diff -urN /usr/ports/finance/quantlib.orig/Makefile /usr/ports/finance/quantlib/Makefile
--- /usr/ports/finance/quantlib.orig/Makefile Fri Aug 31 17:53:09 2007
+++ /usr/ports/finance/quantlib/Makefile Fri Aug 31 17:53:43 2007
@@ -7,8 +7,8 @@
#
PORTNAME= quantlib
-PORTVERSION= 0.4.0
-PORTREVISION= 1
+PORTVERSION= 0.8.1
+PORTREVISION= 0
CATEGORIES= finance
MASTER_SITES= ${MASTER_SITE_SOURCEFORGE}
MASTER_SITE_SUBDIR= ${PORTNAME}
diff -urN /usr/ports/finance/quantlib.orig/distinfo /usr/ports/finance/quantlib/distinfo
--- /usr/ports/finance/quantlib.orig/distinfo Fri Aug 31 17:53:09 2007
+++ /usr/ports/finance/quantlib/distinfo Fri Aug 31 17:54:34 2007
@@ -1,3 +1,3 @@
-MD5 (QuantLib-0.4.0.tar.gz) = 4af8ddbd79d82eb931159157335406e4
-SHA256 (QuantLib-0.4.0.tar.gz) = f8d67eaa2378d94d19683ff3b4e0067ea6caf47cbf5f399b0ae71f6a69526daf
-SIZE (QuantLib-0.4.0.tar.gz) = 1905318
+MD5 (QuantLib-0.8.1.tar.gz) = 276e67eca30022ebdb66ccd6c5fbd7f7
+SHA256 (QuantLib-0.8.1.tar.gz) = 276d0443f7bc47e95c0d28042c7ef49eb34da50ecd1b9dcfdabffbae56e20b2e
+SIZE (QuantLib-0.8.1.tar.gz) = 2135207
diff -urN /usr/ports/finance/quantlib.orig/pkg-plist /usr/ports/finance/quantlib/pkg-plist
--- /usr/ports/finance/quantlib.orig/pkg-plist Fri Aug 31 17:53:09 2007
+++ /usr/ports/finance/quantlib/pkg-plist Fri Aug 31 18:57:07 2007
@@ -1,620 +1,643 @@
bin/quantlib-config
bin/quantlib-test-suite
-include/ql/argsandresults.hpp
+include/ql/cashflows/all.hpp
+include/ql/cashflows/analysis.hpp
+include/ql/cashflows/capflooredcoupon.hpp
+include/ql/cashflows/cashflowvectors.hpp
+include/ql/cashflows/cmscoupon.hpp
+include/ql/cashflows/conundrumpricer.hpp
+include/ql/cashflows/coupon.hpp
+include/ql/cashflows/couponpricer.hpp
+include/ql/cashflows/dividend.hpp
+include/ql/cashflows/fixedratecoupon.hpp
+include/ql/cashflows/floatingratecoupon.hpp
+include/ql/cashflows/iborcoupon.hpp
+include/ql/cashflows/rangeaccrual.hpp
+include/ql/cashflows/simplecashflow.hpp
+include/ql/cashflows/timebasket.hpp
+include/ql/currencies/all.hpp
+include/ql/currencies/africa.hpp
+include/ql/currencies/america.hpp
+include/ql/currencies/asia.hpp
+include/ql/currencies/europe.hpp
+include/ql/currencies/exchangeratemanager.hpp
+include/ql/currencies/oceania.hpp
+include/ql/indexes/ibor/all.hpp
+include/ql/indexes/ibor/audlibor.hpp
+include/ql/indexes/ibor/cadlibor.hpp
+include/ql/indexes/ibor/cdor.hpp
+include/ql/indexes/ibor/chflibor.hpp
+include/ql/indexes/ibor/dkklibor.hpp
+include/ql/indexes/ibor/euribor.hpp
+include/ql/indexes/ibor/eurlibor.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/nzdlibor.hpp
+include/ql/indexes/ibor/tibor.hpp
+include/ql/indexes/ibor/trlibor.hpp
+include/ql/indexes/ibor/usdlibor.hpp
+include/ql/indexes/ibor/zibor.hpp
+include/ql/indexes/swap/all.hpp
+include/ql/indexes/swap/euriborswapfixa.hpp
+include/ql/indexes/swap/euriborswapfixb.hpp
+include/ql/indexes/swap/euriborswapfixifr.hpp
+include/ql/indexes/swap/eurliborswapfixa.hpp
+include/ql/indexes/swap/eurliborswapfixb.hpp
+include/ql/indexes/swap/eurliborswapfixifr.hpp
+include/ql/indexes/all.hpp
+include/ql/indexes/iborindex.hpp
+include/ql/indexes/indexmanager.hpp
+include/ql/indexes/interestrateindex.hpp
+include/ql/indexes/swapindex.hpp
+include/ql/instruments/all.hpp
+include/ql/instruments/asianoption.hpp
+include/ql/instruments/assetswap.hpp
+include/ql/instruments/barrieroption.hpp
+include/ql/instruments/basketoption.hpp
+include/ql/instruments/bond.hpp
+include/ql/instruments/callabilityschedule.hpp
+include/ql/instruments/capfloor.hpp
+include/ql/instruments/cliquetoption.hpp
+include/ql/instruments/cmsratebond.hpp
+include/ql/instruments/compositeinstrument.hpp
+include/ql/instruments/convertiblebond.hpp
+include/ql/instruments/dividendschedule.hpp
+include/ql/instruments/dividendvanillaoption.hpp
+include/ql/instruments/europeanoption.hpp
+include/ql/instruments/fixedratebond.hpp
+include/ql/instruments/fixedratebondforward.hpp
+include/ql/instruments/forward.hpp
+include/ql/instruments/floatingratebond.hpp
+include/ql/instruments/forwardrateagreement.hpp
+include/ql/instruments/forwardvanillaoption.hpp
+include/ql/instruments/lookbackoption.hpp
+include/ql/instruments/makecapfloor.hpp
+include/ql/instruments/makecms.hpp
+include/ql/instruments/makevanillaswap.hpp
+include/ql/instruments/multiassetoption.hpp
+include/ql/instruments/oneassetoption.hpp
+include/ql/instruments/oneassetstrikedoption.hpp
+include/ql/instruments/payoffs.hpp
+include/ql/instruments/quantoforwardvanillaoption.hpp
+include/ql/instruments/quantovanillaoption.hpp
+include/ql/instruments/stickyratchet.hpp
+include/ql/instruments/stock.hpp
+include/ql/instruments/swap.hpp
+include/ql/instruments/swaption.hpp
+include/ql/instruments/vanillaswap.hpp
+include/ql/instruments/vanillaoption.hpp
+include/ql/instruments/varianceswap.hpp
+include/ql/instruments/zerocouponbond.hpp
+include/ql/legacy/libormarketmodels/all.hpp
+include/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
+include/ql/legacy/libormarketmodels/liborforwardmodel.hpp
+include/ql/legacy/libormarketmodels/lmconstwrappercorrmodel.hpp
+include/ql/legacy/libormarketmodels/lmconstwrappervolmodel.hpp
+include/ql/legacy/libormarketmodels/lmcorrmodel.hpp
+include/ql/legacy/libormarketmodels/lmexpcorrmodel.hpp
+include/ql/legacy/libormarketmodels/lmextlinexpvolmodel.hpp
+include/ql/legacy/libormarketmodels/lmfixedvolmodel.hpp
+include/ql/legacy/libormarketmodels/lmlinexpcorrmodel.hpp
