move the following ports to finance:

- deskutils/cbb
- deskutils/gnofin
- deskutils/moneydance
- deskutils/xinvest
- devel/libstocks
- misc/emma
- misc/gnomepm
- misc/p5-Finance-Currency-Convert
- misc/p5-Finance-Quote
- misc/p5-Finance-QuoteHist
- misc/quantlib
- misc/wmstock
- misc/xquote

PR:		59357
Submitted by:	linimon
Approved by:	marcus (mentor)

5 files changed, 0 insertions, 358 deletions

diff --git a/misc/quantlib/Makefile b/misc/quantlib/Makefile
deleted file mode 100644
index 16772d3b8b54..000000000000
--- a/misc/quantlib/Makefile
+++ /dev/null
@@ -1,39 +0,0 @@
-# ex:ts=8
-# New ports collection makefile for:	quantlib
-# Date created:			Aug 12, 2001
-# Whom:				ijliao
-#
-# $FreeBSD$
-#
-
-PORTNAME=	quantlib
-PORTVERSION=	0.3.1
-CATEGORIES=	misc finance
-MASTER_SITES=	${MASTER_SITE_SOURCEFORGE}
-MASTER_SITE_SUBDIR=	${PORTNAME}
-DISTNAME=	QuantLib-${PORTVERSION}-src
-
-MAINTAINER=	ports@FreeBSD.org
-COMMENT=	A comprehensive software framework for quantitative finance
-
-WRKSRC=		${WRKDIR}/QuantLib-${PORTVERSION}
-
-USE_REINPLACE=	yes
-USE_LIBTOOL=	yes
-CONFIGURE_TARGET=	--build=${MACHINE_ARCH}-portbld-freebsd${OSREL}
-INSTALLS_SHLIB=	yes
-
-MAN1=		DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \
-		quantlib-config.1
-
-.include <bsd.port.pre.mk>
-
-.if ${OSVERSION} < 500035
-CFLAGS+=	-O0
-.endif
-
-post-patch:
-	@${FIND} ${WRKSRC} -name "Makefile.in" | ${XARGS} ${REINPLACE_CMD} -e \
-		's|(prefix)/aclocal|(datadir)/aclocal|g'
-
-.include <bsd.port.post.mk>
diff --git a/misc/quantlib/distinfo b/misc/quantlib/distinfo
deleted file mode 100644
index 15ec74da4b71..000000000000
--- a/misc/quantlib/distinfo
+++ /dev/null
@@ -1 +0,0 @@
-MD5 (QuantLib-0.3.1-src.tar.gz) = 2bc28bedccb8291f4610a9e1e1715611
diff --git a/misc/quantlib/files/patch-configure b/misc/quantlib/files/patch-configure
deleted file mode 100644
index c69c03de69dd..000000000000
--- a/misc/quantlib/files/patch-configure
+++ /dev/null
@@ -1,10 +0,0 @@
---- configure.orig	Fri May  3 00:14:20 2002
-+++ configure	Wed May  8 01:07:45 2002
-@@ -7014,6 +7014,7 @@
- 
- # This can be used to rebuild libtool when needed
- LIBTOOL_DEPS="$ac_aux_dir/ltmain.sh"
-+$ac_aux_dir/ltconfig $LIBTOOL_DEPS
- 
- # Always use our own libtool.
- LIBTOOL='$(SHELL) $(top_builddir)/libtool'
diff --git a/misc/quantlib/pkg-descr b/misc/quantlib/pkg-descr
deleted file mode 100644
index beed39ee6c41..000000000000
--- a/misc/quantlib/pkg-descr
+++ /dev/null
@@ -1,22 +0,0 @@
-The QuantLib project is aimed to provide a comprehensive software framework
-for quantitative finance. The goal is to provide a standard free/open source
-library to quantitative analysts and developers for modeling, trading, and
-risk management in real-life.
-
-QuantLib plans to offer tools that are useful for both practical
-implementation, with features such as market conventions, solvers, PDEs,
-etc., and advanced modeling, e.g., exotic options and interest rate models.
-
-QuantLib is meant to be used by academics and practitioners alike, eventually
-promoting a stronger interaction between the two.
-
-Finance is one area where well-written open-source projects could make a
-tremendous difference. Almost every financial institution needs a solid,
-time-effective, operative implementation of leading-edge pricing models and
-hedging tools. However, to get there, currently one is forced to re-invent
-the wheel every time. Even decade-old models with no market value, such as
-Black-Scholes formula (1973), still lack a standard implementation. As a
-consequences many good quants are wasting their time writing C++ classes
-which have been already written thousands of times.
-
-WWW: http://www.quantlib.org/
diff --git a/misc/quantlib/pkg-plist b/misc/quantlib/pkg-plist
deleted file mode 100644
index c6bd608e336d..000000000000
--- a/misc/quantlib/pkg-plist
+++ /dev/null
@@ -1,286 +0,0 @@
-@comment $FreeBSD$
-bin/BermudanSwaption
-bin/DiscreteHedging
-bin/EuropeanOption
-bin/SwapValuation
-bin/quantlib-config
-include/ql/Calendars/budapest.hpp
-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/oslo.hpp
-include/ql/Calendars/stockholm.hpp
-include/ql/Calendars/sydney.hpp
-include/ql/Calendars/target.hpp
-include/ql/Calendars/tokyo.hpp
-include/ql/Calendars/toronto.hpp
-include/ql/Calendars/warsaw.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
-include/ql/FiniteDifferences/dminus.hpp
-include/ql/FiniteDifferences/dplus.hpp
-include/ql/FiniteDifferences/dplusdminus.hpp
-include/ql/FiniteDifferences/dzero.hpp
-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/forwardvanillaoption.hpp
-include/ql/Instruments/quantovanillaoption.hpp
