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CVS commit: pkgsrc/finance/QuantLib
Module Name: pkgsrc
Committed By: wiz
Date: Sat Jan 3 11:57:44 UTC 2026
Modified Files:
pkgsrc/finance/QuantLib: Makefile PLIST buildlink3.mk distinfo
Removed Files:
pkgsrc/finance/QuantLib/patches: patch-CMakeLists.txt
patch-ql_CMakeLists.txt patch-ql_utilities_dataformatters.hpp
Log Message:
QuantLib: update to 1.40.
7 years of changes, fixes build on NetBSD-current.
To generate a diff of this commit:
cvs rdiff -u -r1.20 -r1.21 pkgsrc/finance/QuantLib/Makefile
cvs rdiff -u -r1.1 -r1.2 pkgsrc/finance/QuantLib/PLIST
cvs rdiff -u -r1.2 -r1.3 pkgsrc/finance/QuantLib/buildlink3.mk
cvs rdiff -u -r1.4 -r1.5 pkgsrc/finance/QuantLib/distinfo
cvs rdiff -u -r1.1 -r0 pkgsrc/finance/QuantLib/patches/patch-CMakeLists.txt \
pkgsrc/finance/QuantLib/patches/patch-ql_CMakeLists.txt \
pkgsrc/finance/QuantLib/patches/patch-ql_utilities_dataformatters.hpp
Please note that diffs are not public domain; they are subject to the
copyright notices on the relevant files.
Modified files:
Index: pkgsrc/finance/QuantLib/Makefile
diff -u pkgsrc/finance/QuantLib/Makefile:1.20 pkgsrc/finance/QuantLib/Makefile:1.21
--- pkgsrc/finance/QuantLib/Makefile:1.20 Sat Sep 27 09:57:16 2025
+++ pkgsrc/finance/QuantLib/Makefile Sat Jan 3 11:57:44 2026
@@ -1,33 +1,22 @@
-# $NetBSD: Makefile,v 1.20 2025/09/27 09:57:16 wiz Exp $
+# $NetBSD: Makefile,v 1.21 2026/01/03 11:57:44 wiz Exp $
-DISTNAME= QuantLib-1.12.1
-PKGREVISION= 16
+DISTNAME= QuantLib-1.40
CATEGORIES= finance
MASTER_SITES= ${MASTER_SITE_GITHUB:=lballabio/}
-GITHUB_TAG= ${PKGBASE}-v${PKGVERSION_NOREV}
+GITHUB_TAG= v${PKGVERSION_NOREV}
MAINTAINER= minskim%NetBSD.org@localhost
HOMEPAGE= http://quantlib.org/
COMMENT= C++ library for quantitative finance
LICENSE= modified-bsd
-USE_CMAKE= yes
USE_LANGUAGES= c c++
USE_CXX_FEATURES+= c++11
-CMAKE_CONFIGURE_ARGS+= -DCMAKE_POLICY_VERSION_MINIMUM=3.5
-
CXXFLAGS+= -DBOOST_TIMER_ENABLE_DEPRECATED
-TOOLS_DEPENDS.cmake= cmake>=3.0:../../devel/cmake
-
-SUBST_CLASSES+= sover
-SUBST_STAGE.sover= pre-configure
-SUBST_MESSAGE.sover= Set the shared library version.