+include/ql/legacy/libormarketmodels/lmlinexpvolmodel.hpp
+include/ql/legacy/libormarketmodels/lmvolmodel.hpp
+include/ql/legacy/pricers/all.hpp
+include/ql/legacy/pricers/discretegeometricaso.hpp
+include/ql/legacy/pricers/mccliquetoption.hpp
+include/ql/legacy/pricers/mcdiscretearithmeticaso.hpp
+include/ql/legacy/pricers/mceverest.hpp
+include/ql/legacy/pricers/mchimalaya.hpp
+include/ql/legacy/pricers/mcmaxbasket.hpp
+include/ql/legacy/pricers/mcpagoda.hpp
+include/ql/legacy/pricers/mcperformanceoption.hpp
+include/ql/legacy/pricers/mcpricer.hpp
+include/ql/legacy/pricers/singleassetoption.hpp
+include/ql/legacy/all.hpp
+include/ql/math/distributions/all.hpp
+include/ql/math/distributions/binomialdistribution.hpp
+include/ql/math/distributions/bivariatenormaldistribution.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/integrals/all.hpp
+include/ql/math/integrals/gaussianorthogonalpolynomial.hpp
+include/ql/math/integrals/gaussianquadratures.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/interpolations/all.hpp
+include/ql/math/interpolations/backwardflatinterpolation.hpp
+include/ql/math/interpolations/bicubicsplineinterpolation.hpp
+include/ql/math/interpolations/bilinearinterpolation.hpp
+include/ql/math/interpolations/cubicspline.hpp
+include/ql/math/interpolations/extrapolation.hpp
+include/ql/math/interpolations/flatextrapolation2d.hpp
+include/ql/math/interpolations/forwardflatinterpolation.hpp
+include/ql/math/interpolations/interpolation2d.hpp
+include/ql/math/interpolations/linearinterpolation.hpp
+include/ql/math/interpolations/loglinearinterpolation.hpp
+include/ql/math/interpolations/multicubicspline.hpp
+include/ql/math/interpolations/sabrinterpolation.hpp
+include/ql/math/matrixutilities/all.hpp
+include/ql/math/matrixutilities/choleskydecomposition.hpp
+include/ql/math/matrixutilities/getcovariance.hpp
+include/ql/math/matrixutilities/pseudosqrt.hpp
+include/ql/math/matrixutilities/svd.hpp
+include/ql/math/matrixutilities/symmetricschurdecomposition.hpp
+include/ql/math/matrixutilities/tqreigendecomposition.hpp
+include/ql/math/optimization/all.hpp
+include/ql/math/optimization/armijo.hpp
+include/ql/math/optimization/conjugategradient.hpp
+include/ql/math/optimization/constraint.hpp
+include/ql/math/optimization/costfunction.hpp
+include/ql/math/optimization/endcriteria.hpp
+include/ql/math/optimization/leastsquare.hpp
+include/ql/math/optimization/levenbergmarquardt.hpp
+include/ql/math/optimization/linesearch.hpp
+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/projectedcostfunction.hpp
+include/ql/math/optimization/simplex.hpp
+include/ql/math/optimization/steepestdescent.hpp
+include/ql/math/randomnumbers/all.hpp
+include/ql/math/randomnumbers/boxmullergaussianrng.hpp
+include/ql/math/randomnumbers/centrallimitgaussianrng.hpp
+include/ql/math/randomnumbers/faurersg.hpp
+include/ql/math/randomnumbers/haltonrsg.hpp
+include/ql/math/randomnumbers/inversecumulativerng.hpp
+include/ql/math/randomnumbers/inversecumulativersg.hpp
+include/ql/math/randomnumbers/knuthuniformrng.hpp
+include/ql/math/randomnumbers/lecuyeruniformrng.hpp
+include/ql/math/randomnumbers/mt19937uniformrng.hpp
+include/ql/math/randomnumbers/primitivepolynomials.h
+include/ql/math/randomnumbers/randomizedlds.hpp
+include/ql/math/randomnumbers/randomsequencegenerator.hpp
+include/ql/math/randomnumbers/rngtraits.hpp
+include/ql/math/randomnumbers/seedgenerator.hpp
+include/ql/math/randomnumbers/sobolrsg.hpp
+include/ql/math/solvers1d/all.hpp
+include/ql/math/solvers1d/bisection.hpp
+include/ql/math/solvers1d/brent.hpp
+include/ql/math/solvers1d/falseposition.hpp
+include/ql/math/solvers1d/newton.hpp
+include/ql/math/solvers1d/newtonsafe.hpp
+include/ql/math/solvers1d/ridder.hpp
+include/ql/math/solvers1d/secant.hpp
+include/ql/math/statistics/all.hpp
+include/ql/math/statistics/convergencestatistics.hpp
+include/ql/math/statistics/discrepancystatistics.hpp
+include/ql/math/statistics/gaussianstatistics.hpp
+include/ql/math/statistics/generalstatistics.hpp
+include/ql/math/statistics/incrementalstatistics.hpp
+include/ql/math/statistics/riskstatistics.hpp
+include/ql/math/statistics/sequencestatistics.hpp
+include/ql/math/statistics/statistics.hpp
+include/ql/math/all.hpp
+include/ql/math/array.hpp
+include/ql/math/beta.hpp
+include/ql/math/comparison.hpp
+include/ql/math/curve.hpp
+include/ql/math/domain.hpp
+include/ql/math/errorfunction.hpp
+include/ql/math/factorial.hpp
+include/ql/math/functional.hpp
+include/ql/math/incompletegamma.hpp
+include/ql/math/interpolation.hpp
+include/ql/math/lexicographicalview.hpp
+include/ql/math/matrix.hpp
+include/ql/math/linearleastsquaresregression.hpp
+include/ql/math/primenumbers.hpp
+include/ql/math/rounding.hpp
+include/ql/math/sampledcurve.hpp
+include/ql/math/solver1d.hpp
+include/ql/math/surface.hpp
+include/ql/math/transformedgrid.hpp
+include/ql/methods/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
+include/ql/methods/finitedifferences/cranknicolson.hpp
+include/ql/methods/finitedifferences/dminus.hpp
+include/ql/methods/finitedifferences/dplus.hpp
+include/ql/methods/finitedifferences/dplusdminus.hpp
+include/ql/methods/finitedifferences/dzero.hpp
+include/ql/methods/finitedifferences/expliciteuler.hpp
+include/ql/methods/finitedifferences/fdtypedefs.hpp
+include/ql/methods/finitedifferences/finitedifferencemodel.hpp
