upgrade to 0.3.0

PR:		38047
Submitted by:	Ports Fury

5 files changed, 112 insertions, 65 deletions

diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile
index 26ef0ef06a5c..7a41106859de 100644
--- a/finance/quantlib/Makefile
+++ b/finance/quantlib/Makefile
@@ -7,7 +7,7 @@
 #
 
 PORTNAME=	quantlib
-PORTVERSION=	0.2.1
+PORTVERSION=	0.3.0
 CATEGORIES=	misc
 MASTER_SITES=	${MASTER_SITE_SOURCEFORGE}
 MASTER_SITE_SUBDIR=	${PORTNAME}
@@ -18,15 +18,18 @@ MAINTAINER=	ports@FreeBSD.org
 WRKSRC=		${WRKDIR}/QuantLib-${PORTVERSION}
 
 USE_BZIP2=	yes
-GNU_CONFIGURE=	yes
+USE_LIBTOOL=	yes
 CONFIGURE_TARGET=	--build=${ARCH}-portbld-freebsd${OSREL}
+INSTALLS_SHLIB=	yes
 
 MAN1=		DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \
 		quantlib-config.1
 
-post-patch:
-	@${PERL} -pi -e 's|-g -Wall -O2|\$$CXXFLAGS|g' ${WRKSRC}/configure
-	@find ${WRKSRC}/Examples -name "Makefile.in" | xargs ${PERL} -pi -e \
-		's|-g -O2 -Wall|\@CXXFLAGS\@ -O0|g'
+pre-patch:
+	@${PERL} -pi -e 's|-g -O3|\$$CXXFLAGS|g' ${WRKSRC}/configure
+	@${FIND} ${WRKSRC} -name "Makefile.in" | \
+		${XARGS} ${PERL} -pi -e 's|-g -O.|\@CXXFLAGS\@|g'
+	@${FIND} ${WRKSRC}/Examples -name "Makefile.in" | \
+		${XARGS} ${PERL} -pi -e 's|-pedantic -Wall|-O0|g'
 
