svn commit: r475188 - in head: . finance finance/quantlib finance/quantlib/files
Mikhail Teterin
mi at FreeBSD.org
Mon Jul 23 16:15:06 UTC 2018
Author: mi
Date: Mon Jul 23 16:15:02 2018
New Revision: 475188
URL: https://svnweb.freebsd.org/changeset/ports/475188
Log:
Re-add finance/quantlib following the official procedure.
Added:
head/finance/quantlib/
- copied from r337184, head/finance/quantlib/
head/finance/quantlib/files/patch-gmakeism (contents, props changed)
head/finance/quantlib/files/patch-tests (contents, props changed)
head/finance/quantlib/pkg-help (contents, props changed)
Deleted:
head/finance/quantlib/files/patch-configure
head/finance/quantlib/files/patch-test-suite_quantlibbenchmark.cpp
head/finance/quantlib/files/patch-test-suite_quantlibtestsuite.cpp
Modified:
head/MOVED
head/finance/Makefile
head/finance/quantlib/Makefile
head/finance/quantlib/distinfo
head/finance/quantlib/pkg-descr
head/finance/quantlib/pkg-plist (contents, props changed)
Modified: head/MOVED
==============================================================================
--- head/MOVED Mon Jul 23 16:02:09 2018 (r475187)
+++ head/MOVED Mon Jul 23 16:15:02 2018 (r475188)
@@ -5255,7 +5255,6 @@ devel/hs-DeepArrow||2013-12-22|Has expired: Broken for
converters/py-svglib||2013-12-22|Has expired: Broken for more than 6 months
converters/p5-Unicode-Lite||2013-12-22|Has expired: Broken for more than 6 months
mail/squirrelmail-calendar_sql_backend-plugin||2013-12-22|Has expired: Broken for more than 6 months
-finance/quantlib||2013-12-22|Has expired: Broken for more than 6 months
games/xkobo||2013-12-22|Has expired: Broken for more than 6 months
games/quake3-rq3||2013-12-22|Has expired: Broken for more than 6 months
math/fbm||2013-12-22|Has expired: No new release since 2004, new supported upstream
Modified: head/finance/Makefile
==============================================================================
--- head/finance/Makefile Mon Jul 23 16:02:09 2018 (r475187)
+++ head/finance/Makefile Mon Jul 23 16:15:02 2018 (r475188)
@@ -101,6 +101,7 @@
SUBDIR += py-vatnumber
SUBDIR += py-ystockquote
SUBDIR += qhacc
+ SUBDIR += quantlib
SUBDIR += quickfix
SUBDIR += rubygem-money
SUBDIR += sabernetdcs-client
Modified: head/finance/quantlib/Makefile
==============================================================================
--- head/finance/quantlib/Makefile Sun Dec 22 11:42:11 2013 (r337184)
+++ head/finance/quantlib/Makefile Mon Jul 23 16:15:02 2018 (r475188)
@@ -1,48 +1,67 @@
-# Created by: ijliao
+# Created by: Mikhail Teterin
# $FreeBSD$
PORTNAME= quantlib
-PORTVERSION= 1.1
-PORTREVISION= 1
-CATEGORIES= finance
-MASTER_SITES= SF/${PORTNAME}/QuantLib/${PORTVERSION}
+PORTVERSION= 1.13
+CATEGORIES= finance math devel
+MASTER_SITES= https://dl.bintray.com/${PORTNAME}/releases/
DISTNAME= QuantLib-${PORTVERSION}
-MAINTAINER= dikshie at sfc.wide.ad.jp
-COMMENT= A comprehensive software framework for quantitative finance
+MAINTAINER= mi at aldan.algebra.com
+COMMENT= C++ library for quantitative finance
-LIB_DEPENDS= libboost_thread.so:${PORTSDIR}/devel/boost-libs
+LICENSE= BSD3CLAUSE
+LICENSE_FILE= ${WRKSRC}/LICENSE.TXT
-WRKSRC= ${WRKDIR}/QuantLib-${PORTVERSION}
+LIB_DEPENDS= libboost_system.so:devel/boost-libs
-USE_AUTOTOOLS= libtool
-GNU_CONFIGURE= yes
-CPPFLAGS+= ${PTHREAD_CFLAGS} -I${LOCALBASE}/include
-LDFLAGS+= ${PTHREAD_LIBS} -L${LOCALBASE}/lib
+USES= compiler
USE_LDCONFIG= yes
+GNU_CONFIGURE= yes
+CONFIGURE_ENV+= EMACS=no
+MAKE_ENV+= AM_MAKEFLAGS=${_MAKE_JOBS}
+TEST_TARGET= check-examples check
+OPTIONS_SUB= please
-DEPRECATED= Broken for more than 6 month
-EXPIRATION_DATE= 2013-12-22
+OPTIONS_DEFAULT=OPENMP EXAMPLES BENCHMARK UNITY_BUILD NEGATIVE_RATES
-BROKEN= fails to build
+OPTIONS_DEFINE= TRACING INDEXED_COUPONS
+OPTIONS_DEFINE+=EXTRA_SAFETY_CHECKS SESSIONS INTRADAY
+OPTIONS_DEFINE+=THREAD_SAFE_OBSERVER_PATTERN
+OPTIONS_DEFINE+=THREAD_SAFE_SINGLETON_INIT
+OPTIONS_DEFINE+=${OPTIONS_DEFAULT}
-MAN1= quantlib-config.1 quantlib-test-suite.1
+.if ${CC} == "cc"
+# The base cc/c++ on FreeBSD-10 is too old for OpenMP.