+include/ql/methods/finitedifferences/impliciteuler.hpp
+include/ql/methods/finitedifferences/mixedscheme.hpp
+include/ql/methods/finitedifferences/onefactoroperator.hpp
+include/ql/methods/finitedifferences/operatorfactory.hpp
+include/ql/methods/finitedifferences/operatortraits.hpp
+include/ql/methods/finitedifferences/pde.hpp
+include/ql/methods/finitedifferences/parallelevolver.hpp
+include/ql/methods/finitedifferences/pdebsm.hpp
+include/ql/methods/finitedifferences/pdeshortrate.hpp
+include/ql/methods/finitedifferences/shoutcondition.hpp
+include/ql/methods/finitedifferences/stepcondition.hpp
+include/ql/methods/finitedifferences/tridiagonaloperator.hpp
+include/ql/methods/finitedifferences/zerocondition.hpp
+include/ql/methods/lattices/all.hpp
+include/ql/methods/lattices/binomialtree.hpp
+include/ql/methods/lattices/bsmlattice.hpp
+include/ql/methods/lattices/lattice.hpp
+include/ql/methods/lattices/lattice1d.hpp
+include/ql/methods/lattices/lattice2d.hpp
+include/ql/methods/lattices/tree.hpp
+include/ql/methods/lattices/tflattice.hpp
+include/ql/methods/lattices/trinomialtree.hpp
+include/ql/methods/montecarlo/all.hpp
+include/ql/methods/montecarlo/brownianbridge.hpp
+include/ql/methods/montecarlo/earlyexercisepathpricer.hpp
+include/ql/methods/montecarlo/exercisestrategy.hpp
+include/ql/methods/montecarlo/genericlsregression.hpp
+include/ql/methods/montecarlo/longstaffschwartzpathpricer.hpp
+include/ql/methods/montecarlo/lsmbasissystem.hpp
+include/ql/methods/montecarlo/mctraits.hpp
+include/ql/methods/montecarlo/montecarlomodel.hpp
+include/ql/methods/montecarlo/multipath.hpp
+include/ql/methods/montecarlo/multipathgenerator.hpp
+include/ql/methods/montecarlo/nodedata.hpp
+include/ql/methods/montecarlo/parametricexercise.hpp
+include/ql/methods/montecarlo/path.hpp
+include/ql/methods/montecarlo/pathgenerator.hpp
+include/ql/methods/montecarlo/pathpricer.hpp
+include/ql/methods/montecarlo/sample.hpp
+include/ql/methods/all.hpp
+include/ql/models/equity/all.hpp
+include/ql/models/equity/batesmodel.hpp
+include/ql/models/equity/hestonmodel.hpp
+include/ql/models/equity/hestonmodelhelper.hpp
+include/ql/models/marketmodels/browniangenerators/all.hpp
+include/ql/models/marketmodels/browniangenerators/mtbrowniangenerator.hpp
+include/ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp
+include/ql/models/marketmodels/callability/all.hpp
+include/ql/models/marketmodels/callability/bermudanswaptionexercisevalue.hpp
+include/ql/models/marketmodels/callability/collectnodedata.hpp
+include/ql/models/marketmodels/callability/exercisevalue.hpp
+include/ql/models/marketmodels/callability/lsstrategy.hpp
+include/ql/models/marketmodels/callability/marketmodelbasissystem.hpp
+include/ql/models/marketmodels/callability/marketmodelparametricexercise.hpp
+include/ql/models/marketmodels/callability/nodedataprovider.hpp
+include/ql/models/marketmodels/callability/nothingexercisevalue.hpp
+include/ql/models/marketmodels/callability/parametricexerciseadapter.hpp
+include/ql/models/marketmodels/callability/swapbasissystem.hpp
+include/ql/models/marketmodels/callability/swapratetrigger.hpp
+include/ql/models/marketmodels/callability/triggeredswapexercise.hpp
+include/ql/models/marketmodels/callability/upperboundengine.hpp
+include/ql/models/marketmodels/correlations/all.hpp
+include/ql/models/marketmodels/correlations/correlations.hpp
+include/ql/models/marketmodels/correlations/cotswapfromfwdcorrelation.hpp
+include/ql/models/marketmodels/correlations/timehomogeneousforwardcorrelation.hpp
+include/ql/models/marketmodels/curvestates/all.hpp
+include/ql/models/marketmodels/curvestates/cmswapcurvestate.hpp
+include/ql/models/marketmodels/curvestates/coterminalswapcurvestate.hpp
+include/ql/models/marketmodels/curvestates/lmmcurvestate.hpp
+include/ql/models/marketmodels/driftcomputation/all.hpp
+include/ql/models/marketmodels/driftcomputation/cmsmmdriftcalculator.hpp
+include/ql/models/marketmodels/driftcomputation/lmmdriftcalculator.hpp
+include/ql/models/marketmodels/driftcomputation/lmmnormaldriftcalculator.hpp
+include/ql/models/marketmodels/driftcomputation/smmdriftcalculator.hpp
+include/ql/models/marketmodels/evolvers/all.hpp
+include/ql/models/marketmodels/evolvers/lognormalcmswapratepc.hpp
+include/ql/models/marketmodels/evolvers/lognormalcotswapratepc.hpp
+include/ql/models/marketmodels/evolvers/lognormalfwdrateeuler.hpp
+include/ql/models/marketmodels/evolvers/lognormalfwdrateeulerconstrained.hpp
+include/ql/models/marketmodels/evolvers/lognormalfwdrateipc.hpp
+include/ql/models/marketmodels/evolvers/lognormalfwdratepc.hpp
+include/ql/models/marketmodels/evolvers/normalfwdratepc.hpp
+include/ql/models/marketmodels/models/all.hpp
+include/ql/models/marketmodels/models/abcdvol.hpp
+include/ql/models/marketmodels/models/capletcoterminalswaptioncalibration.hpp
+include/ql/models/marketmodels/models/cotswaptofwdadapter.hpp
+include/ql/models/marketmodels/models/flatvol.hpp
+include/ql/models/marketmodels/models/fwdtocotswapadapter.hpp
+include/ql/models/marketmodels/models/piecewiseconstantabcdvariance.hpp
+include/ql/models/marketmodels/models/piecewiseconstantvariance.hpp
+include/ql/models/marketmodels/models/pseudorootfacade.hpp
+include/ql/models/marketmodels/products/onestep/all.hpp
+include/ql/models/marketmodels/products/onestep/onestepcoinitialswaps.hpp
+include/ql/models/marketmodels/products/onestep/onestepcoterminalswaps.hpp