-SUBST_FILES.sover= CMakeLists.txt
-SUBST_SED.sover= -e 's,@PKGVERSION@,${PKGVERSION_NOREV},g'
-
+.include "../../devel/cmake/build.mk"
.include "../../devel/boost-headers/buildlink3.mk"
BUILDLINK_DEPMETHOD.boost-libs= build
.include "../../devel/boost-libs/buildlink3.mk"
Index: pkgsrc/finance/QuantLib/PLIST
diff -u pkgsrc/finance/QuantLib/PLIST:1.1 pkgsrc/finance/QuantLib/PLIST:1.2
--- pkgsrc/finance/QuantLib/PLIST:1.1 Mon May 14 00:06:44 2018
+++ pkgsrc/finance/QuantLib/PLIST Sat Jan 3 11:57:44 2026
@@ -1,4 +1,8 @@
-@comment $NetBSD: PLIST,v 1.1 2018/05/14 00:06:44 minskim Exp $
+@comment $NetBSD: PLIST,v 1.2 2026/01/03 11:57:44 wiz Exp $
+bin/quantlib-benchmark
+bin/quantlib-config
+bin/quantlib-test-suite
+include/ql/any.hpp
include/ql/auto_link.hpp
include/ql/cashflow.hpp
include/ql/cashflows/all.hpp
@@ -18,6 +22,7 @@ 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
@@ -25,12 +30,17 @@ include/ql/cashflows/indexedcashflow.hpp
include/ql/cashflows/inflationcoupon.hpp
include/ql/cashflows/inflationcouponpricer.hpp
include/ql/cashflows/lineartsrpricer.hpp
+include/ql/cashflows/multipleresetscoupon.hpp
include/ql/cashflows/overnightindexedcoupon.hpp
+include/ql/cashflows/overnightindexedcouponpricer.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.ansi.hpp
include/ql/config.hpp
@@ -53,28 +63,28 @@ 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/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
+include/ql/experimental/basismodels/tenorswaptionvts.hpp
include/ql/experimental/callablebonds/all.hpp
include/ql/experimental/callablebonds/blackcallablebondengine.hpp
include/ql/experimental/callablebonds/callablebond.hpp
@@ -110,11 +120,6 @@ include/ql/experimental/commodities/quan
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
@@ -122,7 +127,6 @@ include/ql/experimental/coupons/lognorma
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
@@ -165,64 +169,47 @@ include/ql/experimental/credit/recoveryr
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/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/bsmrndcalculator.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/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
@@ -231,14 +218,10 @@ include/ql/experimental/finitedifference
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/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
@@ -259,7 +242,6 @@ include/ql/experimental/lattices/extende
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
@@ -274,7 +256,6 @@ include/ql/experimental/math/levyflightd
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
@@ -290,8 +271,6 @@ include/ql/experimental/mcbasket/mcpathb
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
@@ -299,7 +278,6 @@ include/ql/experimental/processes/extend
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
@@ -313,7 +291,8 @@ include/ql/experimental/swaptions/hagani
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/termstructures/basisswapratehelpers.hpp
+include/ql/experimental/termstructures/crosscurrencyratehelpers.hpp
include/ql/experimental/variancegamma/all.hpp
include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
include/ql/experimental/variancegamma/fftengine.hpp
@@ -336,47 +315,66 @@ include/ql/experimental/volatility/noarb
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
include/ql/experimental/volatility/sviinterpolation.hpp
include/ql/experimental/volatility/svismilesection.hpp
-include/ql/experimental/volatility/swaptionvolcube1a.hpp
include/ql/experimental/volatility/volcube.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/functional.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/equityindex.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/bibor.hpp
include/ql/indexes/ibor/bkbm.hpp
include/ql/indexes/ibor/cadlibor.hpp
+include/ql/indexes/ibor/cdi.hpp