 .include <bsd.port.mk>
diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo
index 89a2c9318f78..2e6572e94b0b 100644
--- a/finance/quantlib/distinfo
+++ b/finance/quantlib/distinfo
@@ -1 +1 @@
-MD5 (QuantLib-0.2.1-src.tar.bz2) = d8b9a949c5742703395ae285bcab9214
+MD5 (QuantLib-0.3.0-src.tar.bz2) = 171d615792d1c22e7d21a364537d6ef0
diff --git a/finance/quantlib/files/patch-config::ltmain.sh b/finance/quantlib/files/patch-config::ltmain.sh
deleted file mode 100644
index 82db91fd7e83..000000000000
--- a/finance/quantlib/files/patch-config::ltmain.sh
+++ /dev/null
@@ -1,41 +0,0 @@
---- config/ltmain.sh.orig	Thu Sep 13 22:10:25 2001
-+++ config/ltmain.sh	Sat Mar  2 16:21:45 2002
-@@ -1043,14 +1043,14 @@
- 	    # These systems don't actually have a C library (as such)
- 	    test "X$arg" = "X-lc" && continue
- 	    ;;
--	  *-*-openbsd*)
-+	  *-*-openbsd* | *-*-freebsd*)
- 	    # Do not include libc due to us having libc/libc_r.
- 	    test "X$arg" = "X-lc" && continue
- 	    ;;
- 	  esac
- 	 elif test "X$arg" = "X-lc_r"; then
- 	  case $host in
--	  *-*-openbsd*)
-+	  *-*-openbsd* | *-*-freebsd*)
- 	    # Do not include libc_r directly, use -pthread flag.
- 	    continue
- 	    ;;
-@@ -2441,7 +2441,7 @@
- 	  *-*-netbsd*)
- 	    # Don't link with libc until the a.out ld.so is fixed.
- 	    ;;
--	  *-*-openbsd*)
-+	  *-*-openbsd* | *-*-freebsd*)
- 	    # Do not include libc due to us having libc/libc_r.
- 	    ;;
- 	  *)
-@@ -4210,10 +4210,12 @@
- 	fi
- 
- 	# Install the pseudo-library for information purposes.
-+	if /usr/bin/false; then
- 	name=`$echo "X$file" | $Xsed -e 's%^.*/%%'`
- 	instname="$dir/$name"i
- 	$show "$install_prog $instname $destdir/$name"
- 	$run eval "$install_prog $instname $destdir/$name" || exit $?
-+	fi
- 
- 	# Maybe install the static library, too.
- 	test -n "$old_library" && staticlibs="$staticlibs $dir/$old_library"
diff --git a/finance/quantlib/files/patch-configure b/finance/quantlib/files/patch-configure
new file mode 100644
index 000000000000..c69c03de69dd
--- /dev/null
+++ b/finance/quantlib/files/patch-configure
@@ -0,0 +1,10 @@
+--- configure.orig	Fri May  3 00:14:20 2002
++++ configure	Wed May  8 01:07:45 2002
+@@ -7014,6 +7014,7 @@
+ 
+ # This can be used to rebuild libtool when needed
+ LIBTOOL_DEPS="$ac_aux_dir/ltmain.sh"
++$ac_aux_dir/ltconfig $LIBTOOL_DEPS
+ 
+ # Always use our own libtool.
+ LIBTOOL='$(SHELL) $(top_builddir)/libtool'
diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist
index 48b4ec40a75d..152f23a42be1 100644
--- a/finance/quantlib/pkg-plist
+++ b/finance/quantlib/pkg-plist
@@ -1,24 +1,31 @@
+bin/BermudanSwaption
 bin/DiscreteHedging
 bin/EuropeanOption
 bin/SwapValuation
 bin/quantlib-config
 include/ql/Calendars/frankfurt.hpp
 include/ql/Calendars/helsinki.hpp
+include/ql/Calendars/johannesburg.hpp
 include/ql/Calendars/london.hpp
 include/ql/Calendars/milan.hpp
 include/ql/Calendars/newyork.hpp
+include/ql/Calendars/sydney.hpp
 include/ql/Calendars/target.hpp
+include/ql/Calendars/tokyo.hpp
+include/ql/Calendars/toronto.hpp
 include/ql/Calendars/wellington.hpp
 include/ql/Calendars/zurich.hpp
 include/ql/CashFlows/cashflowvectors.hpp
 include/ql/CashFlows/coupon.hpp
 include/ql/CashFlows/fixedratecoupon.hpp
 include/ql/CashFlows/floatingratecoupon.hpp
+include/ql/CashFlows/shortfloatingcoupon.hpp
 include/ql/CashFlows/simplecashflow.hpp
 include/ql/DayCounters/actual360.hpp
 include/ql/DayCounters/actual365.hpp
 include/ql/DayCounters/actualactual.hpp
 include/ql/DayCounters/thirty360.hpp
+include/ql/FiniteDifferences/americancondition.hpp
 include/ql/FiniteDifferences/boundarycondition.hpp
 include/ql/FiniteDifferences/bsmoperator.hpp
 include/ql/FiniteDifferences/cranknicolson.hpp