+include/ql/models/marketmodels/products/onestep/onestepforwards.hpp
+include/ql/models/marketmodels/products/onestep/onestepoptionlets.hpp
+include/ql/models/marketmodels/products/multistep/all.hpp
+include/ql/models/marketmodels/products/multistep/callspecifiedmultiproduct.hpp
+include/ql/models/marketmodels/products/multistep/cashrebate.hpp
+include/ql/models/marketmodels/products/multistep/exerciseadapter.hpp
+include/ql/models/marketmodels/products/multistep/multistepcoinitialswaps.hpp
+include/ql/models/marketmodels/products/multistep/multistepcoterminalswaps.hpp
+include/ql/models/marketmodels/products/multistep/multistepcoterminalswaptions.hpp
+include/ql/models/marketmodels/products/multistep/multistepforwards.hpp
+include/ql/models/marketmodels/products/multistep/multistepnothing.hpp
+include/ql/models/marketmodels/products/multistep/multistepoptionlets.hpp
+include/ql/models/marketmodels/products/multistep/multistepratchet.hpp
+include/ql/models/marketmodels/products/multistep/multistepswap.hpp
+include/ql/models/marketmodels/products/all.hpp
+include/ql/models/marketmodels/products/compositeproduct.hpp
+include/ql/models/marketmodels/products/multiproductcomposite.hpp
+include/ql/models/marketmodels/products/multiproductmultistep.hpp
+include/ql/models/marketmodels/products/multiproductonestep.hpp
+include/ql/models/marketmodels/products/singleproductcomposite.hpp
+include/ql/models/marketmodels/all.hpp
+include/ql/models/marketmodels/accountingengine.hpp
+include/ql/models/marketmodels/browniangenerator.hpp
+include/ql/models/marketmodels/constrainedevolver.hpp
+include/ql/models/marketmodels/curvestate.hpp
+include/ql/models/marketmodels/discounter.hpp
+include/ql/models/marketmodels/duffsdeviceinnerproduct.hpp
+include/ql/models/marketmodels/evolutiondescription.hpp
+include/ql/models/marketmodels/evolver.hpp
+include/ql/models/marketmodels/marketmodel.hpp
+include/ql/models/marketmodels/multiproduct.hpp
+include/ql/models/marketmodels/piecewiseconstantcorrelation.hpp
+include/ql/models/marketmodels/proxygreekengine.hpp
+include/ql/models/marketmodels/swapforwardmappings.hpp
+include/ql/models/marketmodels/utilities.hpp
+include/ql/models/shortrate/calibrationhelpers/all.hpp
+include/ql/models/shortrate/calibrationhelpers/caphelper.hpp
+include/ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp
+include/ql/models/shortrate/onefactormodels/all.hpp
+include/ql/models/shortrate/onefactormodels/blackkarasinski.hpp
+include/ql/models/shortrate/onefactormodels/coxingersollross.hpp
+include/ql/models/shortrate/onefactormodels/extendedcoxingersollross.hpp
+include/ql/models/shortrate/onefactormodels/hullwhite.hpp
+include/ql/models/shortrate/onefactormodels/vasicek.hpp
+include/ql/models/shortrate/twofactormodels/all.hpp
+include/ql/models/shortrate/twofactormodels/g2.hpp
+include/ql/models/shortrate/all.hpp
+include/ql/models/shortrate/onefactormodel.hpp
+include/ql/models/shortrate/twofactormodel.hpp
+include/ql/models/volatility/all.hpp
+include/ql/models/volatility/constantestimator.hpp
+include/ql/models/volatility/simplelocalestimator.hpp
+include/ql/models/volatility/garmanklass.hpp
+include/ql/models/volatility/garch.hpp
+include/ql/models/all.hpp
+include/ql/models/calibrationhelper.hpp
+include/ql/models/model.hpp
+include/ql/models/parameter.hpp
+include/ql/patterns/all.hpp
+include/ql/patterns/composite.hpp
+include/ql/patterns/curiouslyrecurring.hpp
+include/ql/patterns/lazyobject.hpp
+include/ql/patterns/observable.hpp
+include/ql/patterns/singleton.hpp
+include/ql/patterns/visitor.hpp
+include/ql/pricingengines/asian/all.hpp
+include/ql/pricingengines/asian/analytic_cont_geom_av_price.hpp
+include/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp
+include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp
+include/ql/pricingengines/asian/mc_discr_geom_av_price.hpp
+include/ql/pricingengines/asian/mcdiscreteasianengine.hpp
+include/ql/pricingengines/barrier/all.hpp
+include/ql/pricingengines/barrier/analyticbarrierengine.hpp
+include/ql/pricingengines/barrier/mcbarrierengine.hpp
+include/ql/pricingengines/basket/all.hpp
+include/ql/pricingengines/basket/mcamericanbasketengine.hpp
+include/ql/pricingengines/basket/mcbasketengine.hpp
+include/ql/pricingengines/basket/stulzengine.hpp
+include/ql/pricingengines/capfloor/all.hpp
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+include/ql/pricingengines/vanilla/fddividendengine.hpp
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+include/ql/pricingengines/vanilla/fddividendshoutengine.hpp
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+include/ql/pricingengines/vanilla/mceuropeanhestonengine.hpp
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-include/ql/Calendars/canada.hpp
-include/ql/Calendars/czechrepublic.hpp
-include/ql/Calendars/denmark.hpp
-include/ql/Calendars/finland.hpp
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-include/ql/Calendars/hongkong.hpp
-include/ql/Calendars/hungary.hpp
-include/ql/Calendars/china.hpp
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-include/ql/Calendars/india.hpp
-include/ql/Calendars/indonesia.hpp
-include/ql/Calendars/italy.hpp
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-include/ql/Calendars/mexico.hpp
-include/ql/Calendars/newzealand.hpp
-include/ql/Calendars/norway.hpp
-include/ql/Calendars/nullcalendar.hpp
