git: a6e80f52f365 - main - finance/quantlib: upgrade from 1.20 to 1.31
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Date: Wed, 13 Sep 2023 16:34:29 UTC
The branch main has been updated by mi:
URL: https://cgit.FreeBSD.org/ports/commit/?id=a6e80f52f365fc2051770bb144fe5fca5c8ed2ec
commit a6e80f52f365fc2051770bb144fe5fca5c8ed2ec
Author: Mikhail Teterin <mi@FreeBSD.org>
AuthorDate: 2023-09-13 16:34:12 +0000
Commit: Mikhail Teterin <mi@FreeBSD.org>
CommitDate: 2023-09-13 16:34:12 +0000
finance/quantlib: upgrade from 1.20 to 1.31
---
finance/quantlib/Makefile | 11 +++--
finance/quantlib/distinfo | 6 +--
finance/quantlib/pkg-plist | 101 +++++++++++++++++++++++++++++++--------------
3 files changed, 81 insertions(+), 37 deletions(-)
diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile
index b47433a4270f..cc2cbfd7d205 100644
--- a/finance/quantlib/Makefile
+++ b/finance/quantlib/Makefile
@@ -1,8 +1,7 @@
PORTNAME= quantlib
-PORTVERSION= 1.20
-PORTREVISION= 4
+PORTVERSION= 1.31.1
CATEGORIES= finance math devel
-MASTER_SITES= https://dl.bintray.com/${PORTNAME}/releases/
+MASTER_SITES= http://github.com/lballabio/QuantLib/releases/download/v${PORTVERSION}/
DISTNAME= QuantLib-${PORTVERSION}
MAINTAINER= mi@aldan.algebra.com
@@ -14,7 +13,7 @@ LICENSE_FILE= ${WRKSRC}/LICENSE.TXT
LIB_DEPENDS= libboost_system.so:devel/boost-libs
-USES= compiler:c++11-lang libtool
+USES= compiler:c++17-lang libtool
USE_LDCONFIG= yes
GNU_CONFIGURE= yes
CONFIGURE_ENV+= EMACS=no
@@ -44,12 +43,16 @@ CONFIGURE_ARGS+= --disable-unity-build
CONFIGURE_ARGS+= --enable-parallel-unit-test-runner
CONFIGURE_ARGS+= --with-boost-include=${LOCALBASE}/include
CONFIGURE_ARGS+= --with-boost-lib=${LOCALBASE}/lib
+CONFIGURE_ARGS+= --enable-std-any
CONFIGURE_ARGS+= --enable-std-classes # Prefer C++11 to Boost
+CONFIGURE_ARGS+= --enable-std-optional
+CONFIGURE_ARGS+= --enable-test-suite
.for o in ${OPTIONS_DEFINE}
$o_CONFIGURE_ENABLE= ${o:S/_/-/g:tl}
.endfor
+CXXFLAGS+= -std=c++17
CXXFLAGS_i386= -DBOOST_MATH_NO_LONG_DOUBLE_MATH_FUNCTIONS
.include <bsd.port.mk>
diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo
index ef3e5b1e0034..e219eccd551c 100644
--- a/finance/quantlib/distinfo
+++ b/finance/quantlib/distinfo
@@ -1,3 +1,3 @@
-TIMESTAMP = 1603844042
-SHA256 (QuantLib-1.20.tar.gz) = af51fe73b88be67536aca68ce8aaa30f523a95cc369652a6071d66beef8708ff
-SIZE (QuantLib-1.20.tar.gz) = 9170898
+TIMESTAMP = 1694555205
+SHA256 (QuantLib-1.31.1.tar.gz) = 13b5346217153ae3c185e0c640cc523a1a6522c3a721698b2c255fd9a1a15a68
+SIZE (QuantLib-1.31.1.tar.gz) = 9389306
diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist
index 7318c4115884..e52fcf64536c 100644
--- a/finance/quantlib/pkg-plist
+++ b/finance/quantlib/pkg-plist
@@ -40,6 +40,7 @@ bin/quantlib-config
%%EXAMPLES%%man/man1/Replication.1.gz
%%EXAMPLES%%man/man1/Repo.1.gz
%%BENCHMARK%%man/man1/quantlib-benchmark.1.gz
+include/ql/any.hpp
include/ql/auto_link.hpp
include/ql/auto_ptr.hpp
include/ql/cashflow.hpp
@@ -60,6 +61,7 @@ include/ql/cashflows/digitalcoupon.hpp
include/ql/cashflows/digitaliborcoupon.hpp
include/ql/cashflows/dividend.hpp
include/ql/cashflows/duration.hpp
+include/ql/cashflows/equitycashflow.hpp
include/ql/cashflows/fixedratecoupon.hpp
include/ql/cashflows/floatingratecoupon.hpp
include/ql/cashflows/iborcoupon.hpp
@@ -69,10 +71,13 @@ include/ql/cashflows/inflationcouponpricer.hpp
include/ql/cashflows/lineartsrpricer.hpp
include/ql/cashflows/overnightindexedcoupon.hpp
include/ql/cashflows/rangeaccrual.hpp
+include/ql/cashflows/rateaveraging.hpp
include/ql/cashflows/replication.hpp
include/ql/cashflows/simplecashflow.hpp
+include/ql/cashflows/subperiodcoupon.hpp
include/ql/cashflows/timebasket.hpp