+OPTIONS_EXCLUDE_FreeBSD_10=OPENMP
+.endif
-NO_STAGE= yes
-.include <bsd.port.pre.mk>
+BENCHMARK_DESC= Install benchmark (it is always built)
+EXTRA_SAFETY_CHECKS_DESC=Trade performance for run-time checks
+INDEXED_COUPONS_DESC= Use indexed rather than par coupons
+INTRADAY_DESC= Time precision of msecs, instead of days
+NEGATIVE_RATES_DESC= Allow rates to be negative
+TRACING_DESC= Trade performance for more detailed errors
+UNITY_BUILD_DESC= Combine sources into one before compiling
+SESSIONS_DESC= See help
-.if ${ARCH} == "ia64" || ${ARCH} == "alpha"
-BROKEN= Does not build on ia64 or alpha
-.endif
+EXAMPLES_CONFIGURE_WITH=lispdir=${EXAMPLESDIR}
+CONFIGURE_ARGS+= --enable-parallel-unit-test-runner
+CONFIGURE_ARGS+= --with-boost-include=${LOCALBASE}/include
+CONFIGURE_ARGS+= --with-boost-lib=${LOCALBASE}/lib
-post-patch:
- @${FIND} ${WRKSRC} -name "Makefile.in" | ${XARGS} ${REINPLACE_CMD} -e \
- 's|: install-dist_lispLISP|:|g ; \
- s|@CPPUNIT_FOUND_TRUE@|#|g ; \
- s|@CPPUNIT_FOUND_FALSE@||g'
- @${REINPLACE_CMD} -e 's|-release $$(PACKAGE_VERSION)||' ${WRKSRC}/ql/Makefile.in
+.for o in ${OPTIONS_DEFINE}
+$o_CONFIGURE_ENABLE= ${o:S/_/-/g:tl}
+.endfor
-post-install:
- ${INSTALL_DATA} ${WRKSRC}/quantlib.el ${PREFIX}/share/emacs/site-lisp
+# OPENMP_USES= compiler:openmp - XXX broken, insists on gcc,
+# but boost is built with clang...
+OPENMP_LIB_DEPENDS= libomp.so:devel/openmp
+OPENMP_CFLAGS= -I${LOCALBASE}/include
+OPENMP_LDFLAGS= -L${LOCALBASE}/lib
+# devel/openmp installs its own -lomp, which is cleaner.
+# unfortunately, devel/llvm${COMPILER_VERSION} may install
+# one too:
+OPENMP_LDFLAGS+= -L${LOCALBASE}/llvm${COMPILER_VERSION}/lib
-.include <bsd.port.post.mk>
+.include <bsd.port.mk>
Modified: head/finance/quantlib/distinfo
==============================================================================
--- head/finance/quantlib/distinfo Sun Dec 22 11:42:11 2013 (r337184)
+++ head/finance/quantlib/distinfo Mon Jul 23 16:15:02 2018 (r475188)
@@ -1,2 +1,3 @@
-SHA256 (QuantLib-1.1.tar.gz) = 7162ab593fb4fd640b77895c7d687952ed242a8f9783d89c55ab47bc51f49ddb
-SIZE (QuantLib-1.1.tar.gz) = 3899589
+TIMESTAMP = 1531235784
+SHA256 (QuantLib-1.13.tar.gz) = bb52df179781f9c19ef8e976780c4798b0cdc4d21fa72a7a386016e24d1a86e6
+SIZE (QuantLib-1.13.tar.gz) = 9132949
Added: head/finance/quantlib/files/patch-gmakeism
==============================================================================
--- /dev/null 00:00:00 1970 (empty, because file is newly added)
+++ head/finance/quantlib/files/patch-gmakeism Mon Jul 23 16:15:02 2018 (r475188)
@@ -0,0 +1,14 @@
+Allow check-exapmles to work with our make, upstream's syntax is
+gmake-only...
+
+--- Examples/Makefile.in 2018-05-23 14:35:06
++++ Examples/Makefile.in 2018-07-10 23:06:07
+@@ -657,6 +657,6 @@
+
+
+-%.check:
+- $(MAKE) -C $* check-examples
++${SUBDIR_CHECKS}:
++ $(MAKE) -C ${@:.check=} check-examples
+
+ .PHONY: examples check-examples $(SUBDIRS)
Added: head/finance/quantlib/files/patch-tests
==============================================================================
--- /dev/null 00:00:00 1970 (empty, because file is newly added)
+++ head/finance/quantlib/files/patch-tests Mon Jul 23 16:15:02 2018 (r475188)
@@ -0,0 +1,36 @@
+See:
+
+ https://github.com/lballabio/QuantLib/pull/507/
+
+--- ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp
++++ ql/termstructures/volatility/equityfx/fixedlocalvolsurface.cpp
+@@ -132,7 +132,8 @@ namespace QuantLib {
+
+ for (Size i=0; i < strikes_.size(); ++i)
+ for (Size j=1; j<strikes_[i]->size(); j++) {
+- QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1),
++ QL_REQUIRE(strikes_[i]->at(j)>=strikes_[i]->at(j-1)
++ || close_enough(strikes_[i]->at(j),strikes_[i]->at(j-1)),
+ "strikes must be sorted");
+ }
+ }
+--- test-suite/hestonslvmodel.cpp
++++ test-suite/hestonslvmodel.cpp
+@@ -2446,7 +2446,7 @@ void HestonSLVModelTest::testMoustacheGraph() {
+ -0.0293,-0.0297,-0.0251,-0.0192,-0.0134,-0.0084,-0.0045,
+ -0.0015, 0.0005, 0.0017, 0.0020
+ };
+- const Real tol = 8e-3;
++ const Real tol = 1e-2;
+
+ for (Size i=0; i < 18; ++i) {
+ const Real dist = 10.0+5.0*i;
+--- test-suite/fdheston.cpp 2018-05-21 08:58:38.000000000 -0400
++++ test-suite/fdheston.cpp 2018-07-20 18:51:34.213199000 -0400
+@@ -469,5 +469,5 @@
+ new FdHestonVanillaEngine(boost::shared_ptr<HestonModel>(
+ new HestonModel(hestonProcess)),
+- 500, 400, 3, 0,
++ 4000, 400, 3, 0,
+ FdmSchemeDesc::ExplicitEuler())));
+
Modified: head/finance/quantlib/pkg-descr
==============================================================================
--- head/finance/quantlib/pkg-descr Sun Dec 22 11:42:11 2013 (r337184)
+++ head/finance/quantlib/pkg-descr Mon Jul 23 16:15:02 2018 (r475188)
@@ -1,22 +1,16 @@
-The QuantLib project is aimed to provide a comprehensive software framework
-for quantitative finance. The goal is to provide a standard free/open source
-library to quantitative analysts and developers for modeling, trading, and
-risk management in real-life.