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-include/ql/Calendars/singapore.hpp
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-include/ql/Calendars/southafrica.hpp
-include/ql/Calendars/southkorea.hpp
-include/ql/Calendars/sweden.hpp
-include/ql/Calendars/switzerland.hpp
-include/ql/Calendars/taiwan.hpp
-include/ql/Calendars/target.hpp
-include/ql/Calendars/turkey.hpp
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-include/ql/Calendars/unitedstates.hpp
-include/ql/calendar.hpp
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-include/ql/CashFlows/cashflowvectors.hpp
-include/ql/CashFlows/cmscoupon.hpp
-include/ql/CashFlows/conundrumpricer.hpp
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-include/ql/event.hpp
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-include/ql/FiniteDifferences/stepcondition.hpp
-include/ql/FiniteDifferences/tridiagonaloperator.hpp
-include/ql/FiniteDifferences/zerocondition.hpp
+include/ql/exercise.hpp
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include/ql/grid.hpp
include/ql/handle.hpp
-include/ql/Indexes/all.hpp
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-include/ql/Indexes/cadlibor.hpp
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-include/ql/Indexes/dkklibor.hpp
-include/ql/Indexes/euriborswapfixa.hpp
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-include/ql/Indexes/eurliborswapfixa.hpp
-include/ql/Indexes/eurliborswapfixb.hpp
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-include/ql/Math/binomialdistribution.hpp
-include/ql/Math/bivariatenormaldistribution.hpp
-include/ql/Math/comparison.hpp
-include/ql/Math/convergencestatistics.hpp
-include/ql/Math/core.hpp
-include/ql/Math/cubicspline.hpp
-include/ql/Math/curve.hpp
-include/ql/Math/discrepancystatistics.hpp
-include/ql/Math/domain.hpp
-include/ql/Math/errorfunction.hpp
-include/ql/Math/extrapolation.hpp
-include/ql/Math/factorial.hpp
-include/ql/Math/forwardflatinterpolation.hpp
-include/ql/Math/functional.hpp
-include/ql/Math/gammadistribution.hpp
-include/ql/Math/gaussianorthogonalpolynomial.hpp
-include/ql/Math/gaussianquadratures.hpp
-include/ql/Math/gaussianstatistics.hpp
-include/ql/Math/generalstatistics.hpp
-include/ql/Math/chisquaredistribution.hpp
-include/ql/Math/choleskydecomposition.hpp
-include/ql/Math/incompletegamma.hpp
-include/ql/Math/incrementalstatistics.hpp
-include/ql/Math/interpolation2D.hpp
-include/ql/Math/interpolation.hpp
-include/ql/Math/kronrodintegral.hpp
-include/ql/Math/lexicographicalview.hpp
-include/ql/Math/linearinterpolation.hpp
-include/ql/Math/linearleastsquaresregression.hpp
-include/ql/Math/loglinearinterpolation.hpp
-include/ql/Math/matrix.hpp
-include/ql/Math/multicubicspline.hpp
-include/ql/Math/normaldistribution.hpp
-include/ql/Math/poissondistribution.hpp
-include/ql/Math/primenumbers.hpp
-include/ql/Math/pseudosqrt.hpp
-include/ql/Math/riskstatistics.hpp
-include/ql/Math/rounding.hpp
-include/ql/Math/sabrinterpolation.hpp
-include/ql/Math/sampledcurve.hpp
-include/ql/Math/segmentintegral.hpp
-include/ql/Math/sequencestatistics.hpp
-include/ql/Math/simpsonintegral.hpp
-include/ql/Math/statistics.hpp
-include/ql/Math/surface.hpp
-include/ql/Math/svd.hpp
-include/ql/Math/symmetricschurdecomposition.hpp
-include/ql/Math/tqreigendecomposition.hpp
-include/ql/Math/transformedgrid.hpp
-include/ql/Math/trapezoidintegral.hpp
include/ql/money.hpp
-include/ql/MonteCarlo/all.hpp
-include/ql/MonteCarlo/brownianbridge.hpp
-include/ql/MonteCarlo/core.hpp
-include/ql/MonteCarlo/earlyexercisepathpricer.hpp
-include/ql/MonteCarlo/exercisestrategy.hpp
-include/ql/MonteCarlo/genericlsregression.hpp
-include/ql/MonteCarlo/genericparametricearlyexercise.hpp
-include/ql/MonteCarlo/getcovariance.hpp
-include/ql/MonteCarlo/longstaffschwartzpathpricer.hpp
-include/ql/MonteCarlo/lsmbasissystem.hpp
-include/ql/MonteCarlo/mctraits.hpp
-include/ql/MonteCarlo/mctypedefs.hpp
-include/ql/MonteCarlo/montecarlomodel.hpp
-include/ql/MonteCarlo/multipathgenerator.hpp
-include/ql/MonteCarlo/multipath.hpp
-include/ql/MonteCarlo/nodedata.hpp
-include/ql/MonteCarlo/pathgenerator.hpp
-include/ql/MonteCarlo/pathpricer.hpp
-include/ql/MonteCarlo/path.hpp
-include/ql/MonteCarlo/sample.hpp
include/ql/numericalmethod.hpp
-include/ql/Optimization/all.hpp
-include/ql/Optimization/armijo.hpp
-include/ql/Optimization/conjugategradient.hpp
-include/ql/Optimization/constraint.hpp
-include/ql/Optimization/core.hpp
-include/ql/Optimization/costfunction.hpp
-include/ql/Optimization/criteria.hpp
-include/ql/Optimization/leastsquare.hpp
-include/ql/Optimization/levenbergmarquardt.hpp
-include/ql/Optimization/linesearchbasedmethod.hpp
-include/ql/Optimization/linesearch.hpp
-include/ql/Optimization/lmdif.hpp
-include/ql/Optimization/method.hpp
-include/ql/Optimization/problem.hpp
-include/ql/Optimization/simplex.hpp
-include/ql/Optimization/steepestdescent.hpp
include/ql/option.hpp
-include/ql/Patterns/all.hpp
-include/ql/Patterns/bridge.hpp
-include/ql/Patterns/composite.hpp
-include/ql/Patterns/curiouslyrecurring.hpp
-include/ql/Patterns/lazyobject.hpp
-include/ql/Patterns/observable.hpp
-include/ql/Patterns/singleton.hpp
-include/ql/Patterns/visitor.hpp
include/ql/payoff.hpp
-include/ql/period.hpp
include/ql/position.hpp
-include/ql/Pricers/all.hpp
-include/ql/Pricers/core.hpp
-include/ql/Pricers/discretegeometricaso.hpp
-include/ql/Pricers/mccliquetoption.hpp
-include/ql/Pricers/mcdiscretearithmeticaso.hpp