include/ql/indexes/ibor/cdor.hpp
include/ql/indexes/ibor/chflibor.hpp
+include/ql/indexes/ibor/corra.hpp
+include/ql/indexes/ibor/custom.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
include/ql/indexes/ibor/gbplibor.hpp
include/ql/indexes/ibor/jibar.hpp
include/ql/indexes/ibor/jpylibor.hpp
+include/ql/indexes/ibor/kofr.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/saron.hpp
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/tonar.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
@@ -384,6 +382,7 @@ 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
@@ -408,9 +407,14 @@ 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
@@ -419,21 +423,26 @@ include/ql/instruments/callabilityschedu
include/ql/instruments/capfloor.hpp
include/ql/instruments/claim.hpp
include/ql/instruments/cliquetoption.hpp
+include/ql/instruments/complexchooseroption.hpp
include/ql/instruments/compositeinstrument.hpp
+include/ql/instruments/compoundoption.hpp
include/ql/instruments/cpicapfloor.hpp
include/ql/instruments/cpiswap.hpp
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/fixedvsfloatingswap.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/holderextensibleoption.hpp
include/ql/instruments/impliedvolatility.hpp
include/ql/instruments/inflationcapfloor.hpp
include/ql/instruments/lookbackoption.hpp
@@ -444,26 +453,37 @@ include/ql/instruments/makeois.hpp
include/ql/instruments/makeswaption.hpp
include/ql/instruments/makevanillaswap.hpp
include/ql/instruments/makeyoyinflationcapfloor.hpp
+include/ql/instruments/margrabeoption.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/overnightindexfuture.hpp
+include/ql/instruments/partialtimebarrieroption.hpp
include/ql/instruments/payoffs.hpp
+include/ql/instruments/perpetualfutures.hpp
include/ql/instruments/quantobarrieroption.hpp
include/ql/instruments/quantoforwardvanillaoption.hpp
include/ql/instruments/quantovanillaoption.hpp
+include/ql/instruments/simplechooseroption.hpp
+include/ql/instruments/simplifynotificationgraph.hpp
+include/ql/instruments/softbarrieroption.hpp
include/ql/instruments/stickyratchet.hpp
include/ql/instruments/stock.hpp
include/ql/instruments/swap.hpp
include/ql/instruments/swaption.hpp
+include/ql/instruments/twoassetbarrieroption.hpp
+include/ql/instruments/twoassetcorrelationoption.hpp
include/ql/instruments/vanillaoption.hpp
include/ql/instruments/vanillastorageoption.hpp
include/ql/instruments/vanillaswap.hpp
include/ql/instruments/vanillaswingoption.hpp
include/ql/instruments/varianceswap.hpp
+include/ql/instruments/writerextensibleoption.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
@@ -504,7 +524,6 @@ include/ql/math/copulas/marshallolkincop
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
@@ -515,6 +534,7 @@ include/ql/math/distributions/normaldist
include/ql/math/distributions/poissondistribution.hpp
include/ql/math/distributions/studenttdistribution.hpp
include/ql/math/errorfunction.hpp
+include/ql/math/expm1.hpp
include/ql/math/factorial.hpp
include/ql/math/fastfouriertransform.hpp
include/ql/math/functional.hpp
@@ -522,14 +542,19 @@ include/ql/math/generallinearleastsquare
include/ql/math/incompletegamma.hpp
include/ql/math/integrals/all.hpp
include/ql/math/integrals/discreteintegrals.hpp
+include/ql/math/integrals/exponentialintegrals.hpp
+include/ql/math/integrals/expsinhintegral.hpp
include/ql/math/integrals/filonintegral.hpp
include/ql/math/integrals/gaussianorthogonalpolynomial.hpp
include/ql/math/integrals/gaussianquadratures.hpp
+include/ql/math/integrals/gausslaguerrecosinepolynomial.hpp
include/ql/math/integrals/gausslobattointegral.hpp
include/ql/math/integrals/integral.hpp
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
@@ -539,6 +564,7 @@ include/ql/math/interpolations/backwardf
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