+The QuantLib project is aimed at providing a comprehensive software
+framework for quantitative finance. QuantLib is a free/open-source
+library for modeling, trading, and risk management in real-life.
-QuantLib plans to offer tools that are useful for both practical
-implementation, with features such as market conventions, solvers, PDEs,
-etc., and advanced modeling, e.g., exotic options and interest rate models.
+QuantLib is written in C++ with a clean object model, and is then
+exported to different languages such as C#, Objective Caml, Java,
+Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is
+also available. The reposit project facilitates deployment of object
+libraries to end user platforms and is used to generate QuantLibXL,
+an Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for
+other platforms such as LibreOffice Calc. Bindings to other languages
+and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica,
+COM/CORBA/SOAP architectures, FpML, are under consideration. See
+the extensions page for details.
-QuantLib is meant to be used by academics and practitioners alike, eventually
-promoting a stronger interaction between the two.
-
-Finance is one area where well-written open-source projects could make a
-tremendous difference. Almost every financial institution needs a solid,
-time-effective, operative implementation of leading-edge pricing models and
-hedging tools. However, to get there, currently one is forced to re-invent
-the wheel every time. Even decade-old models with no market value, such as
-Black-Scholes formula (1973), still lack a standard implementation. As a
-consequences many good quants are wasting their time writing C++ classes
-which have been already written thousands of times.
-
-WWW: http://www.quantlib.org/
+WWW: https://www.quantlib.org/
Added: head/finance/quantlib/pkg-help
==============================================================================
--- /dev/null 00:00:00 1970 (empty, because file is newly added)
+++ head/finance/quantlib/pkg-help Mon Jul 23 16:15:02 2018 (r475188)
@@ -0,0 +1,56 @@
+ --enable-openmp If enabled, configure will try to detect and enable
+ OpenMP support.
+ --enable-tracing If enabled, tracing messages might be emitted by the
+ library depending on run-time settings. Enabling
+ this option can degrade performance.
+ --enable-indexed-coupons
+ If enabled, indexed coupons (see the documentation)
+ are used in floating legs. If disabled (the
+ default), par coupons are used.
+ --enable-negative-rates If enabled (the default), negative yield rates are
+ allowed. If disabled, some features (notably, curve
+ bootstrapping) will throw when negative rates are
+ found.
+ --enable-extra-safety-checks
+ If enabled, extra run-time checks are added to a few
+ functions. This can prevent their inlining and
+ degrade performance.
+ --enable-sessions If enabled, singletons will return different
+ instances for different sessions. You will have to
+ provide and link with the library a sessionId()
+ function in namespace QuantLib, returning a
+ different session id for each session.
+ --enable-thread-safe-observer-pattern
+ If enabled, thread-safe version of the observer
+ pattern will be used. You should enable it if you
+ want to use QuantLib via the SWIG layer within the
+ JVM or .NET eco system or any environment with an
+ async garbage collector.
+ --enable-thread-safe-singleton-init
+ If enabled, singleton initialization will be
+ thread-safe. This requires Boost 1.58 or later and
+ is not supported when sessions are enabled.
+ --enable-parallel-unit-test-runner
+ If enabled, a parallel unit test runner is used to
+ execute the C++ test suite. This will reduce the
+ runtime on multi core CPUs.
+ --enable-examples If enabled, examples are built and installed when
+ "make" and "make install" are invoked. If disabled
+ (the default) they are built but not installed.
+ --enable-benchmark If enabled, the benchmark is built and installed
+ when "make" and "make install" are invoked. If
+ disabled (the default) it is built but not
+ installed.
+ --enable-unity-build If enabled, the source files in each directory are
+ collected into one single source file and compiled
+ together. This can speed up the compilation of the
+ library. If disabled (the default) each source file
+ is compiled separately..
+ --enable-intraday If enabled, date objects will support an intraday
+ datetime resolution down to microseconds. Strickly
+ monotone daycounters (Actual360, Actual365Fixed and
+ ActualActual) will take the additional information
+ into account and allow for accurate intraday
+ pricing. If disabled (the default) the smallest
+ resolution of date objects will be a single day.
+ Intraday datetime resolution is experimental.
