================================
RCS file: /home/ncvs/ports/finance/quantlib/pkg-plist,v
retrieving revision 1.8
diff -u -u -r1.8 pkg-plist
--- pkg-plist 2 Sep 2007 17:52:24 -0000 1.8
+++ pkg-plist 21 Oct 2009 01:21:42 -0000
@@ -1,27 +1,56 @@
bin/quantlib-config
bin/quantlib-test-suite
+include/ql/auto_link.hpp
+include/ql/cashflow.hpp
include/ql/cashflows/all.hpp
-include/ql/cashflows/analysis.hpp
+include/ql/cashflows/averagebmacoupon.hpp
include/ql/cashflows/capflooredcoupon.hpp
+include/ql/cashflows/cashflows.hpp
include/ql/cashflows/cashflowvectors.hpp
include/ql/cashflows/cmscoupon.hpp
include/ql/cashflows/conundrumpricer.hpp
include/ql/cashflows/coupon.hpp
include/ql/cashflows/couponpricer.hpp
+include/ql/cashflows/digitalcmscoupon.hpp
+include/ql/cashflows/digitalcoupon.hpp
+include/ql/cashflows/digitaliborcoupon.hpp
include/ql/cashflows/dividend.hpp
+include/ql/cashflows/duration.hpp
include/ql/cashflows/fixedratecoupon.hpp
include/ql/cashflows/floatingratecoupon.hpp
include/ql/cashflows/iborcoupon.hpp
include/ql/cashflows/rangeaccrual.hpp
+include/ql/cashflows/replication.hpp
include/ql/cashflows/simplecashflow.hpp
include/ql/cashflows/timebasket.hpp
-include/ql/currencies/all.hpp
+include/ql/compounding.hpp
+include/ql/config.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/discretizedasset.hpp
+include/ql/errors.hpp
+include/ql/event.hpp
+include/ql/exchangerate.hpp
+include/ql/exercise.hpp
+include/ql/experimental/abcdatmvolcurve.hpp
+include/ql/experimental/all.hpp
+include/ql/experimental/blackatmvolcurve.hpp
+include/ql/experimental/blackvolsurface.hpp
+include/ql/experimental/equityfxvolsurface.hpp
+include/ql/experimental/interestratevolsurface.hpp
+include/ql/experimental/sabrvolsurface.hpp
+include/ql/experimental/volcube.hpp
+include/ql/grid.hpp
+include/ql/handle.hpp
+include/ql/index.hpp
+include/ql/indexes/all.hpp
+include/ql/indexes/bmaindex.hpp
include/ql/indexes/ibor/all.hpp
include/ql/indexes/ibor/audlibor.hpp
include/ql/indexes/ibor/cadlibor.hpp
@@ -39,6 +68,14 @@
include/ql/indexes/ibor/trlibor.hpp
include/ql/indexes/ibor/usdlibor.hpp
include/ql/indexes/ibor/zibor.hpp
+include/ql/indexes/iborindex.hpp
+include/ql/indexes/indexmanager.hpp
+include/ql/indexes/inflation/all.hpp
+include/ql/indexes/inflation/euhicp.hpp
+include/ql/indexes/inflation/ukrpi.hpp
+include/ql/indexes/inflationindex.hpp
+include/ql/indexes/interestrateindex.hpp
+include/ql/indexes/region.hpp
include/ql/indexes/swap/all.hpp
include/ql/indexes/swap/euriborswapfixa.hpp
include/ql/indexes/swap/euriborswapfixb.hpp
@@ -46,39 +83,43 @@
include/ql/indexes/swap/eurliborswapfixa.hpp
include/ql/indexes/swap/eurliborswapfixb.hpp
include/ql/indexes/swap/eurliborswapfixifr.hpp
-include/ql/indexes/all.hpp
-include/ql/indexes/iborindex.hpp
-include/ql/indexes/indexmanager.hpp
-include/ql/indexes/interestrateindex.hpp
include/ql/indexes/swapindex.hpp
+include/ql/instrument.hpp
include/ql/instruments/all.hpp
include/ql/instruments/asianoption.hpp
include/ql/instruments/assetswap.hpp
+include/ql/instruments/averagetype.hpp
include/ql/instruments/barrieroption.hpp
+include/ql/instruments/barriertype.hpp
include/ql/instruments/basketoption.hpp
+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
include/ql/instruments/callabilityschedule.hpp
include/ql/instruments/capfloor.hpp
include/ql/instruments/cliquetoption.hpp
-include/ql/instruments/cmsratebond.hpp
include/ql/instruments/compositeinstrument.hpp
-include/ql/instruments/convertiblebond.hpp
include/ql/instruments/dividendschedule.hpp
include/ql/instruments/dividendvanillaoption.hpp
include/ql/instruments/europeanoption.hpp
-include/ql/instruments/fixedratebond.hpp
include/ql/instruments/fixedratebondforward.hpp
include/ql/instruments/forward.hpp
-include/ql/instruments/floatingratebond.hpp
include/ql/instruments/forwardrateagreement.hpp
include/ql/instruments/forwardvanillaoption.hpp
+include/ql/instruments/impliedvolatility.hpp
+include/ql/instruments/inflationswap.hpp
include/ql/instruments/lookbackoption.hpp
include/ql/instruments/makecapfloor.hpp
include/ql/instruments/makecms.hpp
+include/ql/instruments/makeswaptions.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
@@ -86,12 +127,19 @@
include/ql/instruments/stock.hpp