include/ql/cashflows/yoyinflationcoupon.hpp
+include/ql/cashflows/zeroinflationcashflow.hpp
include/ql/compounding.hpp
include/ql/config.hpp
include/ql/currencies/africa.hpp
@@ -95,25 +100,24 @@ include/ql/experimental/amortizingbonds/all.hpp
include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
+include/ql/experimental/asian/all.hpp
+include/ql/experimental/asian/analytic_cont_geom_av_price_heston.hpp
+include/ql/experimental/asian/analytic_discr_geom_av_price_heston.hpp
include/ql/experimental/averageois/all.hpp
include/ql/experimental/averageois/arithmeticaverageois.hpp
include/ql/experimental/averageois/arithmeticoisratehelper.hpp
include/ql/experimental/averageois/averageoiscouponpricer.hpp
include/ql/experimental/averageois/makearithmeticaverageois.hpp
include/ql/experimental/barrieroption/all.hpp
-include/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.hpp
-include/ql/experimental/barrieroption/analyticdoublebarrierengine.hpp
include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
-include/ql/experimental/barrieroption/doublebarrieroption.hpp
-include/ql/experimental/barrieroption/doublebarriertype.hpp
include/ql/experimental/barrieroption/mcdoublebarrierengine.hpp
include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
+include/ql/experimental/barrieroption/suowangdoublebarrierengine.hpp
include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
include/ql/experimental/barrieroption/vannavolgainterpolation.hpp
-include/ql/experimental/barrieroption/wulinyongdoublebarrierengine.hpp
include/ql/experimental/basismodels/all.hpp
include/ql/experimental/basismodels/swaptioncfs.hpp
include/ql/experimental/basismodels/tenoroptionletvts.hpp
@@ -153,11 +157,6 @@ include/ql/experimental/commodities/quantity.hpp
include/ql/experimental/commodities/unitofmeasure.hpp
include/ql/experimental/commodities/unitofmeasureconversion.hpp
include/ql/experimental/commodities/unitofmeasureconversionmanager.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/cmsspreadcoupon.hpp
include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp
@@ -165,7 +164,6 @@ include/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
include/ql/experimental/coupons/proxyibor.hpp
include/ql/experimental/coupons/quantocouponpricer.hpp
include/ql/experimental/coupons/strippedcapflooredcoupon.hpp
-include/ql/experimental/coupons/subperiodcoupons.hpp
include/ql/experimental/coupons/swapspreadindex.hpp
include/ql/experimental/credit/all.hpp
include/ql/experimental/credit/basecorrelationlossmodel.hpp
@@ -247,23 +245,18 @@ include/ql/experimental/exoticoptions/writerextensibleoption.hpp
include/ql/experimental/finitedifferences/all.hpp
include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp
include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp
-include/ql/experimental/finitedifferences/fdhestondoublebarrierengine.hpp
include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp
-include/ql/experimental/finitedifferences/fdmblackscholesfwdop.hpp
include/ql/experimental/finitedifferences/fdmdupire1dop.hpp
include/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
include/ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp
include/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
include/ql/experimental/finitedifferences/fdmextoujumpop.hpp
include/ql/experimental/finitedifferences/fdmextoujumpsolver.hpp
-include/ql/experimental/finitedifferences/fdmhestonfwdop.hpp
-include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp
include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp
include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp
include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp
-include/ql/experimental/finitedifferences/fdmsquarerootfwdop.hpp
include/ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp
include/ql/experimental/finitedifferences/fdmvppstepcondition.hpp
include/ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp
@@ -273,11 +266,9 @@ include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp
include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp
include/ql/experimental/finitedifferences/glued1dmesher.hpp
-include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp
include/ql/experimental/finitedifferences/vanillavppoption.hpp
-include/ql/experimental/futures/all.hpp
-include/ql/experimental/futures/overnightindexfuture.hpp
-include/ql/experimental/futures/overnightindexfutureratehelper.hpp
+include/ql/experimental/forward/all.hpp
+include/ql/experimental/forward/analytichestonforwardeuropeanengine.hpp
include/ql/experimental/fx/all.hpp
include/ql/experimental/fx/blackdeltacalculator.hpp
include/ql/experimental/fx/deltavolquote.hpp
@@ -298,7 +289,6 @@ include/ql/experimental/lattices/extendedbinomialtree.hpp
include/ql/experimental/math/all.hpp
include/ql/experimental/math/claytoncopularng.hpp
include/ql/experimental/math/convolvedstudentt.hpp
-include/ql/experimental/math/expm.hpp
include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
include/ql/experimental/math/fireflyalgorithm.hpp
include/ql/experimental/math/frankcopularng.hpp
@@ -328,8 +318,6 @@ include/ql/experimental/mcbasket/mcpathbasketengine.hpp
include/ql/experimental/mcbasket/pathmultiassetoption.hpp
include/ql/experimental/mcbasket/pathpayoff.hpp
include/ql/experimental/models/all.hpp
-include/ql/experimental/models/hestonslvfdmmodel.hpp
-include/ql/experimental/models/hestonslvmcmodel.hpp
include/ql/experimental/models/normalclvmodel.hpp
include/ql/experimental/models/squarerootclvmodel.hpp
include/ql/experimental/processes/all.hpp
@@ -337,7 +325,6 @@ include/ql/experimental/processes/extendedblackscholesprocess.hpp
include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
include/ql/experimental/processes/extouwithjumpsprocess.hpp
include/ql/experimental/processes/gemanroncoroniprocess.hpp
-include/ql/experimental/processes/hestonslvprocess.hpp
include/ql/experimental/processes/klugeextouprocess.hpp
include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
include/ql/experimental/risk/all.hpp
@@ -351,6 +338,8 @@ include/ql/experimental/swaptions/haganirregularswaptionengine.hpp
include/ql/experimental/swaptions/irregularswap.hpp
include/ql/experimental/swaptions/irregularswaption.hpp
include/ql/experimental/termstructures/all.hpp
+include/ql/experimental/termstructures/basisswapratehelpers.hpp
+include/ql/experimental/termstructures/crosscurrencyratehelpers.hpp
include/ql/experimental/termstructures/multicurvesensitivities.hpp
include/ql/experimental/variancegamma/all.hpp
include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
@@ -374,6 +363,7 @@ include/ql/experimental/volatility/noarbsabr.hpp
include/ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp
include/ql/experimental/volatility/noarbsabrinterpolation.hpp
include/ql/experimental/volatility/noarbsabrsmilesection.hpp
+include/ql/experimental/volatility/noarbsabrswaptionvolatilitycube.hpp
include/ql/experimental/volatility/sabrvolsurface.hpp
include/ql/experimental/volatility/sabrvoltermstructure.hpp
include/ql/experimental/volatility/sviinterpolatedsmilesection.hpp
@@ -391,6 +381,7 @@ include/ql/handle.hpp
include/ql/index.hpp
include/ql/indexes/all.hpp
include/ql/indexes/bmaindex.hpp
+include/ql/indexes/equityindex.hpp
include/ql/indexes/ibor/all.hpp
include/ql/indexes/ibor/aonia.hpp
include/ql/indexes/ibor/audlibor.hpp
@@ -400,8 +391,11 @@ include/ql/indexes/ibor/bkbm.hpp