@@ -555,16 +581,17 @@ include/ql/math/interpolations/multicubi
include/ql/math/interpolations/sabrinterpolation.hpp
include/ql/math/interpolations/xabrinterpolation.hpp
include/ql/math/kernelfunctions.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/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
+include/ql/math/matrixutilities/householder.hpp
include/ql/math/matrixutilities/pseudosqrt.hpp
include/ql/math/matrixutilities/qrdecomposition.hpp
include/ql/math/matrixutilities/sparseilupreconditioner.hpp
@@ -605,6 +632,7 @@ 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/burley2020sobolrsg.hpp
include/ql/math/randomnumbers/centrallimitgaussianrng.hpp
include/ql/math/randomnumbers/faurersg.hpp
include/ql/math/randomnumbers/haltonrsg.hpp
@@ -624,6 +652,8 @@ include/ql/math/randomnumbers/seedgenera
include/ql/math/randomnumbers/sobolbrownianbridgersg.hpp
include/ql/math/randomnumbers/sobolrsg.hpp
include/ql/math/randomnumbers/stochasticcollocationinvcdf.hpp
+include/ql/math/randomnumbers/xoshiro256starstaruniformrng.hpp
+include/ql/math/randomnumbers/zigguratgaussianrng.hpp
include/ql/math/richardsonextrapolation.hpp
include/ql/math/rounding.hpp
include/ql/math/sampledcurve.hpp
@@ -633,6 +663,7 @@ include/ql/math/solvers1d/bisection.hpp
include/ql/math/solvers1d/brent.hpp
include/ql/math/solvers1d/falseposition.hpp
include/ql/math/solvers1d/finitedifferencenewtonsafe.hpp
+include/ql/math/solvers1d/halley.hpp
include/ql/math/solvers1d/newton.hpp
include/ql/math/solvers1d/newtonsafe.hpp
include/ql/math/solvers1d/ridder.hpp
@@ -651,7 +682,6 @@ include/ql/math/transformedgrid.hpp
include/ql/mathconstants.hpp
include/ql/methods/all.hpp
include/ql/methods/finitedifferences/all.hpp
-include/ql/methods/finitedifferences/americancondition.hpp
include/ql/methods/finitedifferences/boundarycondition.hpp
include/ql/methods/finitedifferences/bsmoperator.hpp
include/ql/methods/finitedifferences/bsmtermoperator.hpp
@@ -670,6 +700,7 @@ include/ql/methods/finitedifferences/mes
include/ql/methods/finitedifferences/meshers/fdm1dmesher.hpp
include/ql/methods/finitedifferences/meshers/fdmblackscholesmesher.hpp
include/ql/methods/finitedifferences/meshers/fdmblackscholesmultistrikemesher.hpp
+include/ql/methods/finitedifferences/meshers/fdmcev1dmesher.hpp
include/ql/methods/finitedifferences/meshers/fdmhestonvariancemesher.hpp
include/ql/methods/finitedifferences/meshers/fdmmesher.hpp
include/ql/methods/finitedifferences/meshers/fdmmeshercomposite.hpp
@@ -678,13 +709,15 @@ include/ql/methods/finitedifferences/mes
include/ql/methods/finitedifferences/meshers/uniform1dmesher.hpp
include/ql/methods/finitedifferences/meshers/uniformgridmesher.hpp
include/ql/methods/finitedifferences/mixedscheme.hpp
-include/ql/methods/finitedifferences/onefactoroperator.hpp
-include/ql/methods/finitedifferences/operatorfactory.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
@@ -692,9 +725,16 @@ include/ql/methods/finitedifferences/ope
include/ql/methods/finitedifferences/operators/fdmlinearopcomposite.hpp
include/ql/methods/finitedifferences/operators/fdmlinearopiterator.hpp
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/fdmwienerop.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
include/ql/methods/finitedifferences/operators/secondderivativeop.hpp
include/ql/methods/finitedifferences/operators/secondordermixedderivativeop.hpp
include/ql/methods/finitedifferences/operators/triplebandlinearop.hpp
@@ -702,16 +742,17 @@ include/ql/methods/finitedifferences/ope
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/schemes/all.hpp
include/ql/methods/finitedifferences/schemes/boundaryconditionschemehelper.hpp
include/ql/methods/finitedifferences/schemes/craigsneydscheme.hpp
+include/ql/methods/finitedifferences/schemes/cranknicolsonscheme.hpp
include/ql/methods/finitedifferences/schemes/douglasscheme.hpp