-include/ql/Pricers/mceverest.hpp
-include/ql/Pricers/mcmaxbasket.hpp
-include/ql/Pricers/mcpagoda.hpp
-include/ql/Pricers/mcperformanceoption.hpp
-include/ql/Pricers/mcpricer.hpp
-include/ql/Pricers/mchimalaya.hpp
-include/ql/Pricers/singleassetoption.hpp
include/ql/prices.hpp
-include/ql/PricingEngines/all.hpp
-include/ql/PricingEngines/americanpayoffatexpiry.hpp
-include/ql/PricingEngines/americanpayoffathit.hpp
-include/ql/PricingEngines/Asian/all.hpp
-include/ql/PricingEngines/Asian/analytic_cont_geom_av_price.hpp
-include/ql/PricingEngines/Asian/analytic_discr_geom_av_price.hpp
-include/ql/PricingEngines/Asian/mcdiscreteasianengine.hpp
-include/ql/PricingEngines/Asian/mc_discr_arith_av_price.hpp
-include/ql/PricingEngines/Asian/mc_discr_geom_av_price.hpp
-include/ql/PricingEngines/Barrier/all.hpp
-include/ql/PricingEngines/Barrier/analyticbarrierengine.hpp
-include/ql/PricingEngines/Barrier/mcbarrierengine.hpp
-include/ql/PricingEngines/Basket/all.hpp
-include/ql/PricingEngines/Basket/mcamericanbasketengine.hpp
-include/ql/PricingEngines/Basket/mcbasketengine.hpp
-include/ql/PricingEngines/Basket/stulzengine.hpp
-include/ql/PricingEngines/blackcalculator.hpp
-include/ql/PricingEngines/blackformula.hpp
-include/ql/PricingEngines/blackmodel.hpp
-include/ql/PricingEngines/blackscholescalculator.hpp
-include/ql/PricingEngines/CapFloor/all.hpp
-include/ql/PricingEngines/CapFloor/analyticcapfloorengine.hpp
-include/ql/PricingEngines/CapFloor/blackcapfloorengine.hpp
-include/ql/PricingEngines/CapFloor/discretizedcapfloor.hpp
-include/ql/PricingEngines/CapFloor/mchullwhiteengine.hpp
-include/ql/PricingEngines/CapFloor/treecapfloorengine.hpp
-include/ql/PricingEngines/Cliquet/all.hpp
-include/ql/PricingEngines/Cliquet/analyticcliquetengine.hpp
-include/ql/PricingEngines/Cliquet/analyticperformanceengine.hpp
-include/ql/PricingEngines/core.hpp
-include/ql/PricingEngines/Forward/all.hpp
-include/ql/PricingEngines/Forward/forwardengine.hpp
-include/ql/PricingEngines/Forward/forwardperformanceengine.hpp
-include/ql/PricingEngines/Forward/mcvarianceswapengine.hpp
-include/ql/PricingEngines/Forward/replicatingvarianceswapengine.hpp
-include/ql/PricingEngines/genericmodelengine.hpp
-include/ql/PricingEngines/greeks.hpp
-include/ql/PricingEngines/Hybrid/all.hpp
-include/ql/PricingEngines/Hybrid/binomialconvertibleengine.hpp
-include/ql/PricingEngines/Hybrid/discretizedconvertible.hpp
-include/ql/PricingEngines/latticeshortratemodelengine.hpp
-include/ql/PricingEngines/Lookback/all.hpp
-include/ql/PricingEngines/Lookback/analyticcontinuousfixedlookback.hpp
-include/ql/PricingEngines/Lookback/analyticcontinuousfloatinglookback.hpp
-include/ql/PricingEngines/mclongstaffschwartzengine.hpp
-include/ql/PricingEngines/mcsimulation.hpp
-include/ql/PricingEngines/Quanto/all.hpp
-include/ql/PricingEngines/Quanto/quantoengine.hpp
-include/ql/PricingEngines/Swaption/all.hpp
-include/ql/PricingEngines/Swaption/blackswaptionengine.hpp
-include/ql/PricingEngines/Swaption/discretizedswaption.hpp
-include/ql/PricingEngines/Swaption/g2swaptionengine.hpp
-include/ql/PricingEngines/Swaption/jamshidianswaptionengine.hpp
-include/ql/PricingEngines/Swaption/lfmswaptionengine.hpp
-include/ql/PricingEngines/Swaption/treeswaptionengine.hpp
-include/ql/PricingEngines/Vanilla/all.hpp
-include/ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp
-include/ql/PricingEngines/Vanilla/analyticdividendeuropeanengine.hpp
-include/ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp
-include/ql/PricingEngines/Vanilla/analytichestonengine.hpp
-include/ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp
-include/ql/PricingEngines/Vanilla/batesengine.hpp
-include/ql/PricingEngines/Vanilla/binomialengine.hpp
-include/ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp
-include/ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp
-include/ql/PricingEngines/Vanilla/fdamericanengine.hpp
-include/ql/PricingEngines/Vanilla/fdbermudanengine.hpp
-include/ql/PricingEngines/Vanilla/fdconditions.hpp
-include/ql/PricingEngines/Vanilla/fddividendamericanengine.hpp
-include/ql/PricingEngines/Vanilla/fddividendengine.hpp
-include/ql/PricingEngines/Vanilla/fddividendeuropeanengine.hpp
-include/ql/PricingEngines/Vanilla/fddividendshoutengine.hpp
-include/ql/PricingEngines/Vanilla/fdeuropeanengine.hpp
-include/ql/PricingEngines/Vanilla/fdmultiperiodengine.hpp
-include/ql/PricingEngines/Vanilla/fdshoutengine.hpp
-include/ql/PricingEngines/Vanilla/fdstepconditionengine.hpp
-include/ql/PricingEngines/Vanilla/fdvanillaengine.hpp
-include/ql/PricingEngines/Vanilla/integralengine.hpp
-include/ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp
-include/ql/PricingEngines/Vanilla/juquadraticengine.hpp
-include/ql/PricingEngines/Vanilla/mcamericanengine.hpp
-include/ql/PricingEngines/Vanilla/mcdigitalengine.hpp
-include/ql/PricingEngines/Vanilla/mceuropeanengine.hpp
-include/ql/PricingEngines/Vanilla/mceuropeanhestonengine.hpp
-include/ql/PricingEngines/Vanilla/mcvanillaengine.hpp
include/ql/pricingengine.hpp
-include/ql/Processes/all.hpp
-include/ql/Processes/blackscholesprocess.hpp
-include/ql/Processes/eulerdiscretization.hpp
-include/ql/Processes/forwardmeasureprocess.hpp
-include/ql/Processes/geometricbrownianprocess.hpp
-include/ql/Processes/g2process.hpp
-include/ql/Processes/hestonprocess.hpp
-include/ql/Processes/hullwhiteprocess.hpp