@@ -30,20 +37,40 @@ include/ql/FiniteDifferences/expliciteuler.hpp
 include/ql/FiniteDifferences/fdtypedefs.hpp
 include/ql/FiniteDifferences/finitedifferencemodel.hpp
 include/ql/FiniteDifferences/impliciteuler.hpp
+include/ql/FiniteDifferences/mixedscheme.hpp
+include/ql/FiniteDifferences/onefactoroperator.hpp
+include/ql/FiniteDifferences/shoutcondition.hpp
 include/ql/FiniteDifferences/stepcondition.hpp
 include/ql/FiniteDifferences/tridiagonaloperator.hpp
 include/ql/FiniteDifferences/valueatcenter.hpp
+include/ql/Indexes/audlibor.hpp
+include/ql/Indexes/cadlibor.hpp
+include/ql/Indexes/chflibor.hpp
 include/ql/Indexes/euribor.hpp
 include/ql/Indexes/gbplibor.hpp
+include/ql/Indexes/jpylibor.hpp
 include/ql/Indexes/usdlibor.hpp
 include/ql/Indexes/xibor.hpp
 include/ql/Indexes/xibormanager.hpp
+include/ql/Indexes/zarlibor.hpp
+include/ql/Instruments/capfloor.hpp
 include/ql/Instruments/plainoption.hpp
 include/ql/Instruments/simpleswap.hpp
 include/ql/Instruments/stock.hpp
 include/ql/Instruments/swap.hpp
+include/ql/Instruments/swaption.hpp
+include/ql/Lattices/binomialtree.hpp
+include/ql/Lattices/bsmlattice.hpp
+include/ql/Lattices/lattice.hpp
+include/ql/Lattices/lattice2d.hpp
+include/ql/Lattices/tree.hpp
+include/ql/Lattices/trinomialtree.hpp
+include/ql/Math/bilinearinterpolation.hpp
+include/ql/Math/chisquaredistribution.hpp
 include/ql/Math/cubicspline.hpp
+include/ql/Math/gammadistribution.hpp
 include/ql/Math/interpolation.hpp
+include/ql/Math/interpolation2D.hpp
 include/ql/Math/lexicographicalview.hpp
 include/ql/Math/linearinterpolation.hpp
 include/ql/Math/matrix.hpp
@@ -73,25 +100,43 @@ include/ql/MonteCarlo/path.hpp
 include/ql/MonteCarlo/pathgenerator.hpp
 include/ql/MonteCarlo/pathpricer.hpp
 include/ql/MonteCarlo/sample.hpp
-include/ql/Patterns/factory.hpp
+include/ql/Optimization/armijo.hpp
+include/ql/Optimization/conjugategradient.hpp
+include/ql/Optimization/constraint.hpp
+include/ql/Optimization/costfunction.hpp
+include/ql/Optimization/criteria.hpp
+include/ql/Optimization/leastsquare.hpp
+include/ql/Optimization/linesearch.hpp
+include/ql/Optimization/method.hpp
+include/ql/Optimization/problem.hpp
+include/ql/Optimization/simplex.hpp
+include/ql/Optimization/steepestdescent.hpp
 include/ql/Patterns/observable.hpp
-include/ql/Pricers/americancondition.hpp
-include/ql/Pricers/americanoption.hpp
+include/ql/Pricers/analyticalcapfloor.hpp
 include/ql/Pricers/barrieroption.hpp
-include/ql/Pricers/bermudanoption.hpp
 include/ql/Pricers/binaryoption.hpp
-include/ql/Pricers/bsmnumericaloption.hpp
+include/ql/Pricers/binomialplainoption.hpp
+include/ql/Pricers/blackcapfloor.hpp
+include/ql/Pricers/blackswaption.hpp
+include/ql/Pricers/capfloorpricer.hpp
 include/ql/Pricers/cliquetoption.hpp
 include/ql/Pricers/continuousgeometricapo.hpp
 include/ql/Pricers/discretegeometricapo.hpp
 include/ql/Pricers/discretegeometricaso.hpp
-include/ql/Pricers/dividendamericanoption.hpp
-include/ql/Pricers/dividendeuropeanoption.hpp
-include/ql/Pricers/dividendoption.hpp
-include/ql/Pricers/dividendshoutoption.hpp
 include/ql/Pricers/europeanengine.hpp
 include/ql/Pricers/europeanoption.hpp
-include/ql/Pricers/finitedifferenceeuropean.hpp
+include/ql/Pricers/fdamericanoption.hpp
+include/ql/Pricers/fdbermudanoption.hpp
+include/ql/Pricers/fdbsmoption.hpp
+include/ql/Pricers/fddividendamericanoption.hpp
+include/ql/Pricers/fddividendeuropeanoption.hpp
+include/ql/Pricers/fddividendoption.hpp
+include/ql/Pricers/fddividendshoutoption.hpp
+include/ql/Pricers/fdeuropean.hpp
+include/ql/Pricers/fdmultiperiodoption.hpp
+include/ql/Pricers/fdshoutoption.hpp
+include/ql/Pricers/fdstepconditionoption.hpp
+include/ql/Pricers/jamshidianswaption.hpp
 include/ql/Pricers/mcbasket.hpp