include/ql/methods/finitedifferences/schemes/expliciteulerscheme.hpp
include/ql/methods/finitedifferences/schemes/hundsdorferscheme.hpp
include/ql/methods/finitedifferences/schemes/impliciteulerscheme.hpp
+include/ql/methods/finitedifferences/schemes/methodoflinesscheme.hpp
include/ql/methods/finitedifferences/schemes/modifiedcraigsneydscheme.hpp
-include/ql/methods/finitedifferences/shoutcondition.hpp
+include/ql/methods/finitedifferences/schemes/trbdf2scheme.hpp
include/ql/methods/finitedifferences/solvers/all.hpp
include/ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp
include/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp
@@ -720,6 +761,7 @@ include/ql/methods/finitedifferences/sol
include/ql/methods/finitedifferences/solvers/fdmbackwardsolver.hpp
include/ql/methods/finitedifferences/solvers/fdmbatessolver.hpp
include/ql/methods/finitedifferences/solvers/fdmblackscholessolver.hpp
+include/ql/methods/finitedifferences/solvers/fdmcirsolver.hpp
include/ql/methods/finitedifferences/solvers/fdmg2solver.hpp
include/ql/methods/finitedifferences/solvers/fdmhestonhullwhitesolver.hpp
include/ql/methods/finitedifferences/solvers/fdmhestonsolver.hpp
@@ -739,16 +781,28 @@ include/ql/methods/finitedifferences/ste
include/ql/methods/finitedifferences/trbdf2.hpp
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
+include/ql/methods/finitedifferences/utilities/localvolrndcalculator.hpp
+include/ql/methods/finitedifferences/utilities/riskneutraldensitycalculator.hpp
+include/ql/methods/finitedifferences/utilities/squarerootprocessrndcalculator.hpp
include/ql/methods/finitedifferences/zerocondition.hpp
include/ql/methods/lattices/all.hpp
include/ql/methods/lattices/binomialtree.hpp
@@ -756,6 +810,7 @@ include/ql/methods/lattices/bsmlattice.h
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
@@ -782,6 +837,8 @@ 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
@@ -820,7 +877,6 @@ include/ql/models/marketmodels/driftcomp
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
@@ -936,8 +992,8 @@ include/ql/models/volatility/simplelocal
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
include/ql/patterns/lazyobject.hpp
include/ql/patterns/observable.hpp
@@ -954,33 +1010,57 @@ 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
include/ql/pricingengines/asian/analytic_discr_geom_av_strike.hpp
+include/ql/pricingengines/asian/choiasianengine.hpp
+include/ql/pricingengines/asian/continuousarithmeticasianlevyengine.hpp
include/ql/pricingengines/asian/fdblackscholesasianengine.hpp
include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp
+include/ql/pricingengines/asian/mc_discr_arith_av_price_heston.hpp
include/ql/pricingengines/asian/mc_discr_arith_av_strike.hpp
include/ql/pricingengines/asian/mc_discr_geom_av_price.hpp
-include/ql/pricingengines/asian/mcdiscreteasianengine.hpp
+include/ql/pricingengines/asian/mc_discr_geom_av_price_heston.hpp
+include/ql/pricingengines/asian/mcdiscreteasianenginebase.hpp
+include/ql/pricingengines/asian/turnbullwakemanasianengine.hpp
+include/ql/pricingengines/bacheliercalculator.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/analyticpartialtimebarrieroptionengine.hpp
+include/ql/pricingengines/barrier/analyticsoftbarrierengine.hpp
+include/ql/pricingengines/barrier/analytictwoassetbarrierengine.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
+include/ql/pricingengines/basket/bjerksundstenslandspreadengine.hpp
+include/ql/pricingengines/basket/choibasketengine.hpp
+include/ql/pricingengines/basket/denglizhoubasketengine.hpp
include/ql/pricingengines/basket/fd2dblackscholesvanillaengine.hpp
+include/ql/pricingengines/basket/fdndimblackscholesvanillaengine.hpp
include/ql/pricingengines/basket/kirkengine.hpp
include/ql/pricingengines/basket/mcamericanbasketengine.hpp