include/ql/instruments/swap.hpp
include/ql/instruments/swaption.hpp
-include/ql/instruments/vanillaswap.hpp
include/ql/instruments/vanillaoption.hpp
+include/ql/instruments/vanillaswap.hpp
include/ql/instruments/varianceswap.hpp
-include/ql/instruments/zerocouponbond.hpp
+include/ql/instruments/yearonyearinflationswap.hpp
+include/ql/instruments/zerocouponinflationswap.hpp
+include/ql/interestrate.hpp
+include/ql/legacy/all.hpp
include/ql/legacy/libormarketmodels/all.hpp
+include/ql/legacy/libormarketmodels/lfmcovarparam.hpp
include/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
+include/ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp
+include/ql/legacy/libormarketmodels/lfmprocess.hpp
+include/ql/legacy/libormarketmodels/lfmswaptionengine.hpp
include/ql/legacy/libormarketmodels/liborforwardmodel.hpp
include/ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp
include/ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp
@@ -108,12 +156,20 @@
include/ql/legacy/pricers/mcdiscretearithmeticaso.hpp
include/ql/legacy/pricers/mceverest.hpp
include/ql/legacy/pricers/mchimalaya.hpp
-include/ql/legacy/pricers/mcmaxbasket.hpp
include/ql/legacy/pricers/mcpagoda.hpp
include/ql/legacy/pricers/mcperformanceoption.hpp
include/ql/legacy/pricers/mcpricer.hpp
include/ql/legacy/pricers/singleassetoption.hpp
-include/ql/legacy/all.hpp
+include/ql/legacy/termstructures/all.hpp
+include/ql/legacy/termstructures/compoundforward.hpp
+include/ql/legacy/termstructures/extendeddiscountcurve.hpp
+include/ql/math/all.hpp
+include/ql/math/array.hpp
+include/ql/math/bernsteinpolynomial.hpp
+include/ql/math/beta.hpp
+include/ql/math/bspline.hpp
+include/ql/math/comparison.hpp
+include/ql/math/curve.hpp
include/ql/math/distributions/all.hpp
include/ql/math/distributions/binomialdistribution.hpp
include/ql/math/distributions/bivariatenormaldistribution.hpp
@@ -121,6 +177,11 @@
include/ql/math/distributions/gammadistribution.hpp
include/ql/math/distributions/normaldistribution.hpp
include/ql/math/distributions/poissondistribution.hpp
+include/ql/math/domain.hpp
+include/ql/math/errorfunction.hpp
+include/ql/math/factorial.hpp
+include/ql/math/functional.hpp
+include/ql/math/incompletegamma.hpp
include/ql/math/integrals/all.hpp
include/ql/math/integrals/gaussianorthogonalpolynomial.hpp
include/ql/math/integrals/gaussianquadratures.hpp
@@ -129,6 +190,8 @@
include/ql/math/integrals/segmentintegral.hpp
include/ql/math/integrals/simpsonintegral.hpp
include/ql/math/integrals/trapezoidintegral.hpp
+include/ql/math/interpolation.hpp
+include/ql/math/interpolations/abcdinterpolation.hpp
include/ql/math/interpolations/all.hpp
include/ql/math/interpolations/backwardflatinterpolation.hpp
include/ql/math/interpolations/bicubicsplineinterpolation.hpp
@@ -139,15 +202,20 @@
include/ql/math/interpolations/forwardflatinterpolation.hpp
include/ql/math/interpolations/interpolation2d.hpp
include/ql/math/interpolations/linearinterpolation.hpp
-include/ql/math/interpolations/loglinearinterpolation.hpp
+include/ql/math/interpolations/loginterpolation.hpp
include/ql/math/interpolations/multicubicspline.hpp
include/ql/math/interpolations/sabrinterpolation.hpp
+include/ql/math/lexicographicalview.hpp
+include/ql/math/linearleastsquaresregression.hpp
+include/ql/math/matrix.hpp
include/ql/math/matrixutilities/all.hpp
+include/ql/math/matrixutilities/basisincompleteordered.hpp
include/ql/math/matrixutilities/choleskydecomposition.hpp
include/ql/math/matrixutilities/getcovariance.hpp
include/ql/math/matrixutilities/pseudosqrt.hpp
include/ql/math/matrixutilities/svd.hpp
include/ql/math/matrixutilities/symmetricschurdecomposition.hpp
+include/ql/math/matrixutilities/tapcorrelations.hpp
include/ql/math/matrixutilities/tqreigendecomposition.hpp
include/ql/math/optimization/all.hpp
include/ql/math/optimization/armijo.hpp
@@ -164,7 +232,10 @@
include/ql/math/optimization/problem.hpp
include/ql/math/optimization/projectedcostfunction.hpp
include/ql/math/optimization/simplex.hpp
+include/ql/math/optimization/spherecylinder.hpp
include/ql/math/optimization/steepestdescent.hpp
+include/ql/math/primenumbers.hpp
+include/ql/math/quadratic.hpp
include/ql/math/randomnumbers/all.hpp
include/ql/math/randomnumbers/boxmullergaussianrng.hpp