include/ql/indexes/ibor/cadlibor.hpp
include/ql/indexes/ibor/cdor.hpp
include/ql/indexes/ibor/chflibor.hpp
+include/ql/indexes/ibor/corra.hpp
+include/ql/indexes/ibor/destr.hpp
include/ql/indexes/ibor/dkklibor.hpp
include/ql/indexes/ibor/eonia.hpp
+include/ql/indexes/ibor/estr.hpp
include/ql/indexes/ibor/euribor.hpp
include/ql/indexes/ibor/eurlibor.hpp
include/ql/indexes/ibor/fedfunds.hpp
@@ -418,8 +412,10 @@ include/ql/indexes/ibor/seklibor.hpp
include/ql/indexes/ibor/shibor.hpp
include/ql/indexes/ibor/sofr.hpp
include/ql/indexes/ibor/sonia.hpp
+include/ql/indexes/ibor/swestr.hpp
include/ql/indexes/ibor/thbfix.hpp
include/ql/indexes/ibor/tibor.hpp
+include/ql/indexes/ibor/tona.hpp
include/ql/indexes/ibor/trlibor.hpp
include/ql/indexes/ibor/usdlibor.hpp
include/ql/indexes/ibor/wibor.hpp
@@ -430,6 +426,7 @@ include/ql/indexes/inflation/all.hpp
include/ql/indexes/inflation/aucpi.hpp
include/ql/indexes/inflation/euhicp.hpp
include/ql/indexes/inflation/frhicp.hpp
+include/ql/indexes/inflation/ukhicp.hpp
include/ql/indexes/inflation/ukrpi.hpp
include/ql/indexes/inflation/uscpi.hpp
include/ql/indexes/inflation/zacpi.hpp
@@ -454,9 +451,14 @@ include/ql/instruments/barriertype.hpp
include/ql/instruments/basketoption.hpp
include/ql/instruments/bmaswap.hpp
include/ql/instruments/bond.hpp
+include/ql/instruments/bondforward.hpp
include/ql/instruments/bonds/all.hpp
+include/ql/instruments/bonds/amortizingcmsratebond.hpp
+include/ql/instruments/bonds/amortizingfixedratebond.hpp
+include/ql/instruments/bonds/amortizingfloatingratebond.hpp
include/ql/instruments/bonds/btp.hpp
include/ql/instruments/bonds/cmsratebond.hpp
+include/ql/instruments/bonds/convertiblebonds.hpp
include/ql/instruments/bonds/cpibond.hpp
include/ql/instruments/bonds/fixedratebond.hpp
include/ql/instruments/bonds/floatingratebond.hpp
@@ -472,6 +474,9 @@ include/ql/instruments/creditdefaultswap.hpp
include/ql/instruments/dividendbarrieroption.hpp
include/ql/instruments/dividendschedule.hpp
include/ql/instruments/dividendvanillaoption.hpp
+include/ql/instruments/doublebarrieroption.hpp
+include/ql/instruments/doublebarriertype.hpp
+include/ql/instruments/equitytotalreturnswap.hpp
include/ql/instruments/europeanoption.hpp
include/ql/instruments/fixedratebondforward.hpp
include/ql/instruments/floatfloatswap.hpp
@@ -495,6 +500,7 @@ include/ql/instruments/nonstandardswap.hpp
include/ql/instruments/nonstandardswaption.hpp
include/ql/instruments/oneassetoption.hpp
include/ql/instruments/overnightindexedswap.hpp
+include/ql/instruments/overnightindexfuture.hpp
include/ql/instruments/payoffs.hpp
include/ql/instruments/quantobarrieroption.hpp
include/ql/instruments/quantoforwardvanillaoption.hpp
@@ -510,6 +516,7 @@ include/ql/instruments/vanillaswingoption.hpp
include/ql/instruments/varianceswap.hpp
include/ql/instruments/yearonyearinflationswap.hpp
include/ql/instruments/zerocouponinflationswap.hpp
+include/ql/instruments/zerocouponswap.hpp
include/ql/interestrate.hpp
include/ql/legacy/all.hpp
include/ql/legacy/libormarketmodels/all.hpp
@@ -580,6 +587,7 @@ include/ql/math/integrals/kronrodintegral.hpp
include/ql/math/integrals/momentbasedgaussianpolynomial.hpp
include/ql/math/integrals/segmentintegral.hpp
include/ql/math/integrals/simpsonintegral.hpp
+include/ql/math/integrals/tanhsinhintegral.hpp
include/ql/math/integrals/trapezoidintegral.hpp
include/ql/math/integrals/twodimensionalintegral.hpp
include/ql/math/interpolation.hpp
@@ -589,6 +597,7 @@ include/ql/math/interpolations/backwardflatinterpolation.hpp
include/ql/math/interpolations/backwardflatlinearinterpolation.hpp
include/ql/math/interpolations/bicubicsplineinterpolation.hpp
include/ql/math/interpolations/bilinearinterpolation.hpp