include/ql/pricingengines/basket/mceuropeanbasketengine.hpp
+include/ql/pricingengines/basket/operatorsplittingspreadengine.hpp
+include/ql/pricingengines/basket/singlefactorbsmbasketengine.hpp
+include/ql/pricingengines/basket/spreadblackscholesvanillaengine.hpp
include/ql/pricingengines/basket/stulzengine.hpp
+include/ql/pricingengines/basket/vectorbsmprocessextractor.hpp
include/ql/pricingengines/blackcalculator.hpp
+include/ql/pricingengines/blackdeltacalculator.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
@@ -997,11 +1077,25 @@ include/ql/pricingengines/credit/all.hpp
include/ql/pricingengines/credit/integralcdsengine.hpp
include/ql/pricingengines/credit/isdacdsengine.hpp
include/ql/pricingengines/credit/midpointcdsengine.hpp
+include/ql/pricingengines/exotic/all.hpp
+include/ql/pricingengines/exotic/analyticamericanmargrabeengine.hpp
+include/ql/pricingengines/exotic/analyticcomplexchooserengine.hpp
+include/ql/pricingengines/exotic/analyticcompoundoptionengine.hpp
+include/ql/pricingengines/exotic/analyticeuropeanmargrabeengine.hpp
+include/ql/pricingengines/exotic/analyticholderextensibleoptionengine.hpp
+include/ql/pricingengines/exotic/analyticsimplechooserengine.hpp
+include/ql/pricingengines/exotic/analytictwoassetcorrelationengine.hpp
+include/ql/pricingengines/exotic/analyticwriterextensibleoptionengine.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/futures/all.hpp
+include/ql/pricingengines/futures/discountingperpetualfuturesengine.hpp
include/ql/pricingengines/genericmodelengine.hpp
include/ql/pricingengines/greeks.hpp
include/ql/pricingengines/inflation/all.hpp
@@ -1012,6 +1106,7 @@ include/ql/pricingengines/lookback/analy
include/ql/pricingengines/lookback/analyticcontinuousfloatinglookback.hpp
include/ql/pricingengines/lookback/analyticcontinuouspartialfixedlookback.hpp
include/ql/pricingengines/lookback/analyticcontinuouspartialfloatinglookback.hpp
+include/ql/pricingengines/lookback/mclookbackengine.hpp
include/ql/pricingengines/mclongstaffschwartzengine.hpp
include/ql/pricingengines/mcsimulation.hpp
include/ql/pricingengines/quanto/all.hpp
@@ -1036,13 +1131,16 @@ include/ql/pricingengines/swaption/jamsh
include/ql/pricingengines/swaption/treeswaptionengine.hpp
include/ql/pricingengines/vanilla/all.hpp
include/ql/pricingengines/vanilla/analyticbsmhullwhiteengine.hpp
+include/ql/pricingengines/vanilla/analyticcevengine.hpp
include/ql/pricingengines/vanilla/analyticdigitalamericanengine.hpp
include/ql/pricingengines/vanilla/analyticdividendeuropeanengine.hpp
include/ql/pricingengines/vanilla/analyticeuropeanengine.hpp
+include/ql/pricingengines/vanilla/analyticeuropeanvasicekengine.hpp
include/ql/pricingengines/vanilla/analyticgjrgarchengine.hpp
include/ql/pricingengines/vanilla/analytich1hwengine.hpp
include/ql/pricingengines/vanilla/analytichestonengine.hpp
include/ql/pricingengines/vanilla/analytichestonhullwhiteengine.hpp
+include/ql/pricingengines/vanilla/analyticpdfhestonengine.hpp
include/ql/pricingengines/vanilla/analyticptdhestonengine.hpp
include/ql/pricingengines/vanilla/baroneadesiwhaleyengine.hpp
include/ql/pricingengines/vanilla/batesengine.hpp
@@ -1050,22 +1148,17 @@ include/ql/pricingengines/vanilla/binomi
include/ql/pricingengines/vanilla/bjerksundstenslandengine.hpp
include/ql/pricingengines/vanilla/coshestonengine.hpp
include/ql/pricingengines/vanilla/discretizedvanillaoption.hpp
-include/ql/pricingengines/vanilla/fdamericanengine.hpp
+include/ql/pricingengines/vanilla/exponentialfittinghestonengine.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/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/fdcevvanillaengine.hpp
+include/ql/pricingengines/vanilla/fdcirvanillaengine.hpp
include/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp
include/ql/pricingengines/vanilla/fdhestonvanillaengine.hpp