Modified: head/finance/quantlib/pkg-plist
==============================================================================
--- head/finance/quantlib/pkg-plist Sun Dec 22 11:42:11 2013 (r337184)
+++ head/finance/quantlib/pkg-plist Mon Jul 23 16:15:02 2018 (r475188)
@@ -1,7 +1,45 @@
-bin/quantlib-config
bin/quantlib-test-suite
-include/ql/auto_link.hpp
-include/ql/cashflow.hpp
+bin/quantlib-config
+%%EXAMPLES%%bin/BasketLosses
+%%EXAMPLES%%bin/BermudanSwaption
+%%EXAMPLES%%bin/Bonds
+%%EXAMPLES%%bin/CDS
+%%EXAMPLES%%bin/CVAIRS
+%%EXAMPLES%%bin/CallableBonds
+%%EXAMPLES%%bin/ConvertibleBonds
+%%EXAMPLES%%bin/DiscreteHedging
+%%EXAMPLES%%bin/EquityOption
+%%EXAMPLES%%bin/FRA
+%%EXAMPLES%%bin/FittedBondCurve
+%%EXAMPLES%%bin/Gaussian1dModels
+%%EXAMPLES%%bin/GlobalOptimizer
+%%EXAMPLES%%bin/LatentModel
+%%EXAMPLES%%bin/MarketModels
+%%EXAMPLES%%bin/MultidimIntegral
+%%EXAMPLES%%bin/Replication
+%%EXAMPLES%%bin/Repo
+%%EXAMPLES%%bin/SwapValuation
+%%BENCHMARK%%bin/quantlib-benchmark
+%%EXAMPLES%%man/man1/BasketLosses.1.gz
+%%EXAMPLES%%man/man1/BermudanSwaption.1.gz
+%%EXAMPLES%%man/man1/Bonds.1.gz
+%%EXAMPLES%%man/man1/CDS.1.gz
+%%EXAMPLES%%man/man1/CVAIRS.1.gz
+%%EXAMPLES%%man/man1/CallableBonds.1.gz
+%%EXAMPLES%%man/man1/ConvertibleBonds.1.gz
+%%EXAMPLES%%man/man1/DiscreteHedging.1.gz
+%%EXAMPLES%%man/man1/EquityOption.1.gz
+%%EXAMPLES%%man/man1/FRA.1.gz
+%%EXAMPLES%%man/man1/FittedBondCurve.1.gz
+%%EXAMPLES%%man/man1/Gaussian1dModels.1.gz
+%%EXAMPLES%%man/man1/GlobalOptimizer.1.gz
+%%EXAMPLES%%man/man1/LatentModel.1.gz
+%%EXAMPLES%%man/man1/MarketModels.1.gz
+%%EXAMPLES%%man/man1/MultidimIntegral.1.gz
+%%EXAMPLES%%man/man1/Replication.1.gz
+%%EXAMPLES%%man/man1/Repo.1.gz
+%%EXAMPLES%%man/man1/SwapValuation.1.gz
+%%BENCHMARK%%man/man1/quantlib-benchmark.1.gz
include/ql/cashflows/all.hpp
include/ql/cashflows/averagebmacoupon.hpp
include/ql/cashflows/capflooredcoupon.hpp
@@ -12,53 +50,68 @@ include/ql/cashflows/cmscoupon.hpp
include/ql/cashflows/conundrumpricer.hpp
include/ql/cashflows/coupon.hpp
include/ql/cashflows/couponpricer.hpp
+include/ql/cashflows/cpicoupon.hpp
+include/ql/cashflows/cpicouponpricer.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/iborcoupon.hpp
include/ql/cashflows/fixedratecoupon.hpp
include/ql/cashflows/floatingratecoupon.hpp
-include/ql/cashflows/iborcoupon.hpp
include/ql/cashflows/indexedcashflow.hpp
include/ql/cashflows/inflationcoupon.hpp
include/ql/cashflows/inflationcouponpricer.hpp
+include/ql/cashflows/lineartsrpricer.hpp
include/ql/cashflows/overnightindexedcoupon.hpp
include/ql/cashflows/rangeaccrual.hpp
include/ql/cashflows/replication.hpp
include/ql/cashflows/simplecashflow.hpp
include/ql/cashflows/timebasket.hpp
include/ql/cashflows/yoyinflationcoupon.hpp
-include/ql/compounding.hpp
-include/ql/config.hpp
-include/ql/currencies/africa.hpp
include/ql/currencies/all.hpp
+include/ql/currencies/africa.hpp
include/ql/currencies/america.hpp
include/ql/currencies/asia.hpp
+include/ql/currencies/crypto.hpp
include/ql/currencies/europe.hpp
include/ql/currencies/exchangeratemanager.hpp
include/ql/currencies/oceania.hpp
-include/ql/currency.hpp
-include/ql/default.hpp
-include/ql/discretizedasset.hpp
-include/ql/errors.hpp
-include/ql/event.hpp
-include/ql/exchangerate.hpp
-include/ql/exercise.hpp
-include/ql/experimental/all.hpp
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/averageois/all.hpp
+include/ql/experimental/averageois/averageoiscouponpricer.hpp
+include/ql/experimental/averageois/arithmeticaverageois.hpp
+include/ql/experimental/averageois/arithmeticoisratehelper.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/perturbativebarrieroptionengine.hpp
+include/ql/experimental/barrieroption/quantodoublebarrieroption.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/callablebonds/all.hpp
include/ql/experimental/callablebonds/blackcallablebondengine.hpp
-include/ql/experimental/callablebonds/callablebond.hpp
include/ql/experimental/callablebonds/callablebondconstantvol.hpp
+include/ql/experimental/callablebonds/callablebond.hpp
include/ql/experimental/callablebonds/callablebondvolstructure.hpp
include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
include/ql/experimental/callablebonds/treecallablebondengine.hpp
+include/ql/experimental/catbonds/all.hpp
+include/ql/experimental/catbonds/catbond.hpp
+include/ql/experimental/catbonds/catrisk.hpp
+include/ql/experimental/catbonds/montecarlocatbondengine.hpp
+include/ql/experimental/catbonds/riskynotional.hpp
include/ql/experimental/commodities/all.hpp
include/ql/experimental/commodities/commodity.hpp
include/ql/experimental/commodities/commoditycashflow.hpp
@@ -82,158 +135,210 @@ 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/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/cmsspreadcoupon.hpp
+include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp
+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
+include/ql/experimental/credit/basecorrelationstructure.hpp
include/ql/experimental/credit/basket.hpp
+include/ql/experimental/credit/binomiallossmodel.hpp
include/ql/experimental/credit/blackcdsoptionengine.hpp
include/ql/experimental/credit/cdo.hpp
include/ql/experimental/credit/cdsoption.hpp
+include/ql/experimental/credit/constantlosslatentmodel.hpp
+include/ql/experimental/credit/correlationstructure.hpp
include/ql/experimental/credit/defaultevent.hpp
+include/ql/experimental/credit/defaultlossmodel.hpp
include/ql/experimental/credit/defaultprobabilitykey.hpp
+include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp
include/ql/experimental/credit/defaulttype.hpp
include/ql/experimental/credit/distribution.hpp
include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