-include/ql/Processes/lfmcovarparam.hpp
-include/ql/Processes/lfmhullwhiteparam.hpp
-include/ql/Processes/lfmprocess.hpp
-include/ql/Processes/merton76process.hpp
-include/ql/Processes/ornsteinuhlenbeckprocess.hpp
-include/ql/Processes/squarerootprocess.hpp
-include/ql/Processes/stochasticprocessarray.hpp
include/ql/qldefines.hpp
include/ql/quantlib.hpp
-include/ql/Quotes/all.hpp
-include/ql/Quotes/compositequote.hpp
-include/ql/Quotes/derivedquote.hpp
-include/ql/Quotes/futuresconvadjustmentquote.hpp
-include/ql/Quotes/simplequote.hpp
include/ql/quote.hpp
-include/ql/RandomNumbers/all.hpp
-include/ql/RandomNumbers/boxmullergaussianrng.hpp
-include/ql/RandomNumbers/centrallimitgaussianrng.hpp
-include/ql/RandomNumbers/core.hpp
-include/ql/RandomNumbers/faurersg.hpp
-include/ql/RandomNumbers/haltonrsg.hpp
-include/ql/RandomNumbers/inversecumulativerng.hpp
-include/ql/RandomNumbers/inversecumulativersg.hpp
-include/ql/RandomNumbers/knuthuniformrng.hpp
-include/ql/RandomNumbers/lecuyeruniformrng.hpp
-include/ql/RandomNumbers/mt19937uniformrng.hpp
-include/ql/RandomNumbers/primitivepolynomials.h
-include/ql/RandomNumbers/randomizedlds.hpp
-include/ql/RandomNumbers/randomsequencegenerator.hpp
-include/ql/RandomNumbers/rngtraits.hpp
-include/ql/RandomNumbers/seedgenerator.hpp
-include/ql/RandomNumbers/sobolrsg.hpp
include/ql/settings.hpp
-include/ql/ShortRateModels/all.hpp
-include/ql/ShortRateModels/CalibrationHelpers/all.hpp
-include/ql/ShortRateModels/CalibrationHelpers/caphelper.hpp
-include/ql/ShortRateModels/CalibrationHelpers/hestonmodelhelper.hpp
-include/ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp
-include/ql/ShortRateModels/calibrationhelper.hpp
-include/ql/ShortRateModels/core.hpp
-include/ql/ShortRateModels/LiborMarketModels/all.hpp
-include/ql/ShortRateModels/LiborMarketModels/lfmcovarproxy.hpp
-include/ql/ShortRateModels/LiborMarketModels/liborforwardmodel.hpp
-include/ql/ShortRateModels/LiborMarketModels/lmconstwrappercorrmodel.hpp
-include/ql/ShortRateModels/LiborMarketModels/lmconstwrappervolmodel.hpp
-include/ql/ShortRateModels/LiborMarketModels/lmcorrmodel.hpp
-include/ql/ShortRateModels/LiborMarketModels/lmexpcorrmodel.hpp
-include/ql/ShortRateModels/LiborMarketModels/lmextlinexpvolmodel.hpp
-include/ql/ShortRateModels/LiborMarketModels/lmfixedvolmodel.hpp
-include/ql/ShortRateModels/LiborMarketModels/lmlinexpcorrmodel.hpp
-include/ql/ShortRateModels/LiborMarketModels/lmlinexpvolmodel.hpp
-include/ql/ShortRateModels/LiborMarketModels/lmvolmodel.hpp
-include/ql/ShortRateModels/model.hpp
-include/ql/ShortRateModels/OneFactorModels/all.hpp
-include/ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp
-include/ql/ShortRateModels/OneFactorModels/coxingersollross.hpp
-include/ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
-include/ql/ShortRateModels/OneFactorModels/hullwhite.hpp
-include/ql/ShortRateModels/OneFactorModels/vasicek.hpp
-include/ql/ShortRateModels/onefactormodel.hpp
-include/ql/ShortRateModels/parameter.hpp
-include/ql/ShortRateModels/TwoFactorModels/all.hpp
-include/ql/ShortRateModels/TwoFactorModels/batesmodel.hpp
-include/ql/ShortRateModels/TwoFactorModels/g2.hpp
-include/ql/ShortRateModels/TwoFactorModels/hestonmodel.hpp
-include/ql/ShortRateModels/twofactormodel.hpp
-include/ql/schedule.hpp
-include/ql/Solvers1D/all.hpp
-include/ql/Solvers1D/bisection.hpp
-include/ql/Solvers1D/brent.hpp
-include/ql/Solvers1D/falseposition.hpp
-include/ql/Solvers1D/newtonsafe.hpp
-include/ql/Solvers1D/newton.hpp
-include/ql/Solvers1D/ridder.hpp
-include/ql/Solvers1D/secant.hpp
-include/ql/solver1d.hpp
include/ql/stochasticprocess.hpp
include/ql/swaptionvolstructure.hpp
-include/ql/TermStructures/all.hpp
-include/ql/TermStructures/bondhelpers.hpp
-include/ql/TermStructures/bootstraptraits.hpp
-include/ql/TermStructures/compoundforward.hpp
-include/ql/TermStructures/discountcurve.hpp
-include/ql/TermStructures/drifttermstructure.hpp
-include/ql/TermStructures/extendeddiscountcurve.hpp
-include/ql/TermStructures/flatforward.hpp
-include/ql/TermStructures/forwardcurve.hpp
-include/ql/TermStructures/forwardspreadedtermstructure.hpp
-include/ql/TermStructures/forwardstructure.hpp
-include/ql/TermStructures/impliedtermstructure.hpp
-include/ql/TermStructures/piecewiseyieldcurve.hpp
-include/ql/TermStructures/piecewisezerospreadedtermstructure.hpp
-include/ql/TermStructures/quantotermstructure.hpp
-include/ql/TermStructures/ratehelpers.hpp
-include/ql/TermStructures/zerocurve.hpp
-include/ql/TermStructures/zerospreadedtermstructure.hpp
-include/ql/TermStructures/zeroyieldstructure.hpp
include/ql/termstructure.hpp
include/ql/timegrid.hpp
include/ql/timeseries.hpp
include/ql/types.hpp
-include/ql/Utilities/all.hpp
-include/ql/Utilities/clone.hpp
-include/ql/Utilities/dataformatters.hpp
-include/ql/Utilities/dataparsers.hpp
-include/ql/Utilities/disposable.hpp
-include/ql/Utilities/null.hpp
-include/ql/Utilities/observablevalue.hpp
-include/ql/Utilities/steppingiterator.hpp
-include/ql/Utilities/strings.hpp
-include/ql/Utilities/tracing.hpp
-include/ql/Volatilities/abcd.hpp
-include/ql/Volatilities/all.hpp
-include/ql/Volatilities/blackconstantvol.hpp
-include/ql/Volatilities/blackvariancecurve.hpp
-include/ql/Volatilities/blackvariancesurface.hpp
-include/ql/Volatilities/capflatvolvector.hpp
-include/ql/Volatilities/capletconstantvol.hpp
-include/ql/Volatilities/capletvariancecurve.hpp