include/ql/math/randomnumbers/centrallimitgaussianrng.hpp
@@ -173,6 +244,8 @@
include/ql/math/randomnumbers/inversecumulativerng.hpp
include/ql/math/randomnumbers/inversecumulativersg.hpp
include/ql/math/randomnumbers/knuthuniformrng.hpp
+include/ql/math/randomnumbers/latticersg.hpp
+include/ql/math/randomnumbers/latticerules.hpp
include/ql/math/randomnumbers/lecuyeruniformrng.hpp
include/ql/math/randomnumbers/mt19937uniformrng.hpp
include/ql/math/randomnumbers/primitivepolynomials.h
@@ -181,6 +254,9 @@
include/ql/math/randomnumbers/rngtraits.hpp
include/ql/math/randomnumbers/seedgenerator.hpp
include/ql/math/randomnumbers/sobolrsg.hpp
+include/ql/math/rounding.hpp
+include/ql/math/sampledcurve.hpp
+include/ql/math/solver1d.hpp
include/ql/math/solvers1d/all.hpp
include/ql/math/solvers1d/bisection.hpp
include/ql/math/solvers1d/brent.hpp
@@ -194,30 +270,14 @@
include/ql/math/statistics/discrepancystatistics.hpp
include/ql/math/statistics/gaussianstatistics.hpp
include/ql/math/statistics/generalstatistics.hpp
+include/ql/math/statistics/histogram.hpp
include/ql/math/statistics/incrementalstatistics.hpp
include/ql/math/statistics/riskstatistics.hpp
include/ql/math/statistics/sequencestatistics.hpp
include/ql/math/statistics/statistics.hpp
-include/ql/math/all.hpp
-include/ql/math/array.hpp
-include/ql/math/beta.hpp
-include/ql/math/comparison.hpp
-include/ql/math/curve.hpp
-include/ql/math/domain.hpp
-include/ql/math/errorfunction.hpp
-include/ql/math/factorial.hpp
-include/ql/math/functional.hpp
-include/ql/math/incompletegamma.hpp
-include/ql/math/interpolation.hpp
-include/ql/math/lexicographicalview.hpp
-include/ql/math/matrix.hpp
-include/ql/math/linearleastsquaresregression.hpp
-include/ql/math/primenumbers.hpp
-include/ql/math/rounding.hpp
-include/ql/math/sampledcurve.hpp
-include/ql/math/solver1d.hpp
include/ql/math/surface.hpp
include/ql/math/transformedgrid.hpp
+include/ql/methods/all.hpp
include/ql/methods/finitedifferences/all.hpp
include/ql/methods/finitedifferences/americancondition.hpp
include/ql/methods/finitedifferences/boundarycondition.hpp
@@ -236,8 +296,8 @@
include/ql/methods/finitedifferences/onefactoroperator.hpp
include/ql/methods/finitedifferences/operatorfactory.hpp
include/ql/methods/finitedifferences/operatortraits.hpp
-include/ql/methods/finitedifferences/pde.hpp
include/ql/methods/finitedifferences/parallelevolver.hpp
+include/ql/methods/finitedifferences/pde.hpp
include/ql/methods/finitedifferences/pdebsm.hpp
include/ql/methods/finitedifferences/pdeshortrate.hpp
include/ql/methods/finitedifferences/shoutcondition.hpp
@@ -250,8 +310,8 @@
include/ql/methods/lattices/lattice.hpp
include/ql/methods/lattices/lattice1d.hpp
include/ql/methods/lattices/lattice2d.hpp
-include/ql/methods/lattices/tree.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
include/ql/methods/montecarlo/brownianbridge.hpp
@@ -270,11 +330,15 @@
include/ql/methods/montecarlo/pathgenerator.hpp
include/ql/methods/montecarlo/pathpricer.hpp
include/ql/methods/montecarlo/sample.hpp
-include/ql/methods/all.hpp
+include/ql/models/all.hpp
+include/ql/models/calibrationhelper.hpp
include/ql/models/equity/all.hpp
include/ql/models/equity/batesmodel.hpp
include/ql/models/equity/hestonmodel.hpp
include/ql/models/equity/hestonmodelhelper.hpp
+include/ql/models/marketmodels/accountingengine.hpp
+include/ql/models/marketmodels/all.hpp
+include/ql/models/marketmodels/browniangenerator.hpp
include/ql/models/marketmodels/browniangenerators/all.hpp
include/ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp
include/ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp
@@ -292,19 +356,25 @@
include/ql/models/marketmodels/callability/swapratetrigger.hpp
include/ql/models/marketmodels/callability/triggeredswapexercise.hpp
include/ql/models/marketmodels/callability/upperboundengine.hpp
+include/ql/models/marketmodels/constrainedevolver.hpp
include/ql/models/marketmodels/correlations/all.hpp
-include/ql/models/marketmodels/correlations/correlations.hpp
include/ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp
+include/ql/models/marketmodels/correlations/expcorrelations.hpp
include/ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp
+include/ql/models/marketmodels/curvestate.hpp