-include/ql/Instruments/simpleswap.hpp
-include/ql/Instruments/stock.hpp
-include/ql/Instruments/swap.hpp
-include/ql/Instruments/swaption.hpp
-include/ql/Instruments/vanillaoption.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/loglinearinterpolation.hpp
-include/ql/Math/matrix.hpp
-include/ql/Math/multivariateaccumulator.hpp
-include/ql/Math/normaldistribution.hpp
-include/ql/Math/riskmeasures.hpp
-include/ql/Math/segmentintegral.hpp
-include/ql/Math/statistics.hpp
-include/ql/Math/symmetriceigenvalues.hpp
-include/ql/Math/symmetricschurdecomposition.hpp
-include/ql/MonteCarlo/arithmeticapopathpricer.hpp
-include/ql/MonteCarlo/arithmeticasopathpricer.hpp
-include/ql/MonteCarlo/basketpathpricer.hpp
-include/ql/MonteCarlo/cliquetoptionpathpricer.hpp
-include/ql/MonteCarlo/europeanpathpricer.hpp
-include/ql/MonteCarlo/everestpathpricer.hpp
-include/ql/MonteCarlo/geometricapopathpricer.hpp
-include/ql/MonteCarlo/geometricasopathpricer.hpp
-include/ql/MonteCarlo/getcovariance.hpp
-include/ql/MonteCarlo/himalayapathpricer.hpp
-include/ql/MonteCarlo/maxbasketpathpricer.hpp
-include/ql/MonteCarlo/mctypedefs.hpp
-include/ql/MonteCarlo/montecarlomodel.hpp
-include/ql/MonteCarlo/multipath.hpp
-include/ql/MonteCarlo/multipathgenerator.hpp
-include/ql/MonteCarlo/pagodapathpricer.hpp
-include/ql/MonteCarlo/path.hpp
-include/ql/MonteCarlo/pathgenerator.hpp
-include/ql/MonteCarlo/pathpricer.hpp
-include/ql/MonteCarlo/performanceoptionpathpricer.hpp
-include/ql/MonteCarlo/sample.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/bridge.hpp
-include/ql/Patterns/observable.hpp
-include/ql/Pricers/analyticalcapfloor.hpp
-include/ql/Pricers/barrieroption.hpp
-include/ql/Pricers/binaryoption.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/europeanoption.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/mccliquetoption.hpp
-include/ql/Pricers/mcdiscretearithmeticapo.hpp
-include/ql/Pricers/mcdiscretearithmeticaso.hpp
-include/ql/Pricers/mceuropean.hpp
-include/ql/Pricers/mceverest.hpp
-include/ql/Pricers/mchimalaya.hpp
-include/ql/Pricers/mcmaxbasket.hpp
-include/ql/Pricers/mcpagoda.hpp
-include/ql/Pricers/mcperformanceoption.hpp
-include/ql/Pricers/mcpricer.hpp
-include/ql/Pricers/performanceoption.hpp
-include/ql/Pricers/singleassetoption.hpp
-include/ql/Pricers/swaptionpricer.hpp
-include/ql/Pricers/treecapfloor.hpp
-include/ql/Pricers/treeswaption.hpp
-include/ql/PricingEngines/discretizedvanillaoption.hpp
-include/ql/PricingEngines/forwardengines.hpp
-include/ql/PricingEngines/genericengine.hpp
-include/ql/PricingEngines/latticeshortratemodelengine.hpp
-include/ql/PricingEngines/quantoengines.hpp
-include/ql/PricingEngines/vanillaengines.hpp
-include/ql/RandomNumbers/boxmullergaussianrng.hpp
-include/ql/RandomNumbers/centrallimitgaussianrng.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
-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/compoundforward.hpp
-include/ql/TermStructures/discountcurve.hpp
-include/ql/TermStructures/flatforward.hpp
-include/ql/TermStructures/forwardspreadedtermstructure.hpp
-include/ql/TermStructures/impliedtermstructure.hpp
-include/ql/TermStructures/piecewiseflatforward.hpp
-include/ql/TermStructures/ratehelpers.hpp
-include/ql/TermStructures/zerospreadedtermstructure.hpp
-include/ql/Utilities/combiningiterator.hpp
-include/ql/Utilities/couplingiterator.hpp
-include/ql/Utilities/filteringiterator.hpp
-include/ql/Utilities/iteratorcategories.hpp
-include/ql/Utilities/processingiterator.hpp
-include/ql/Utilities/steppingiterator.hpp
-include/ql/Volatilities/blackconstantvol.hpp
-include/ql/Volatilities/blackvariancecurve.hpp
-include/ql/Volatilities/blackvariancesurface.hpp
-include/ql/Volatilities/capflatvolvector.hpp
-include/ql/Volatilities/localconstantvol.hpp
-include/ql/Volatilities/localvolcurve.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/dataparsers.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/functions/daycounters.hpp
-include/ql/functions/mathf.hpp
-include/ql/functions/vols.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/pricingengine.hpp
-include/ql/qldefines.hpp
-include/ql/quantlib.hpp
-include/ql/relinkablehandle.hpp
-include/ql/riskstatistics.hpp
-include/ql/scheduler.hpp
-include/ql/solver1d.hpp
-include/ql/swaptionvolstructure.hpp
-include/ql/termstructure.hpp
-include/ql/types.hpp
-include/ql/voltermstructure.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/PricingEngines
-@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
-@dirrm include/ql/DayCounters
-@dirrm include/ql/CashFlows
-@dirrm include/ql/Calendars
-@dirrm include/ql