+include/ql/experimental/credit/gaussianlhplossmodel.hpp
+include/ql/experimental/credit/homogeneouspooldef.hpp
+include/ql/experimental/credit/inhomogeneouspooldef.hpp
+include/ql/experimental/credit/integralcdoengine.hpp
+include/ql/experimental/credit/integralntdengine.hpp
+include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
include/ql/experimental/credit/issuer.hpp
include/ql/experimental/credit/loss.hpp
include/ql/experimental/credit/lossdistribution.hpp
+include/ql/experimental/credit/midpointcdoengine.hpp
include/ql/experimental/credit/nthtodefault.hpp
+include/ql/experimental/credit/onefactoraffinesurvival.hpp
include/ql/experimental/credit/onefactorcopula.hpp
include/ql/experimental/credit/onefactorgaussiancopula.hpp
-include/ql/experimental/credit/onefactorstudentcopula.hpp
include/ql/experimental/credit/pool.hpp
+include/ql/experimental/credit/onefactorstudentcopula.hpp
+include/ql/experimental/credit/randomdefaultlatentmodel.hpp
include/ql/experimental/credit/randomdefaultmodel.hpp
+include/ql/experimental/credit/randomlosslatentmodel.hpp
include/ql/experimental/credit/recoveryratemodel.hpp
include/ql/experimental/credit/recoveryratequote.hpp
-include/ql/experimental/credit/recursivecdoengine.hpp
+include/ql/experimental/credit/recursivelossmodel.hpp
include/ql/experimental/credit/riskyassetswap.hpp
include/ql/experimental/credit/riskyassetswapoption.hpp
include/ql/experimental/credit/riskybond.hpp
+include/ql/experimental/credit/saddlepointlossmodel.hpp
+include/ql/experimental/credit/spotlosslatentmodel.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/analyticamericanmargrabeengine.hpp
+include/ql/experimental/exoticoptions/analyticcomplexchooserengine.hpp
+include/ql/experimental/exoticoptions/analyticcompoundoptionengine.hpp
include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
+include/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.hpp
+include/ql/experimental/exoticoptions/analyticpartialtimebarrieroptionengine.hpp
+include/ql/experimental/exoticoptions/analyticpdfhestonengine.hpp
include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
+include/ql/experimental/exoticoptions/analytictwoassetbarrierengine.hpp
+include/ql/experimental/exoticoptions/analytictwoassetcorrelationengine.hpp
+include/ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp
+include/ql/experimental/exoticoptions/complexchooseroption.hpp
+include/ql/experimental/exoticoptions/compoundoption.hpp
+include/ql/experimental/exoticoptions/continuousarithmeticasianlevyengine.hpp
+include/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp
include/ql/experimental/exoticoptions/everestoption.hpp
include/ql/experimental/exoticoptions/himalayaoption.hpp
+include/ql/experimental/exoticoptions/holderextensibleoption.hpp
+include/ql/experimental/exoticoptions/kirkspreadoptionengine.hpp
include/ql/experimental/exoticoptions/margrabeoption.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/exoticoptions/partialtimebarrieroption.hpp
include/ql/experimental/exoticoptions/simplechooseroption.hpp
+include/ql/experimental/exoticoptions/spreadoption.hpp
+include/ql/experimental/exoticoptions/twoassetbarrieroption.hpp
+include/ql/experimental/exoticoptions/twoassetcorrelationoption.hpp
+include/ql/experimental/exoticoptions/writerextensibleoption.hpp
include/ql/experimental/finitedifferences/all.hpp
-include/ql/experimental/finitedifferences/bicgstab.hpp
-include/ql/experimental/finitedifferences/concentrating1dmesher.hpp
-include/ql/experimental/finitedifferences/craigsneydscheme.hpp
-include/ql/experimental/finitedifferences/dividendbarrieroption.hpp
-include/ql/experimental/finitedifferences/douglasscheme.hpp
-include/ql/experimental/finitedifferences/expliciteulerscheme.hpp
-include/ql/experimental/finitedifferences/fd2dblackscholesvanillaengine.hpp
-include/ql/experimental/finitedifferences/fdbatesvanillaengine.hpp
-include/ql/experimental/finitedifferences/fdblackscholesasianengine.hpp
-include/ql/experimental/finitedifferences/fdblackscholesbarrierengine.hpp
-include/ql/experimental/finitedifferences/fdblackscholesrebateengine.hpp
-include/ql/experimental/finitedifferences/fdblackscholesvanillaengine.hpp
-include/ql/experimental/finitedifferences/fdhestonbarrierengine.hpp
-include/ql/experimental/finitedifferences/fdhestonhullwhitevanillaengine.hpp
-include/ql/experimental/finitedifferences/fdhestonrebateengine.hpp
-include/ql/experimental/finitedifferences/fdhestonvanillaengine.hpp
-include/ql/experimental/finitedifferences/fdm1dmesher.hpp
-include/ql/experimental/finitedifferences/fdm2dblackscholesop.hpp
-include/ql/experimental/finitedifferences/fdm2dblackscholessolver.hpp
-include/ql/experimental/finitedifferences/fdmamericanstepcondition.hpp
-include/ql/experimental/finitedifferences/fdmarithmeticaveragecondition.hpp
-include/ql/experimental/finitedifferences/fdmbackwardsolver.hpp
-include/ql/experimental/finitedifferences/fdmbatesop.hpp
-include/ql/experimental/finitedifferences/fdmbatessolver.hpp
-include/ql/experimental/finitedifferences/fdmbermudanstepcondition.hpp
-include/ql/experimental/finitedifferences/fdmblackscholesmesher.hpp
-include/ql/experimental/finitedifferences/fdmblackscholesmultistrikemesher.hpp
-include/ql/experimental/finitedifferences/fdmblackscholesop.hpp
-include/ql/experimental/finitedifferences/fdmblackscholessolver.hpp
-include/ql/experimental/finitedifferences/fdmdirichletboundary.hpp
-include/ql/experimental/finitedifferences/fdmdividendhandler.hpp
-include/ql/experimental/finitedifferences/fdmhestonhullwhiteop.hpp
-include/ql/experimental/finitedifferences/fdmhestonhullwhitesolver.hpp