 include/ql/Pricers/mcdiscretearithmeticapo.hpp
 include/ql/Pricers/mcdiscretearithmeticaso.hpp
@@ -101,18 +146,30 @@ include/ql/Pricers/mchimalaya.hpp
 include/ql/Pricers/mcmaxbasket.hpp
 include/ql/Pricers/mcpagoda.hpp
 include/ql/Pricers/mcpricer.hpp
-include/ql/Pricers/multiperiodoption.hpp
-include/ql/Pricers/shoutcondition.hpp
-include/ql/Pricers/shoutoption.hpp
 include/ql/Pricers/singleassetoption.hpp
-include/ql/Pricers/stepconditionoption.hpp
+include/ql/Pricers/swaptionpricer.hpp
+include/ql/Pricers/treecapfloor.hpp
+include/ql/Pricers/treeswaption.hpp
 include/ql/RandomNumbers/boxmullergaussianrng.hpp
 include/ql/RandomNumbers/centrallimitgaussianrng.hpp
-include/ql/RandomNumbers/inversecumulativegaussianrng.hpp
+include/ql/RandomNumbers/inversecumgaussianrng.hpp
 include/ql/RandomNumbers/knuthuniformrng.hpp
 include/ql/RandomNumbers/lecuyeruniformrng.hpp
 include/ql/RandomNumbers/randomarraygenerator.hpp
 include/ql/RandomNumbers/rngtypedefs.hpp
+include/ql/ShortRateModels/CalibrationHelpers/caphelper.hpp
+include/ql/ShortRateModels/CalibrationHelpers/swaptionhelper.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/TwoFactorModels/g2.hpp
+include/ql/ShortRateModels/calibrationhelper.hpp
+include/ql/ShortRateModels/model.hpp
+include/ql/ShortRateModels/onefactormodel.hpp
+include/ql/ShortRateModels/parameter.hpp
+include/ql/ShortRateModels/twofactormodel.hpp
 include/ql/Solvers1D/bisection.hpp
 include/ql/Solvers1D/brent.hpp
 include/ql/Solvers1D/falseposition.hpp
@@ -120,6 +177,7 @@ include/ql/Solvers1D/newton.hpp
 include/ql/Solvers1D/newtonsafe.hpp
 include/ql/Solvers1D/ridder.hpp
 include/ql/Solvers1D/secant.hpp
+include/ql/TermStructures/affinetermstructure.hpp
 include/ql/TermStructures/flatforward.hpp
 include/ql/TermStructures/piecewiseflatforward.hpp
 include/ql/TermStructures/ratehelpers.hpp
@@ -129,24 +187,33 @@ include/ql/Utilities/filteringiterator.hpp
 include/ql/Utilities/iteratorcategories.hpp
 include/ql/Utilities/processingiterator.hpp
 include/ql/Utilities/steppingiterator.hpp
+include/ql/Volatilities/capflatvolvector.hpp
+include/ql/Volatilities/swaptionvolmatrix.hpp
 include/ql/argsandresults.hpp
 include/ql/array.hpp
+include/ql/blackmodel.hpp
 include/ql/calendar.hpp
+include/ql/capvolstructures.hpp
 include/ql/cashflow.hpp
 include/ql/config.hpp
 include/ql/currency.hpp
 include/ql/dataformatters.hpp
 include/ql/date.hpp
 include/ql/daycounter.hpp
+include/ql/diffusionprocess.hpp
 include/ql/errors.hpp
+include/ql/exercise.hpp
 include/ql/expressiontemplates.hpp
-include/ql/forwardvolsurface.hpp
+include/ql/functions/daycounters.hpp
+include/ql/functions/mathf.hpp
+include/ql/grid.hpp
 include/ql/handle.hpp
 include/ql/history.hpp
 include/ql/index.hpp
 include/ql/instrument.hpp
 include/ql/marketelement.hpp
 include/ql/null.hpp
+include/ql/numericalmethod.hpp
 include/ql/option.hpp
 include/ql/qldefines.hpp
 include/ql/quantlib.hpp
@@ -154,21 +221,29 @@ include/ql/relinkablehandle.hpp
 include/ql/riskstatistics.hpp
 include/ql/scheduler.hpp
 include/ql/solver1d.hpp
-include/ql/swaptionvolsurface.hpp
+include/ql/swaptionvolstructure.hpp
 include/ql/termstructure.hpp
 include/ql/types.hpp
 lib/libQuantLib.a
 lib/libQuantLib.so
 lib/libQuantLib.so.0
 share/aclocal/quantlib.m4
+@dirrm include/ql/functions
+@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/CalibrationHelpers
+@dirrm include/ql/ShortRateModels
 @dirrm include/ql/RandomNumbers
 @dirrm include/ql/Pricers
 @dirrm include/ql/Patterns
+@dirrm include/ql/Optimization
 @dirrm include/ql/MonteCarlo
 @dirrm include/ql/Math
+@dirrm include/ql/Lattices
 @dirrm include/ql/Instruments
 @dirrm include/ql/Indexes
 @dirrm include/ql/FiniteDifferences