+include/ql/math/interpolations/chebyshevinterpolation.hpp
include/ql/math/interpolations/convexmonotoneinterpolation.hpp
include/ql/math/interpolations/cubicinterpolation.hpp
include/ql/math/interpolations/extrapolation.hpp
@@ -612,6 +621,7 @@ include/ql/math/matrixutilities/all.hpp
include/ql/math/matrixutilities/basisincompleteordered.hpp
include/ql/math/matrixutilities/bicgstab.hpp
include/ql/math/matrixutilities/choleskydecomposition.hpp
+include/ql/math/matrixutilities/expm.hpp
include/ql/math/matrixutilities/factorreduction.hpp
include/ql/math/matrixutilities/getcovariance.hpp
include/ql/math/matrixutilities/gmres.hpp
@@ -733,10 +743,12 @@ include/ql/methods/finitedifferences/onefactoroperator.hpp
include/ql/methods/finitedifferences/operators/all.hpp
include/ql/methods/finitedifferences/operators/fdm2dblackscholesop.hpp
include/ql/methods/finitedifferences/operators/fdmbatesop.hpp
+include/ql/methods/finitedifferences/operators/fdmblackscholesfwdop.hpp
include/ql/methods/finitedifferences/operators/fdmblackscholesop.hpp
include/ql/methods/finitedifferences/operators/fdmcevop.hpp
include/ql/methods/finitedifferences/operators/fdmcirop.hpp
include/ql/methods/finitedifferences/operators/fdmg2op.hpp
+include/ql/methods/finitedifferences/operators/fdmhestonfwdop.hpp
include/ql/methods/finitedifferences/operators/fdmhestonhullwhiteop.hpp
include/ql/methods/finitedifferences/operators/fdmhestonop.hpp
include/ql/methods/finitedifferences/operators/fdmhullwhiteop.hpp
@@ -747,7 +759,9 @@ include/ql/methods/finitedifferences/operators/fdmlinearoplayout.hpp
include/ql/methods/finitedifferences/operators/fdmlocalvolfwdop.hpp
include/ql/methods/finitedifferences/operators/fdmornsteinuhlenbeckop.hpp
include/ql/methods/finitedifferences/operators/fdmsabrop.hpp
+include/ql/methods/finitedifferences/operators/fdmsquarerootfwdop.hpp
include/ql/methods/finitedifferences/operators/firstderivativeop.hpp
+include/ql/methods/finitedifferences/operators/modtriplebandlinearop.hpp
include/ql/methods/finitedifferences/operators/ninepointlinearop.hpp
include/ql/methods/finitedifferences/operators/nthorderderivativeop.hpp
include/ql/methods/finitedifferences/operators/numericaldifferentiation.hpp
@@ -801,16 +815,20 @@ include/ql/methods/finitedifferences/tridiagonaloperator.hpp
include/ql/methods/finitedifferences/utilities/all.hpp
include/ql/methods/finitedifferences/utilities/bsmrndcalculator.hpp
include/ql/methods/finitedifferences/utilities/cevrndcalculator.hpp
+include/ql/methods/finitedifferences/utilities/escroweddividendadjustment.hpp
include/ql/methods/finitedifferences/utilities/fdmaffinemodelswapinnervalue.hpp
include/ql/methods/finitedifferences/utilities/fdmaffinemodeltermstructure.hpp
include/ql/methods/finitedifferences/utilities/fdmboundaryconditionset.hpp
include/ql/methods/finitedifferences/utilities/fdmdirichletboundary.hpp
include/ql/methods/finitedifferences/utilities/fdmdiscountdirichletboundary.hpp
include/ql/methods/finitedifferences/utilities/fdmdividendhandler.hpp
+include/ql/methods/finitedifferences/utilities/fdmescrowedloginnervaluecalculator.hpp
+include/ql/methods/finitedifferences/utilities/fdmhestongreensfct.hpp
include/ql/methods/finitedifferences/utilities/fdmindicesonboundary.hpp
include/ql/methods/finitedifferences/utilities/fdminnervaluecalculator.hpp
include/ql/methods/finitedifferences/utilities/fdmmesherintegral.hpp
include/ql/methods/finitedifferences/utilities/fdmquantohelper.hpp
+include/ql/methods/finitedifferences/utilities/fdmshoutloginnervaluecalculator.hpp
include/ql/methods/finitedifferences/utilities/fdmtimedepdirichletboundary.hpp
include/ql/methods/finitedifferences/utilities/gbsmrndcalculator.hpp