-include/ql/experimental/finitedifferences/fdmhestonlikesolverfactory.hpp
-include/ql/experimental/finitedifferences/fdmhestonop.hpp
-include/ql/experimental/finitedifferences/fdmhestonsolver.hpp
-include/ql/experimental/finitedifferences/fdmhestonvariancemesher.hpp
-include/ql/experimental/finitedifferences/fdmhullwhitemesher.hpp
-include/ql/experimental/finitedifferences/fdminnervaluecalculator.hpp
-include/ql/experimental/finitedifferences/fdmlinearop.hpp
-include/ql/experimental/finitedifferences/fdmlinearopcomposite.hpp
-include/ql/experimental/finitedifferences/fdmlinearopiterator.hpp
-include/ql/experimental/finitedifferences/fdmlinearoplayout.hpp
-include/ql/experimental/finitedifferences/fdmmesher.hpp
-include/ql/experimental/finitedifferences/fdmmeshercomposite.hpp
-include/ql/experimental/finitedifferences/fdmquantohelper.hpp
-include/ql/experimental/finitedifferences/fdmsimple2dbssolver.hpp
-include/ql/experimental/finitedifferences/fdmsnapshotcondition.hpp
-include/ql/experimental/finitedifferences/fdmstepconditioncomposite.hpp
-include/ql/experimental/finitedifferences/firstderivativeop.hpp
-include/ql/experimental/finitedifferences/hundsdorferscheme.hpp
-include/ql/experimental/finitedifferences/impliciteulerscheme.hpp
-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
+include/ql/experimental/finitedifferences/bsmrndcalculator.hpp
+include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp
+include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.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/fdhestondoublebarrierengine.hpp
+include/ql/experimental/finitedifferences/fdmzabrop.hpp
+include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp
+include/ql/experimental/finitedifferences/fdmhestonfwdop.hpp
+include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
+include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
+include/ql/experimental/finitedifferences/fdmlocalvolfwdop.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
+include/ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp
+include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp
+include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
+include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp
+include/ql/experimental/finitedifferences/gbsmrndcalculator.hpp
+include/ql/experimental/finitedifferences/glued1dmesher.hpp
+include/ql/experimental/finitedifferences/hestonrndcalculator.hpp
+include/ql/experimental/finitedifferences/localvolrndcalculator.hpp
+include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp
+include/ql/experimental/finitedifferences/riskneutraldensitycalculator.hpp
+include/ql/experimental/finitedifferences/squarerootprocessrndcalculator.hpp
+include/ql/experimental/finitedifferences/vanillavppoption.hpp
include/ql/experimental/fx/all.hpp
include/ql/experimental/fx/blackdeltacalculator.hpp
include/ql/experimental/fx/deltavolquote.hpp
include/ql/experimental/inflation/all.hpp
+include/ql/experimental/inflation/cpicapfloorengines.hpp
+include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp
include/ql/experimental/inflation/genericindexes.hpp
include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
include/ql/experimental/inflation/polynomial2Dspline.hpp
include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
-include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
include/ql/experimental/inflation/yoyoptionlethelpers.hpp
include/ql/experimental/inflation/yoyoptionletstripper.hpp
+include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
include/ql/experimental/lattices/all.hpp
include/ql/experimental/lattices/extendedbinomialtree.hpp
include/ql/experimental/math/all.hpp
-include/ql/experimental/math/autocovariance.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/fastfouriertransform.hpp
+include/ql/experimental/math/fireflyalgorithm.hpp
include/ql/experimental/math/frankcopularng.hpp
+include/ql/experimental/math/gaussiancopulapolicy.hpp
+include/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp
+include/ql/experimental/math/hybridsimulatedannealing.hpp
+include/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
+include/ql/experimental/math/isotropicrandomwalk.hpp
+include/ql/experimental/math/laplaceinterpolation.hpp
+include/ql/experimental/math/latentmodel.hpp
+include/ql/experimental/math/levyflightdistribution.hpp
+include/ql/experimental/math/moorepenroseinverse.hpp
+include/ql/experimental/math/multidimintegrator.hpp
+include/ql/experimental/math/multidimquadrature.hpp
+include/ql/experimental/math/numericaldifferentiation.hpp
+include/ql/experimental/math/particleswarmoptimization.hpp
+include/ql/experimental/math/piecewisefunction.hpp
+include/ql/experimental/math/piecewiseintegral.hpp
+include/ql/experimental/math/polarstudenttrng.hpp
+include/ql/experimental/math/tcopulapolicy.hpp
include/ql/experimental/math/zigguratrng.hpp
-include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
include/ql/experimental/mcbasket/all.hpp
+include/ql/experimental/mcbasket/adaptedpathpayoff.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
+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
+include/ql/experimental/processes/extouwithjumpsprocess.hpp
include/ql/experimental/processes/extendedblackscholesprocess.hpp
include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.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
+include/ql/experimental/risk/creditriskplus.hpp
include/ql/experimental/risk/sensitivityanalysis.hpp
include/ql/experimental/shortrate/all.hpp
include/ql/experimental/shortrate/generalizedhullwhite.hpp
include/ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp
+include/ql/experimental/swaptions/all.hpp
+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/multicurvesensitivities.hpp
include/ql/experimental/variancegamma/all.hpp
include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
include/ql/experimental/variancegamma/fftengine.hpp
@@ -241,26 +346,38 @@ include/ql/experimental/variancegamma/fftvanillaengine
include/ql/experimental/variancegamma/fftvariancegammaengine.hpp
include/ql/experimental/variancegamma/variancegammamodel.hpp
include/ql/experimental/variancegamma/variancegammaprocess.hpp
+include/ql/experimental/all.hpp
include/ql/experimental/varianceoption/all.hpp
include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
include/ql/experimental/varianceoption/varianceoption.hpp
-include/ql/experimental/volatility/abcdatmvolcurve.hpp
include/ql/experimental/volatility/all.hpp
+include/ql/experimental/volatility/abcdatmvolcurve.hpp
include/ql/experimental/volatility/blackatmvolcurve.hpp
include/ql/experimental/volatility/blackvolsurface.hpp
include/ql/experimental/volatility/equityfxvolsurface.hpp
include/ql/experimental/volatility/extendedblackvariancecurve.hpp
include/ql/experimental/volatility/extendedblackvariancesurface.hpp
include/ql/experimental/volatility/interestratevolsurface.hpp
+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/sabrvolsurface.hpp
+include/ql/experimental/volatility/sabrvoltermstructure.hpp
include/ql/experimental/volatility/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/experimental/volatility/sviinterpolatedsmilesection.hpp
+include/ql/experimental/volatility/sviinterpolation.hpp
+include/ql/experimental/volatility/svismilesection.hpp
+include/ql/experimental/volatility/swaptionvolcube1a.hpp
+include/ql/experimental/volatility/zabr.hpp
+include/ql/experimental/volatility/zabrinterpolatedsmilesection.hpp
+include/ql/experimental/volatility/zabrinterpolation.hpp
+include/ql/experimental/volatility/zabrsmilesection.hpp
include/ql/indexes/ibor/all.hpp
+include/ql/indexes/ibor/aonia.hpp
include/ql/indexes/ibor/audlibor.hpp
+include/ql/indexes/ibor/bbsw.hpp
+include/ql/indexes/ibor/bkbm.hpp
include/ql/indexes/ibor/cadlibor.hpp
include/ql/indexes/ibor/cdor.hpp
include/ql/indexes/ibor/chflibor.hpp
@@ -268,28 +385,31 @@ include/ql/indexes/ibor/dkklibor.hpp
include/ql/indexes/ibor/eonia.hpp
include/ql/indexes/ibor/euribor.hpp
include/ql/indexes/ibor/eurlibor.hpp
+include/ql/indexes/ibor/fedfunds.hpp
include/ql/indexes/ibor/gbplibor.hpp
include/ql/indexes/ibor/jibar.hpp
include/ql/indexes/ibor/jpylibor.hpp
include/ql/indexes/ibor/libor.hpp
+include/ql/indexes/ibor/mosprime.hpp
include/ql/indexes/ibor/nzdlibor.hpp
+include/ql/indexes/ibor/nzocr.hpp
+include/ql/indexes/ibor/pribor.hpp
+include/ql/indexes/ibor/robor.hpp
include/ql/indexes/ibor/seklibor.hpp
+include/ql/indexes/ibor/shibor.hpp
include/ql/indexes/ibor/sonia.hpp
include/ql/indexes/ibor/tibor.hpp
include/ql/indexes/ibor/trlibor.hpp
include/ql/indexes/ibor/usdlibor.hpp
+include/ql/indexes/ibor/wibor.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/aucpi.hpp
include/ql/indexes/inflation/euhicp.hpp
include/ql/indexes/inflation/frhicp.hpp
include/ql/indexes/inflation/ukrpi.hpp
include/ql/indexes/inflation/uscpi.hpp
-include/ql/indexes/inflationindex.hpp
-include/ql/indexes/interestrateindex.hpp
-include/ql/indexes/region.hpp
+include/ql/indexes/inflation/zacpi.hpp
include/ql/indexes/swap/all.hpp
include/ql/indexes/swap/chfliborswap.hpp
include/ql/indexes/swap/euriborswap.hpp
@@ -297,8 +417,21 @@ include/ql/indexes/swap/eurliborswap.hpp
include/ql/indexes/swap/gbpliborswap.hpp
include/ql/indexes/swap/jpyliborswap.hpp
include/ql/indexes/swap/usdliborswap.hpp
+include/ql/indexes/all.hpp
+include/ql/indexes/bmaindex.hpp
+include/ql/indexes/iborindex.hpp
+include/ql/indexes/indexmanager.hpp
+include/ql/indexes/inflationindex.hpp
+include/ql/indexes/interestrateindex.hpp
+include/ql/indexes/region.hpp
include/ql/indexes/swapindex.hpp
-include/ql/instrument.hpp
+include/ql/instruments/bonds/all.hpp
+include/ql/instruments/bonds/btp.hpp
+include/ql/instruments/bonds/cmsratebond.hpp
+include/ql/instruments/bonds/cpibond.hpp
+include/ql/instruments/bonds/fixedratebond.hpp
+include/ql/instruments/bonds/floatingratebond.hpp
+include/ql/instruments/bonds/zerocouponbond.hpp
include/ql/instruments/all.hpp
include/ql/instruments/asianoption.hpp
include/ql/instruments/assetswap.hpp
@@ -308,35 +441,38 @@ 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/btp.hpp
-include/ql/instruments/bonds/cmsratebond.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/claim.hpp
include/ql/instruments/cliquetoption.hpp
include/ql/instruments/compositeinstrument.hpp
+include/ql/instruments/cpiswap.hpp
+include/ql/instruments/cpicapfloor.hpp
include/ql/instruments/creditdefaultswap.hpp
+include/ql/instruments/dividendbarrieroption.hpp
include/ql/instruments/dividendschedule.hpp
include/ql/instruments/dividendvanillaoption.hpp
include/ql/instruments/europeanoption.hpp
include/ql/instruments/fixedratebondforward.hpp
+include/ql/instruments/floatfloatswap.hpp
+include/ql/instruments/floatfloatswaption.hpp
include/ql/instruments/forward.hpp
include/ql/instruments/forwardrateagreement.hpp
include/ql/instruments/forwardvanillaoption.hpp
+include/ql/instruments/futures.hpp
include/ql/instruments/impliedvolatility.hpp
include/ql/instruments/inflationcapfloor.hpp
include/ql/instruments/lookbackoption.hpp
include/ql/instruments/makecapfloor.hpp
+include/ql/instruments/makecds.hpp
include/ql/instruments/makecms.hpp
include/ql/instruments/makeois.hpp
include/ql/instruments/makeswaption.hpp
include/ql/instruments/makevanillaswap.hpp
include/ql/instruments/makeyoyinflationcapfloor.hpp