include/ql/models/marketmodels/curvestates/all.hpp
include/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp
include/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp
include/ql/models/marketmodels/curvestates/lmmcurvestate.hpp
+include/ql/models/marketmodels/discounter.hpp
include/ql/models/marketmodels/driftcomputation/all.hpp
include/ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp
include/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp
include/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp
include/ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp
+include/ql/models/marketmodels/duffsdeviceinnerproduct.hpp
+include/ql/models/marketmodels/evolutiondescription.hpp
+include/ql/models/marketmodels/evolver.hpp
include/ql/models/marketmodels/evolvers/all.hpp
include/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
include/ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp
@@ -313,20 +383,37 @@
include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp
include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp
include/ql/models/marketmodels/evolvers/normalfwdratepc.hpp
-include/ql/models/marketmodels/models/all.hpp
+include/ql/models/marketmodels/forwardforwardmappings.hpp
+include/ql/models/marketmodels/historicalforwardratesanalysis.hpp
+include/ql/models/marketmodels/historicalratesanalysis.hpp
+include/ql/models/marketmodels/marketmodel.hpp
+include/ql/models/marketmodels/marketmodeldifferences.hpp
include/ql/models/marketmodels/models/abcdvol.hpp
+include/ql/models/marketmodels/models/all.hpp
+include/ql/models/marketmodels/models/alphafinder.hpp
+include/ql/models/marketmodels/models/alphaform.hpp
+include/ql/models/marketmodels/models/alphaformconcrete.hpp
+include/ql/models/marketmodels/models/capletcoterminalalphacalibration.hpp
+include/ql/models/marketmodels/models/capletcoterminalmaxhomogeneity.hpp
+include/ql/models/marketmodels/models/capletcoterminalperiodic.hpp
include/ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp
include/ql/models/marketmodels/models/cotswaptofwdadapter.hpp
+include/ql/models/marketmodels/models/ctsmmcapletcalibration.hpp
include/ql/models/marketmodels/models/flatvol.hpp
+include/ql/models/marketmodels/models/fwdperiodadapter.hpp
include/ql/models/marketmodels/models/fwdtocotswapadapter.hpp
include/ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp
include/ql/models/marketmodels/models/piecewiseconstantvariance.hpp
include/ql/models/marketmodels/models/pseudorootfacade.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
-include/ql/models/marketmodels/products/onestep/onestepforwards.hpp
-include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
+include/ql/models/marketmodels/models/volatilityinterpolationspecifier.hpp
+include/ql/models/marketmodels/models/volatilityinterpolationspecifierabcd.hpp
+include/ql/models/marketmodels/multiproduct.hpp
+include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp
+include/ql/models/marketmodels/products/all.hpp
+include/ql/models/marketmodels/products/compositeproduct.hpp
+include/ql/models/marketmodels/products/multiproductcomposite.hpp
+include/ql/models/marketmodels/products/multiproductmultistep.hpp
+include/ql/models/marketmodels/products/multiproductonestep.hpp
include/ql/models/marketmodels/products/multistep/all.hpp
include/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp
include/ql/models/marketmodels/products/multistep/cashrebate.hpp
@@ -337,52 +424,42 @@
include/ql/models/marketmodels/products/multistep/multistepforwards.hpp
include/ql/models/marketmodels/products/multistep/multistepnothing.hpp
include/ql/models/marketmodels/products/multistep/multistepoptionlets.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
-include/ql/models/marketmodels/products/all.hpp
-include/ql/models/marketmodels/products/compositeproduct.hpp
-include/ql/models/marketmodels/products/multiproductcomposite.hpp
-include/ql/models/marketmodels/products/multiproductmultistep.hpp
-include/ql/models/marketmodels/products/multiproductonestep.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
+include/ql/models/marketmodels/products/onestep/onestepforwards.hpp
+include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
include/ql/models/marketmodels/products/singleproductcomposite.hpp