include/ql/pricingengines/vanilla/fdmultiperiodengine.hpp
-include/ql/pricingengines/vanilla/fdshoutengine.hpp
+include/ql/pricingengines/vanilla/fdsabrvanillaengine.hpp
include/ql/pricingengines/vanilla/fdsimplebsswingengine.hpp
-include/ql/pricingengines/vanilla/fdstepconditionengine.hpp
include/ql/pricingengines/vanilla/fdvanillaengine.hpp
include/ql/pricingengines/vanilla/hestonexpansionengine.hpp
include/ql/pricingengines/vanilla/integralengine.hpp
@@ -1078,9 +1171,12 @@ include/ql/pricingengines/vanilla/mceuro
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
+include/ql/processes/coxingersollrossprocess.hpp
include/ql/processes/endeulerdiscretization.hpp
include/ql/processes/eulerdiscretization.hpp
include/ql/processes/forwardmeasureprocess.hpp
@@ -1090,6 +1186,7 @@ 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
@@ -1103,6 +1200,7 @@ include/ql/quantlib.hpp
include/ql/quote.hpp
include/ql/quotes/all.hpp
include/ql/quotes/compositequote.hpp
+include/ql/quotes/deltavolquote.hpp
include/ql/quotes/derivedquote.hpp
include/ql/quotes/eurodollarfuturesquote.hpp
include/ql/quotes/forwardswapquote.hpp
@@ -1113,6 +1211,7 @@ include/ql/quotes/lastfixingquote.hpp
include/ql/quotes/simplequote.hpp
include/ql/rebatedexercise.hpp
include/ql/settings.hpp
+include/ql/shared_ptr.hpp
include/ql/stochasticprocess.hpp
include/ql/termstructure.hpp
include/ql/termstructures/all.hpp
@@ -1130,6 +1229,8 @@ include/ql/termstructures/credit/piecewi
include/ql/termstructures/credit/probabilitytraits.hpp
include/ql/termstructures/credit/survivalprobabilitystructure.hpp
include/ql/termstructures/defaulttermstructure.hpp
+include/ql/termstructures/globalbootstrap.hpp
+include/ql/termstructures/globalbootstrapvars.hpp
include/ql/termstructures/inflation/all.hpp
include/ql/termstructures/inflation/inflationhelpers.hpp
include/ql/termstructures/inflation/inflationtraits.hpp
@@ -1198,11 +1299,11 @@ include/ql/termstructures/volatility/swa
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
-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
@@ -1213,19 +1314,25 @@ include/ql/termstructures/yield/bondhelp
include/ql/termstructures/yield/bootstraptraits.hpp
include/ql/termstructures/yield/compositezeroyieldstructure.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/interpolatedsimplezerocurve.hpp
include/ql/termstructures/yield/nonlinearfittingmethods.hpp
include/ql/termstructures/yield/oisratehelper.hpp
+include/ql/termstructures/yield/overnightindexfutureratehelper.hpp
+include/ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp
+include/ql/termstructures/yield/piecewisespreadyieldcurve.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/spreadbootstraptraits.hpp
+include/ql/termstructures/yield/spreaddiscountcurve.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
@@ -1237,14 +1344,17 @@ include/ql/time/calendar.hpp
include/ql/time/calendars/all.hpp
include/ql/time/calendars/argentina.hpp
include/ql/time/calendars/australia.hpp
+include/ql/time/calendars/austria.hpp
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
include/ql/time/calendars/finland.hpp
+include/ql/time/calendars/france.hpp
include/ql/time/calendars/germany.hpp
include/ql/time/calendars/hongkong.hpp
include/ql/time/calendars/hungary.hpp
@@ -1271,6 +1381,7 @@ include/ql/time/calendars/sweden.hpp
include/ql/time/calendars/switzerland.hpp
include/ql/time/calendars/taiwan.hpp
include/ql/time/calendars/target.hpp
+include/ql/time/calendars/thailand.hpp
include/ql/time/calendars/turkey.hpp
include/ql/time/calendars/ukraine.hpp
include/ql/time/calendars/unitedkingdom.hpp
@@ -1280,14 +1391,18 @@ 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/actual364.hpp
+include/ql/time/daycounters/actual36525.hpp
include/ql/time/daycounters/actual365fixed.hpp
-include/ql/time/daycounters/actual365nl.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