include/ql/methods/finitedifferences/utilities/hestonrndcalculator.hpp
@@ -824,6 +842,7 @@ 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
@@ -850,6 +869,8 @@ include/ql/models/equity/batesmodel.hpp
include/ql/models/equity/gjrgarchmodel.hpp
include/ql/models/equity/hestonmodel.hpp
include/ql/models/equity/hestonmodelhelper.hpp
+include/ql/models/equity/hestonslvfdmmodel.hpp
+include/ql/models/equity/hestonslvmcmodel.hpp
include/ql/models/equity/piecewisetimedependenthestonmodel.hpp
include/ql/models/marketmodels/accountingengine.hpp
include/ql/models/marketmodels/all.hpp
@@ -1004,6 +1025,7 @@ include/ql/models/volatility/simplelocalestimator.hpp
include/ql/money.hpp
include/ql/numericalmethod.hpp
include/ql/option.hpp
+include/ql/optional.hpp
include/ql/patterns/all.hpp
include/ql/patterns/composite.hpp
include/ql/patterns/curiouslyrecurring.hpp
@@ -1023,18 +1045,24 @@ include/ql/pricingengines/asian/analytic_cont_geom_av_price.hpp
include/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp
include/ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp
include/ql/pricingengines/asian/fdblackscholesasianengine.hpp
+include/ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp
include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp
include/ql/pricingengines/asian/mc_discr_arith_av_strike.hpp
+include/ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp
include/ql/pricingengines/asian/mc_discr_geom_av_price.hpp
-include/ql/pricingengines/asian/mcdiscreteasianengine.hpp
+include/ql/pricingengines/asian/mcdiscreteasianenginebase.hpp
+include/ql/pricingengines/asian/turnbullwakemanasianengine.hpp
include/ql/pricingengines/barrier/all.hpp
include/ql/pricingengines/barrier/analyticbarrierengine.hpp
include/ql/pricingengines/barrier/analyticbinarybarrierengine.hpp
+include/ql/pricingengines/barrier/analyticdoublebarrierbinaryengine.hpp
+include/ql/pricingengines/barrier/analyticdoublebarrierengine.hpp
include/ql/pricingengines/barrier/binomialbarrierengine.hpp
include/ql/pricingengines/barrier/discretizedbarrieroption.hpp
include/ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp
include/ql/pricingengines/barrier/fdblackscholesrebateengine.hpp
include/ql/pricingengines/barrier/fdhestonbarrierengine.hpp
+include/ql/pricingengines/barrier/fdhestondoublebarrierengine.hpp
include/ql/pricingengines/barrier/fdhestonrebateengine.hpp
include/ql/pricingengines/barrier/mcbarrierengine.hpp
include/ql/pricingengines/basket/all.hpp
@@ -1047,8 +1075,11 @@ 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/binomialconvertibleengine.hpp
include/ql/pricingengines/bond/bondfunctions.hpp
include/ql/pricingengines/bond/discountingbondengine.hpp
+include/ql/pricingengines/bond/discretizedconvertible.hpp
+include/ql/pricingengines/bond/riskybondengine.hpp
include/ql/pricingengines/capfloor/all.hpp
include/ql/pricingengines/capfloor/analyticcapfloorengine.hpp
include/ql/pricingengines/capfloor/bacheliercapfloorengine.hpp
@@ -1068,6 +1099,9 @@ include/ql/pricingengines/credit/midpointcdsengine.hpp
include/ql/pricingengines/forward/all.hpp
include/ql/pricingengines/forward/forwardengine.hpp
include/ql/pricingengines/forward/forwardperformanceengine.hpp
+include/ql/pricingengines/forward/mcforwardeuropeanbsengine.hpp
+include/ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp
+include/ql/pricingengines/forward/mcforwardvanillaengine.hpp
include/ql/pricingengines/forward/mcvarianceswapengine.hpp
include/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
include/ql/pricingengines/genericmodelengine.hpp
@@ -1122,18 +1156,14 @@ include/ql/pricingengines/vanilla/bjerksundstenslandengine.hpp
include/ql/pricingengines/vanilla/coshestonengine.hpp