-include/ql/models/marketmodels/all.hpp
-include/ql/models/marketmodels/accountingengine.hpp
-include/ql/models/marketmodels/browniangenerator.hpp
-include/ql/models/marketmodels/constrainedevolver.hpp
-include/ql/models/marketmodels/curvestate.hpp
-include/ql/models/marketmodels/discounter.hpp
-include/ql/models/marketmodels/duffsdeviceinnerproduct.hpp
-include/ql/models/marketmodels/evolutiondescription.hpp
-include/ql/models/marketmodels/evolver.hpp
-include/ql/models/marketmodels/marketmodel.hpp
-include/ql/models/marketmodels/multiproduct.hpp
-include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp
include/ql/models/marketmodels/proxygreekengine.hpp
include/ql/models/marketmodels/swapforwardmappings.hpp
include/ql/models/marketmodels/utilities.hpp
+include/ql/models/model.hpp
+include/ql/models/parameter.hpp
+include/ql/models/shortrate/all.hpp
include/ql/models/shortrate/calibrationhelpers/all.hpp
include/ql/models/shortrate/calibrationhelpers/caphelper.hpp
include/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp
+include/ql/models/shortrate/onefactormodel.hpp
include/ql/models/shortrate/onefactormodels/all.hpp
include/ql/models/shortrate/onefactormodels/blackkarasinski.hpp
include/ql/models/shortrate/onefactormodels/coxingersollross.hpp
include/ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp
include/ql/models/shortrate/onefactormodels/hullwhite.hpp
include/ql/models/shortrate/onefactormodels/vasicek.hpp
+include/ql/models/shortrate/twofactormodel.hpp
include/ql/models/shortrate/twofactormodels/all.hpp
include/ql/models/shortrate/twofactormodels/g2.hpp
-include/ql/models/shortrate/all.hpp
-include/ql/models/shortrate/onefactormodel.hpp
-include/ql/models/shortrate/twofactormodel.hpp
include/ql/models/volatility/all.hpp
include/ql/models/volatility/constantestimator.hpp
-include/ql/models/volatility/simplelocalestimator.hpp
-include/ql/models/volatility/garmanklass.hpp
include/ql/models/volatility/garch.hpp
-include/ql/models/all.hpp
-include/ql/models/calibrationhelper.hpp
-include/ql/models/model.hpp
-include/ql/models/parameter.hpp
+include/ql/models/volatility/garmanklass.hpp
+include/ql/models/volatility/simplelocalestimator.hpp
+include/ql/money.hpp
+include/ql/numericalmethod.hpp
+include/ql/option.hpp
include/ql/patterns/all.hpp
include/ql/patterns/composite.hpp
include/ql/patterns/curiouslyrecurring.hpp
@@ -390,6 +467,13 @@
include/ql/patterns/observable.hpp
include/ql/patterns/singleton.hpp
include/ql/patterns/visitor.hpp
+include/ql/payoff.hpp
+include/ql/position.hpp
+include/ql/prices.hpp
+include/ql/pricingengine.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/analytic_cont_geom_av_price.hpp
include/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp
@@ -403,11 +487,15 @@
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/blackscholescalculator.hpp
+include/ql/pricingengines/bond/all.hpp
+include/ql/pricingengines/bond/discountingbondengine.hpp
include/ql/pricingengines/capfloor/all.hpp
include/ql/pricingengines/capfloor/analyticcapfloorengine.hpp
include/ql/pricingengines/capfloor/blackcapfloorengine.hpp
include/ql/pricingengines/capfloor/discretizedcapfloor.hpp
-include/ql/pricingengines/capfloor/marketmodelcapfloorengine.hpp
include/ql/pricingengines/capfloor/mchullwhiteengine.hpp
include/ql/pricingengines/capfloor/treecapfloorengine.hpp
include/ql/pricingengines/cliquet/all.hpp
@@ -418,36 +506,44 @@
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/swap/all.hpp
+include/ql/pricingengines/swap/discountingswapengine.hpp
+include/ql/pricingengines/swap/discretizedswap.hpp
+include/ql/pricingengines/swap/treeswapengine.hpp
include/ql/pricingengines/swaption/all.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/discretizedswaption.hpp
-include/ql/pricingengines/swaption/lfmswaptionengine.hpp
include/ql/pricingengines/swaption/treeswaptionengine.hpp
include/ql/pricingengines/vanilla/all.hpp
+include/ql/pricingengines/vanilla/analyticbsmhullwhiteengine.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/analytichestonhullwhiteengine.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/integralengine.hpp
-include/ql/pricingengines/vanilla/jumpdiffusionengine.hpp