include/ql/instruments/multiassetoption.hpp
+include/ql/instruments/nonstandardswap.hpp
+include/ql/instruments/nonstandardswaption.hpp
include/ql/instruments/oneassetoption.hpp
include/ql/instruments/overnightindexedswap.hpp
include/ql/instruments/payoffs.hpp
@@ -348,12 +484,12 @@ include/ql/instruments/stock.hpp
include/ql/instruments/swap.hpp
include/ql/instruments/swaption.hpp
include/ql/instruments/vanillaoption.hpp
+include/ql/instruments/vanillastorageoption.hpp
+include/ql/instruments/vanillaswingoption.hpp
include/ql/instruments/vanillaswap.hpp
include/ql/instruments/varianceswap.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
@@ -370,14 +506,9 @@ include/ql/legacy/libormarketmodels/lmfixedvolmodel.hp
include/ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp
include/ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp
include/ql/legacy/libormarketmodels/lmvolmodel.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/copulas/alimikhailhaqcopula.hpp
+include/ql/legacy/all.hpp
include/ql/math/copulas/all.hpp
+include/ql/math/copulas/alimikhailhaqcopula.hpp
include/ql/math/copulas/claytoncopula.hpp
include/ql/math/copulas/farliegumbelmorgensterncopula.hpp
include/ql/math/copulas/frankcopula.hpp
@@ -390,33 +521,31 @@ include/ql/math/copulas/marshallolkincopula.hpp
include/ql/math/copulas/maxcopula.hpp
include/ql/math/copulas/mincopula.hpp
include/ql/math/copulas/plackettcopula.hpp
-include/ql/math/curve.hpp
include/ql/math/distributions/all.hpp
include/ql/math/distributions/binomialdistribution.hpp
include/ql/math/distributions/bivariatenormaldistribution.hpp
+include/ql/math/distributions/bivariatestudenttdistribution.hpp
include/ql/math/distributions/chisquaredistribution.hpp
include/ql/math/distributions/gammadistribution.hpp
include/ql/math/distributions/normaldistribution.hpp
include/ql/math/distributions/poissondistribution.hpp
include/ql/math/distributions/studenttdistribution.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/discreteintegrals.hpp
+include/ql/math/integrals/filonintegral.hpp
+include/ql/math/integrals/gausslobattointegral.hpp
include/ql/math/integrals/gaussianorthogonalpolynomial.hpp
include/ql/math/integrals/gaussianquadratures.hpp
-include/ql/math/integrals/gausslobattointegral.hpp
include/ql/math/integrals/integral.hpp
include/ql/math/integrals/kronrodintegral.hpp
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/integrals/twodimensionalintegral.hpp
include/ql/math/interpolations/all.hpp
+include/ql/math/interpolations/abcdinterpolation.hpp
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/convexmonotoneinterpolation.hpp
@@ -427,33 +556,39 @@ include/ql/math/interpolations/forwardflatinterpolatio
include/ql/math/interpolations/interpolation2d.hpp
include/ql/math/interpolations/kernelinterpolation.hpp
include/ql/math/interpolations/kernelinterpolation2d.hpp
+include/ql/math/interpolations/lagrangeinterpolation.hpp
include/ql/math/interpolations/linearinterpolation.hpp
include/ql/math/interpolations/loginterpolation.hpp
include/ql/math/interpolations/mixedinterpolation.hpp
include/ql/math/interpolations/multicubicspline.hpp
include/ql/math/interpolations/sabrinterpolation.hpp
-include/ql/math/kernelfunctions.hpp
-include/ql/math/lexicographicalview.hpp
-include/ql/math/linearleastsquaresregression.hpp
-include/ql/math/matrix.hpp
+include/ql/math/interpolations/xabrinterpolation.hpp
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/factorreduction.hpp
include/ql/math/matrixutilities/getcovariance.hpp
+include/ql/math/matrixutilities/gmres.hpp
include/ql/math/matrixutilities/pseudosqrt.hpp
include/ql/math/matrixutilities/qrdecomposition.hpp
+include/ql/math/matrixutilities/sparseilupreconditioner.hpp
+include/ql/math/matrixutilities/sparsematrix.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/ode/all.hpp
+include/ql/math/ode/adaptiverungekutta.hpp
include/ql/math/optimization/all.hpp
include/ql/math/optimization/armijo.hpp
include/ql/math/optimization/bfgs.hpp
include/ql/math/optimization/conjugategradient.hpp
include/ql/math/optimization/constraint.hpp
include/ql/math/optimization/costfunction.hpp
+include/ql/math/optimization/differentialevolution.hpp
include/ql/math/optimization/endcriteria.hpp
+include/ql/math/optimization/goldstein.hpp
include/ql/math/optimization/leastsquare.hpp
include/ql/math/optimization/levenbergmarquardt.hpp
include/ql/math/optimization/linesearch.hpp
@@ -461,12 +596,13 @@ include/ql/math/optimization/linesearchbasedmethod.hpp
include/ql/math/optimization/lmdif.hpp
include/ql/math/optimization/method.hpp
include/ql/math/optimization/problem.hpp
+include/ql/math/optimization/projectedconstraint.hpp
include/ql/math/optimization/projectedcostfunction.hpp
include/ql/math/optimization/simplex.hpp
+include/ql/math/optimization/projection.hpp
+include/ql/math/optimization/simulatedannealing.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
@@ -479,20 +615,20 @@ 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
+include/ql/math/randomnumbers/primitivepolynomials.hpp
include/ql/math/randomnumbers/randomizedlds.hpp
include/ql/math/randomnumbers/randomsequencegenerator.hpp
include/ql/math/randomnumbers/ranluxuniformrng.hpp
include/ql/math/randomnumbers/rngtraits.hpp
include/ql/math/randomnumbers/seedgenerator.hpp
+include/ql/math/randomnumbers/sobolbrownianbridgersg.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/randomnumbers/stochasticcollocationinvcdf.hpp
include/ql/math/solvers1d/all.hpp
include/ql/math/solvers1d/bisection.hpp
include/ql/math/solvers1d/brent.hpp
*** DIFF OUTPUT TRUNCATED AT 1000 LINES ***
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