-include/ql/Volatilities/capletvolatilitiesstructures.hpp
-include/ql/Volatilities/capstripper.hpp
-include/ql/Volatilities/cmsmarket.hpp
-include/ql/Volatilities/impliedvoltermstructure.hpp
-include/ql/Volatilities/interpolatedsmilesection.hpp
-include/ql/Volatilities/localconstantvol.hpp
-include/ql/Volatilities/localvolcurve.hpp
-include/ql/Volatilities/localvolsurface.hpp
-include/ql/Volatilities/sabrinterpolatedsmilesection.hpp
-include/ql/Volatilities/sabr.hpp
-include/ql/Volatilities/smilesection.hpp
-include/ql/Volatilities/swaptionconstantvol.hpp
-include/ql/Volatilities/swaptionvolcube1.hpp
-include/ql/Volatilities/swaptionvolcube2.hpp
-include/ql/Volatilities/swaptionvolcube.hpp
-include/ql/Volatilities/swaptionvoldiscrete.hpp
-include/ql/Volatilities/swaptionvolmatrix.hpp
-include/ql/VolatilityModels/all.hpp
-include/ql/VolatilityModels/constantestimator.hpp
-include/ql/VolatilityModels/garch.hpp
-include/ql/VolatilityModels/garmanklass.hpp
-include/ql/VolatilityModels/simplelocalestimator.hpp
include/ql/volatilitymodel.hpp
include/ql/voltermstructure.hpp
include/ql/yieldtermstructure.hpp
@@ -624,51 +647,66 @@
lib/libQuantLib.so.0
share/aclocal/quantlib.m4
share/emacs/site-lisp/quantlib.el
-@dirrm include/ql/VolatilityModels
-@dirrm include/ql/Volatilities
-@dirrm include/ql/Utilities
-@dirrm include/ql/TermStructures
-@dirrm include/ql/Solvers1D
-@dirrm include/ql/ShortRateModels/TwoFactorModels
-@dirrm include/ql/ShortRateModels/OneFactorModels
-@dirrm include/ql/ShortRateModels/LiborMarketModels
-@dirrm include/ql/ShortRateModels/CalibrationHelpers
-@dirrm include/ql/ShortRateModels
-@dirrm include/ql/RandomNumbers
-@dirrm include/ql/Quotes
-@dirrm include/ql/Processes
-@dirrm include/ql/PricingEngines/Vanilla
-@dirrm include/ql/PricingEngines/Swaption
-@dirrm include/ql/PricingEngines/Quanto
-@dirrm include/ql/PricingEngines/Lookback
-@dirrm include/ql/PricingEngines/Hybrid
-@dirrm include/ql/PricingEngines/Forward
-@dirrm include/ql/PricingEngines/Cliquet
-@dirrm include/ql/PricingEngines/CapFloor
-@dirrm include/ql/PricingEngines/Basket
-@dirrm include/ql/PricingEngines/Barrier
-@dirrm include/ql/PricingEngines/Asian
-@dirrm include/ql/PricingEngines
-@dirrm include/ql/Pricers
-@dirrm include/ql/Patterns
-@dirrm include/ql/Optimization
-@dirrm include/ql/MonteCarlo
-@dirrm include/ql/Math
-@dirrm include/ql/MarketModels/Products/MultiStep
-@dirrm include/ql/MarketModels/Products/OneStep
-@dirrm include/ql/MarketModels/Products
-@dirrm include/ql/MarketModels/Models
-@dirrm include/ql/MarketModels/ExerciseValues
-@dirrm include/ql/MarketModels/ExerciseStrategies
-@dirrm include/ql/MarketModels/Evolvers
-@dirrm include/ql/MarketModels/BrownianGenerators
-@dirrm include/ql/MarketModels
-@dirrm include/ql/Lattices
-@dirrm include/ql/Instruments
-@dirrm include/ql/Indexes
-@dirrm include/ql/FiniteDifferences
-@dirrm include/ql/DayCounters
-@dirrm include/ql/CashFlows
-@dirrm include/ql/Currencies
-@dirrm include/ql/Calendars
+@dirrm include/ql/utilities
+@dirrm include/ql/time/daycounters
+@dirrm include/ql/time/calendars
+@dirrm include/ql/time
+@dirrm include/ql/termstructures/yieldcurves
+@dirrm include/ql/termstructures/volatilities
+@dirrm include/ql/termstructures
+@dirrm include/ql/quotes
+@dirrm include/ql/processes
+@dirrm include/ql/pricingengines/vanilla
+@dirrm include/ql/pricingengines/swaption
+@dirrm include/ql/pricingengines/quanto
+@dirrm include/ql/pricingengines/lookback
+@dirrm include/ql/pricingengines/hybrid
+@dirrm include/ql/pricingengines/forward
+@dirrm include/ql/pricingengines/cliquet
+@dirrm include/ql/pricingengines/capfloor
+@dirrm include/ql/pricingengines/basket
+@dirrm include/ql/pricingengines/barrier
+@dirrm include/ql/pricingengines/asian
+@dirrm include/ql/pricingengines
+@dirrm include/ql/patterns
+@dirrm include/ql/models/volatility
+@dirrm include/ql/models/shortrate/twofactormodels
+@dirrm include/ql/models/shortrate/onefactormodels
+@dirrm include/ql/models/shortrate/calibrationhelpers
+@dirrm include/ql/models/shortrate
+@dirrm include/ql/models/marketmodels/products/onestep
+@dirrm include/ql/models/marketmodels/products/multistep
+@dirrm include/ql/models/marketmodels/products
+@dirrm include/ql/models/marketmodels/models
+@dirrm include/ql/models/marketmodels/evolvers
+@dirrm include/ql/models/marketmodels/driftcomputation
+@dirrm include/ql/models/marketmodels/curvestates
+@dirrm include/ql/models/marketmodels/correlations
+@dirrm include/ql/models/marketmodels/callability
+@dirrm include/ql/models/marketmodels/browniangenerators
+@dirrm include/ql/models/marketmodels
+@dirrm include/ql/models/equity
+@dirrm include/ql/models
+@dirrm include/ql/methods/montecarlo
+@dirrm include/ql/methods/lattices
+@dirrm include/ql/methods/finitedifferences
+@dirrm include/ql/methods
+@dirrm include/ql/math/statistics
+@dirrm include/ql/math/solvers1d
+@dirrm include/ql/math/randomnumbers
+@dirrm include/ql/math/optimization
+@dirrm include/ql/math/matrixutilities
+@dirrm include/ql/math/interpolations
+@dirrm include/ql/math/integrals
+@dirrm include/ql/math/distributions
+@dirrm include/ql/math
+@dirrm include/ql/legacy/pricers
+@dirrm include/ql/legacy/libormarketmodels
+@dirrm include/ql/legacy
+@dirrm include/ql/instruments
+@dirrm include/ql/indexes/swap
+@dirrm include/ql/indexes/ibor
+@dirrm include/ql/indexes
+@dirrm include/ql/currencies
+@dirrm include/ql/cashflows
@dirrm include/ql