-include/ql/pricingengines/vanilla/juquadraticengine.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
@@ -457,23 +553,15 @@
include/ql/pricingengines/vanilla/fdshoutengine.hpp
include/ql/pricingengines/vanilla/fdstepconditionengine.hpp
include/ql/pricingengines/vanilla/fdvanillaengine.hpp
-include/ql/pricingengines/vanilla/fdconditions.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/mchestonhullwhiteengine.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/blackcalculator.hpp
-include/ql/pricingengines/blackformula.hpp
-include/ql/pricingengines/blackscholescalculator.hpp
-include/ql/pricingengines/genericmodelengine.hpp
-include/ql/pricingengines/greeks.hpp
-include/ql/pricingengines/latticeshortratemodelengine.hpp
-include/ql/pricingengines/mcsimulation.hpp
-include/ql/pricingengines/mclongstaffschwartzengine.hpp
include/ql/processes/all.hpp
include/ql/processes/blackscholesprocess.hpp
include/ql/processes/eulerdiscretization.hpp
@@ -482,66 +570,103 @@
include/ql/processes/geometricbrownianprocess.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/hybridhestonhullwhiteprocess.hpp
+include/ql/processes/jointstochasticprocess.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/quote.hpp
include/ql/quotes/all.hpp
include/ql/quotes/compositequote.hpp
include/ql/quotes/derivedquote.hpp
include/ql/quotes/eurodollarfuturesquote.hpp
+include/ql/quotes/forwardswapquote.hpp
include/ql/quotes/forwardvaluequote.hpp
include/ql/quotes/futuresconvadjustmentquote.hpp
include/ql/quotes/impliedstddevquote.hpp
include/ql/quotes/simplequote.hpp
-include/ql/termstructures/volatilities/all.hpp
-include/ql/termstructures/volatilities/abcd.hpp
-include/ql/termstructures/volatilities/blackconstantvol.hpp
-include/ql/termstructures/volatilities/blackvariancecurve.hpp
-include/ql/termstructures/volatilities/blackvariancesurface.hpp
-include/ql/termstructures/volatilities/capflatvolvector.hpp
-include/ql/termstructures/volatilities/capletconstantvol.hpp
-include/ql/termstructures/volatilities/capletvariancecurve.hpp
-include/ql/termstructures/volatilities/capletvolatilitiesstructures.hpp
-include/ql/termstructures/volatilities/capstripper.hpp
-include/ql/termstructures/volatilities/cmsmarket.hpp
-include/ql/termstructures/volatilities/impliedvoltermstructure.hpp
-include/ql/termstructures/volatilities/interpolatedsmilesection.hpp
-include/ql/termstructures/volatilities/localconstantvol.hpp
-include/ql/termstructures/volatilities/localvolcurve.hpp
-include/ql/termstructures/volatilities/localvolsurface.hpp
-include/ql/termstructures/volatilities/sabr.hpp
-include/ql/termstructures/volatilities/sabrinterpolatedsmilesection.hpp
-include/ql/termstructures/volatilities/smilesection.hpp
-include/ql/termstructures/volatilities/swaptionconstantvol.hpp
-include/ql/termstructures/volatilities/swaptionvolcube.hpp
-include/ql/termstructures/volatilities/swaptionvolcube1.hpp
-include/ql/termstructures/volatilities/swaptionvolcube2.hpp
-include/ql/termstructures/volatilities/swaptionvoldiscrete.hpp
-include/ql/termstructures/volatilities/swaptionvolmatrix.hpp
-include/ql/termstructures/yieldcurves/all.hpp
-include/ql/termstructures/yieldcurves/bondhelpers.hpp
-include/ql/termstructures/yieldcurves/bootstraptraits.hpp
-include/ql/termstructures/yieldcurves/compoundforward.hpp
-include/ql/termstructures/yieldcurves/discountcurve.hpp
-include/ql/termstructures/yieldcurves/drifttermstructure.hpp
-include/ql/termstructures/yieldcurves/extendeddiscountcurve.hpp
-include/ql/termstructures/yieldcurves/flatforward.hpp
-include/ql/termstructures/yieldcurves/forwardcurve.hpp
-include/ql/termstructures/yieldcurves/forwardspreadedtermstructure.hpp
-include/ql/termstructures/yieldcurves/forwardstructure.hpp
-include/ql/termstructures/yieldcurves/impliedtermstructure.hpp
-include/ql/termstructures/yieldcurves/piecewiseyieldcurve.hpp
-include/ql/termstructures/yieldcurves/piecewisezerospreadedtermstructure.hpp
-include/ql/termstructures/yieldcurves/quantotermstructure.hpp
-include/ql/termstructures/yieldcurves/ratehelpers.hpp
-include/ql/termstructures/yieldcurves/zerocurve.hpp
-include/ql/termstructures/yieldcurves/zerospreadedtermstructure.hpp
-include/ql/termstructures/yieldcurves/zeroyieldstructure.hpp
+include/ql/settings.hpp
+include/ql/stochasticprocess.hpp