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
@@ -1297,21 +1412,46 @@ include/ql/time/timeunit.hpp
include/ql/time/weekday.hpp
include/ql/timegrid.hpp
include/ql/timeseries.hpp
+include/ql/tuple.hpp
include/ql/types.hpp
include/ql/userconfig.hpp
include/ql/utilities/all.hpp
include/ql/utilities/clone.hpp
include/ql/utilities/dataformatters.hpp
include/ql/utilities/dataparsers.hpp
-include/ql/utilities/disposable.hpp
include/ql/utilities/null.hpp
include/ql/utilities/null_deleter.hpp
include/ql/utilities/observablevalue.hpp
include/ql/utilities/steppingiterator.hpp
include/ql/utilities/tracing.hpp
+include/ql/utilities/variants.hpp
include/ql/utilities/vectors.hpp
include/ql/version.hpp
include/ql/volatilitymodel.hpp
+lib/QuantLib/examples/BasketLosses
+lib/QuantLib/examples/BermudanSwaption
+lib/QuantLib/examples/Bonds
+lib/QuantLib/examples/CDS
+lib/QuantLib/examples/CVAIRS
+lib/QuantLib/examples/CallableBonds
+lib/QuantLib/examples/ConvertibleBonds
+lib/QuantLib/examples/DiscreteHedging
+lib/QuantLib/examples/EquityOption
+lib/QuantLib/examples/FRA
+lib/QuantLib/examples/FittedBondCurve
+lib/QuantLib/examples/Gaussian1dModels
+lib/QuantLib/examples/GlobalOptimizer
+lib/QuantLib/examples/LatentModel
+lib/QuantLib/examples/MarketModels
+lib/QuantLib/examples/MulticurveBootstrapping
+lib/QuantLib/examples/MultidimIntegral
+lib/QuantLib/examples/Replication
+lib/QuantLib/examples/Repo
+lib/cmake/QuantLib/QuantLibConfig.cmake
+lib/cmake/QuantLib/QuantLibConfigVersion.cmake
+lib/cmake/QuantLib/QuantLibTargets-release.cmake
+lib/cmake/QuantLib/QuantLibTargets.cmake
lib/libQuantLib.so
lib/libQuantLib.so.1
-lib/libQuantLib.so.${PKGVERSION}
+lib/libQuantLib.so.${PKGVERSION}.0
+lib/pkgconfig/quantlib.pc
Index: pkgsrc/finance/QuantLib/buildlink3.mk
diff -u pkgsrc/finance/QuantLib/buildlink3.mk:1.2 pkgsrc/finance/QuantLib/buildlink3.mk:1.3
--- pkgsrc/finance/QuantLib/buildlink3.mk:1.2 Sat Sep 27 09:57:16 2025
+++ pkgsrc/finance/QuantLib/buildlink3.mk Sat Jan 3 11:57:44 2026
@@ -1,4 +1,4 @@
-# $NetBSD: buildlink3.mk,v 1.2 2025/09/27 09:57:16 wiz Exp $
+# $NetBSD: buildlink3.mk,v 1.3 2026/01/03 11:57:44 wiz Exp $
BUILDLINK_TREE+= QuantLib
@@ -6,7 +6,7 @@ BUILDLINK_TREE+= QuantLib
QUANTLIB_BUILDLINK3_MK:=
BUILDLINK_API_DEPENDS.QuantLib+= QuantLib>=1.12.1
-BUILDLINK_ABI_DEPENDS.QuantLib?= QuantLib>=1.12.1nb16
+BUILDLINK_ABI_DEPENDS.QuantLib?= QuantLib>=1.12.1nb16
BUILDLINK_PKGSRCDIR.QuantLib?= ../../finance/QuantLib
.include "../../devel/boost-headers/buildlink3.mk"
Index: pkgsrc/finance/QuantLib/distinfo
diff -u pkgsrc/finance/QuantLib/distinfo:1.4 pkgsrc/finance/QuantLib/distinfo:1.5
--- pkgsrc/finance/QuantLib/distinfo:1.4 Tue Oct 26 10:26:00 2021
+++ pkgsrc/finance/QuantLib/distinfo Sat Jan 3 11:57:44 2026
@@ -1,8 +1,5 @@
-$NetBSD: distinfo,v 1.4 2021/10/26 10:26:00 nia Exp $
+$NetBSD: distinfo,v 1.5 2026/01/03 11:57:44 wiz Exp $
-BLAKE2s (QuantLib-1.12.1.tar.gz) = 36ff14e729b5fe23597df31d84e23127bd81ad8b3a05942fa766679afe28b731
-SHA512 (QuantLib-1.12.1.tar.gz) = d30341bd53495ddf1b81a0a191659e48869e1feb4a0fda2205be7fb681eb206ba0aec88e87b31396795956c350589b301848fe0a2408592b90ff06173c20476b
-Size (QuantLib-1.12.1.tar.gz) = 7784161 bytes
-SHA1 (patch-CMakeLists.txt) = 75ba9b70a3c77996363b451554e6c30644710a07
-SHA1 (patch-ql_CMakeLists.txt) = 8c97fc4304ee9fb529b03e8351edca6d8eb2e405
-SHA1 (patch-ql_utilities_dataformatters.hpp) = e34c73dfbc23a1a4a045e570960200d940070242
+BLAKE2s (QuantLib-1.40.tar.gz) = cf6869aa549015ed379f3bb8e2c0f09183b40543ed8788e32a7e65c24ac4c7b0
+SHA512 (QuantLib-1.40.tar.gz) = 6cc9102069644a8d333fed962a02e4fed1771a0b5c110fa7fcf538ce51a109b3ed2c2ace24fb20b67d13aa1feb2e9290a3e0549e8c67e7806a9fbd886c85f357
+Size (QuantLib-1.40.tar.gz) = 8273290 bytes
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