include/ql/pricingengines/vanilla/discretizedvanillaoption.hpp
include/ql/pricingengines/vanilla/exponentialfittinghestonengine.hpp
-include/ql/pricingengines/vanilla/fdamericanengine.hpp
include/ql/pricingengines/vanilla/fdbatesvanillaengine.hpp
-include/ql/pricingengines/vanilla/fdbermudanengine.hpp
+include/ql/pricingengines/vanilla/fdblackscholesshoutengine.hpp
include/ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp
include/ql/pricingengines/vanilla/fdcevvanillaengine.hpp
include/ql/pricingengines/vanilla/fdcirvanillaengine.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/fdhestonhullwhitevanillaengine.hpp
include/ql/pricingengines/vanilla/fdhestonvanillaengine.hpp
include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp
@@ -1153,6 +1183,8 @@ include/ql/pricingengines/vanilla/mceuropeangjrgarchengine.hpp
include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp
include/ql/pricingengines/vanilla/mcvanillaengine.hpp
+include/ql/pricingengines/vanilla/qdfpamericanengine.hpp
+include/ql/pricingengines/vanilla/qdplusamericanengine.hpp
include/ql/processes/all.hpp
include/ql/processes/batesprocess.hpp
include/ql/processes/blackscholesprocess.hpp
@@ -1166,6 +1198,7 @@ include/ql/processes/gjrgarchprocess.hpp
include/ql/processes/gsrprocess.hpp
include/ql/processes/gsrprocesscore.hpp
include/ql/processes/hestonprocess.hpp
+include/ql/processes/hestonslvprocess.hpp
include/ql/processes/hullwhiteprocess.hpp
include/ql/processes/hybridhestonhullwhiteprocess.hpp
include/ql/processes/jointstochasticprocess.hpp
@@ -1276,6 +1309,8 @@ 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/gaussian1dswaptionvolatility.hpp
+include/ql/termstructures/volatility/swaption/interpolatedswaptionvolatilitycube.hpp
+include/ql/termstructures/volatility/swaption/sabrswaptionvolatilitycube.hpp
include/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp
include/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
include/ql/termstructures/volatility/swaption/swaptionvolcube.hpp
@@ -1301,10 +1336,12 @@ include/ql/termstructures/yield/impliedtermstructure.hpp
include/ql/termstructures/yield/interpolatedsimplezerocurve.hpp
include/ql/termstructures/yield/nonlinearfittingmethods.hpp
include/ql/termstructures/yield/oisratehelper.hpp
+include/ql/termstructures/yield/overnightindexfutureratehelper.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/ultimateforwardtermstructure.hpp
include/ql/termstructures/yield/zerocurve.hpp
include/ql/termstructures/yield/zerospreadedtermstructure.hpp
include/ql/termstructures/yield/zeroyieldstructure.hpp
@@ -1321,6 +1358,7 @@ include/ql/time/calendars/bespokecalendar.hpp
include/ql/time/calendars/botswana.hpp
include/ql/time/calendars/brazil.hpp
include/ql/time/calendars/canada.hpp
+include/ql/time/calendars/chile.hpp
include/ql/time/calendars/china.hpp
include/ql/time/calendars/czechrepublic.hpp
include/ql/time/calendars/denmark.hpp
@@ -1363,7 +1401,9 @@ include/ql/time/dategenerationrule.hpp
include/ql/time/daycounter.hpp
include/ql/time/daycounters/actual360.hpp
include/ql/time/daycounters/actual364.hpp
+include/ql/time/daycounters/actual36525.hpp
include/ql/time/daycounters/actual365fixed.hpp
+include/ql/time/daycounters/actual366.hpp
include/ql/time/daycounters/actualactual.hpp
include/ql/time/daycounters/all.hpp
include/ql/time/daycounters/business252.hpp
@@ -1371,6 +1411,7 @@ include/ql/time/daycounters/one.hpp
include/ql/time/daycounters/simpledaycounter.hpp
include/ql/time/daycounters/thirty360.hpp
include/ql/time/daycounters/thirty365.hpp
+include/ql/time/daycounters/yearfractiontodate.hpp
include/ql/time/ecb.hpp
include/ql/time/frequency.hpp
include/ql/time/imm.hpp