+include/ql/termstructure.hpp
include/ql/termstructures/all.hpp
+include/ql/termstructures/bootstraphelper.hpp
+include/ql/termstructures/bootstrapper.hpp
+include/ql/termstructures/inflation/all.hpp
+include/ql/termstructures/inflation/inflationhelpers.hpp
+include/ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp
+include/ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp
+include/ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp
+include/ql/termstructures/inflation/piecewisezeroinflationcurve.hpp
+include/ql/termstructures/inflationtermstructure.hpp
+include/ql/termstructures/volatility/abcd.hpp
+include/ql/termstructures/volatility/abcdcalibration.hpp
+include/ql/termstructures/volatility/all.hpp
+include/ql/termstructures/volatility/capfloor/all.hpp
+include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
+include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp
+include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp
+include/ql/termstructures/volatility/equityfx/all.hpp
+include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
+include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
+include/ql/termstructures/volatility/equityfx/blackvariancesurface.hpp
+include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp
+include/ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp
+include/ql/termstructures/volatility/equityfx/localconstantvol.hpp
+include/ql/termstructures/volatility/equityfx/localvolcurve.hpp
+include/ql/termstructures/volatility/equityfx/localvolsurface.hpp
+include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp
+include/ql/termstructures/volatility/interpolatedsmilesection.hpp
+include/ql/termstructures/volatility/optionlet/all.hpp
+include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
+include/ql/termstructures/volatility/optionlet/constantoptionletvol.hpp
+include/ql/termstructures/volatility/optionlet/optionletstripper.hpp
+include/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
+include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp
+include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
+include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
+include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
+include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
+include/ql/termstructures/volatility/sabr.hpp
+include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
+include/ql/termstructures/volatility/smilesection.hpp
+include/ql/termstructures/volatility/swaption/all.hpp
+include/ql/termstructures/volatility/swaption/cmsmarket.hpp
+include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
+include/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp
+include/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
+include/ql/termstructures/volatility/swaption/swaptionvolcube.hpp
+include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
+include/ql/termstructures/volatility/swaption/swaptionvolcube2.hpp
+include/ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp
+include/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
+include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp
+include/ql/termstructures/voltermstructure.hpp
+include/ql/termstructures/yield/all.hpp
+include/ql/termstructures/yield/bondhelpers.hpp
+include/ql/termstructures/yield/bootstraptraits.hpp
+include/ql/termstructures/yield/discountcurve.hpp
+include/ql/termstructures/yield/drifttermstructure.hpp
+include/ql/termstructures/yield/fittedbonddiscountcurve.hpp
+include/ql/termstructures/yield/flatforward.hpp
+include/ql/termstructures/yield/forwardcurve.hpp
+include/ql/termstructures/yield/forwardspreadedtermstructure.hpp
+include/ql/termstructures/yield/forwardstructure.hpp
+include/ql/termstructures/yield/impliedtermstructure.hpp
+include/ql/termstructures/yield/nonlinearfittingmethods.hpp
+include/ql/termstructures/yield/piecewiseyieldcurve.hpp
+include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
+include/ql/termstructures/yield/quantotermstructure.hpp
+include/ql/termstructures/yield/ratehelpers.hpp
+include/ql/termstructures/yield/zerocurve.hpp
+include/ql/termstructures/yield/zerospreadedtermstructure.hpp
+include/ql/termstructures/yield/zeroyieldstructure.hpp
+include/ql/termstructures/yieldtermstructure.hpp
+include/ql/time/all.hpp
+include/ql/time/businessdayconvention.hpp
+include/ql/time/calendar.hpp
include/ql/time/calendars/all.hpp
include/ql/time/calendars/argentina.hpp
include/ql/time/calendars/australia.hpp
@@ -578,24 +703,26 @@
include/ql/time/calendars/ukraine.hpp
include/ql/time/calendars/unitedkingdom.hpp
include/ql/time/calendars/unitedstates.hpp
-include/ql/time/daycounters/all.hpp
+include/ql/time/date.hpp
+include/ql/time/dategenerationrule.hpp
+include/ql/time/daycounter.hpp
include/ql/time/daycounters/actual360.hpp
include/ql/time/daycounters/actual365fixed.hpp
include/ql/time/daycounters/actualactual.hpp
+include/ql/time/daycounters/all.hpp
include/ql/time/daycounters/business252.hpp
include/ql/time/daycounters/one.hpp
include/ql/time/daycounters/simpledaycounter.hpp
include/ql/time/daycounters/thirty360.hpp
-include/ql/time/all.hpp
-include/ql/time/businessdayconvention.hpp
-include/ql/time/calendar.hpp
-include/ql/time/date.hpp
include/ql/time/frequency.hpp
include/ql/time/imm.hpp
include/ql/time/period.hpp
include/ql/time/schedule.hpp
include/ql/time/timeunit.hpp
include/ql/time/weekday.hpp
+include/ql/timegrid.hpp
+include/ql/timeseries.hpp
+include/ql/types.hpp
include/ql/utilities/all.hpp
include/ql/utilities/clone.hpp
include/ql/utilities/dataformatters.hpp
@@ -605,42 +732,8 @@
include/ql/utilities/observablevalue.hpp
include/ql/utilities/steppingiterator.hpp
include/ql/utilities/tracing.hpp
-include/ql/auto_link.hpp
-include/ql/capvolstructures.hpp
-include/ql/cashflow.hpp
-include/ql/config.hpp
-include/ql/currency.hpp
-include/ql/daycounter.hpp
-include/ql/discretizedasset.hpp
-include/ql/errors.hpp
-include/ql/exchangerate.hpp
-include/ql/exercise.hpp
-include/ql/event.hpp
-include/ql/grid.hpp
-include/ql/handle.hpp
-include/ql/index.hpp
-include/ql/instrument.hpp
-include/ql/interestrate.hpp
-include/ql/money.hpp
-include/ql/numericalmethod.hpp
-include/ql/option.hpp
-include/ql/payoff.hpp
-include/ql/position.hpp
-include/ql/prices.hpp
-include/ql/pricingengine.hpp
-include/ql/qldefines.hpp
-include/ql/quantlib.hpp
-include/ql/quote.hpp
-include/ql/settings.hpp
-include/ql/stochasticprocess.hpp
-include/ql/swaptionvolstructure.hpp
-include/ql/termstructure.hpp
-include/ql/timegrid.hpp
-include/ql/timeseries.hpp
-include/ql/types.hpp
+include/ql/utilities/vectors.hpp
include/ql/volatilitymodel.hpp
-include/ql/voltermstructure.hpp
-include/ql/yieldtermstructure.hpp
lib/libQuantLib.a
lib/libQuantLib.la
lib/libQuantLib.so
@@ -651,19 +744,26 @@
@dirrm include/ql/time/daycounters
@dirrm include/ql/time/calendars
@dirrm include/ql/time
- at dirrm include/ql/termstructures/yieldcurves
- at dirrm include/ql/termstructures/volatilities
+ at dirrm include/ql/termstructures/yield
+ at dirrm include/ql/termstructures/volatility/swaption
+ at dirrm include/ql/termstructures/volatility/optionlet
+ at dirrm include/ql/termstructures/volatility/equityfx
+ at dirrm include/ql/termstructures/volatility/capfloor
+ at dirrm include/ql/termstructures/volatility
+ at dirrm include/ql/termstructures/inflation
@dirrm include/ql/termstructures
@dirrm include/ql/quotes
@dirrm include/ql/processes
@dirrm include/ql/pricingengines/vanilla
@dirrm include/ql/pricingengines/swaption
+ at dirrm include/ql/pricingengines/swap
@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
+ at dirrm include/ql/pricingengines/bond
@dirrm include/ql/pricingengines/basket
@dirrm include/ql/pricingengines/barrier
@dirrm include/ql/pricingengines/asian
@@ -700,13 +800,17 @@
@dirrm include/ql/math/integrals
@dirrm include/ql/math/distributions
@dirrm include/ql/math
+ at dirrm include/ql/legacy/termstructures
@dirrm include/ql/legacy/pricers
@dirrm include/ql/legacy/libormarketmodels
@dirrm include/ql/legacy
+ at dirrm include/ql/instruments/bonds
@dirrm include/ql/instruments
@dirrm include/ql/indexes/swap
+ at dirrm include/ql/indexes/inflation
@dirrm include/ql/indexes/ibor
@dirrm include/ql/indexes
+ at dirrm include/ql/experimental
@dirrm include/ql/currencies
@dirrm include/ql/cashflows
@dirrm include/ql
--- quantlib-0.9.0.patch ends here ---
>Release-Note:
>Audit-Trail:
>Unformatted:
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