diff options
Diffstat (limited to 'finance')
-rw-r--r-- | finance/gnucash/Makefile | 3 | ||||
-rw-r--r-- | finance/gnucash/distinfo | 8 | ||||
-rw-r--r-- | finance/p5-Finance-Quote/Makefile | 7 | ||||
-rw-r--r-- | finance/p5-Finance-Quote/distinfo | 6 | ||||
-rw-r--r-- | finance/p5-Finance-Quote/pkg-plist | 4 | ||||
-rw-r--r-- | finance/py-yfinance/Makefile | 2 | ||||
-rw-r--r-- | finance/py-yfinance/distinfo | 6 | ||||
-rw-r--r-- | finance/quantlib/Makefile | 20 | ||||
-rw-r--r-- | finance/quantlib/distinfo | 6 | ||||
-rw-r--r-- | finance/quantlib/pkg-help | 11 | ||||
-rw-r--r-- | finance/quantlib/pkg-plist | 63 |
11 files changed, 77 insertions, 59 deletions
diff --git a/finance/gnucash/Makefile b/finance/gnucash/Makefile index ceedf0995283..e20659467bc1 100644 --- a/finance/gnucash/Makefile +++ b/finance/gnucash/Makefile @@ -3,6 +3,9 @@ PORTVERSION= 5.11 CATEGORIES= finance gnome MASTER_SITES= SF/${PORTNAME}/${PORTNAME}%20%28stable%29/${PORTVERSION} +PATCH_SITES= https://github.com/${PORTNAME}/${PORTNAME}/commit/ +PATCHFILES= 940085a0.patch:-p1 99f86d31.patch:-p1 e00eade7.patch:-p1 + MAINTAINER= madpilot@FreeBSD.org COMMENT= Quicken-like money and finance manager WWW= https://www.gnucash.org/ diff --git a/finance/gnucash/distinfo b/finance/gnucash/distinfo index beb2a951f061..2df1b5ffc1c2 100644 --- a/finance/gnucash/distinfo +++ b/finance/gnucash/distinfo @@ -1,3 +1,9 @@ -TIMESTAMP = 1743407581 +TIMESTAMP = 1747070238 SHA256 (gnucash-5.11.tar.bz2) = 6ba42313aaaa99b5f07ff6e4dbc58b33fbf5f4be6e911376701d65c26fd4debe SIZE (gnucash-5.11.tar.bz2) = 15165344 +SHA256 (940085a0.patch) = e1d83adac44b1f02f643561e2722771c52857b0c89c0fdb209e5d93f9e072575 +SIZE (940085a0.patch) = 734 +SHA256 (99f86d31.patch) = 6cc114a7cc27a8bd57c742260ea1877f22e95d74dc1e636db39bf0aee61562f8 +SIZE (99f86d31.patch) = 2072 +SHA256 (e00eade7.patch) = d74fc4d681e9d88e2ae48d6500962331c2589415fe6de0263803751a2a3bafb6 +SIZE (e00eade7.patch) = 947 diff --git a/finance/p5-Finance-Quote/Makefile b/finance/p5-Finance-Quote/Makefile index 566175efa20d..72728c11e7fa 100644 --- a/finance/p5-Finance-Quote/Makefile +++ b/finance/p5-Finance-Quote/Makefile @@ -1,5 +1,5 @@ PORTNAME= Finance-Quote -PORTVERSION= 1.64 +PORTVERSION= 1.65 CATEGORIES= finance perl5 MASTER_SITES= CPAN PKGNAMEPREFIX= p5- @@ -12,8 +12,7 @@ LICENSE= GPLv2 LICENSE_FILE= ${WRKSRC}/LICENSE BUILD_DEPENDS= ${RUN_DEPENDS} -RUN_DEPENDS= p5-DateTime>=0:devel/p5-DateTime \ - p5-DateTime-Format-Strptime>=0:devel/p5-DateTime-Format-Strptime \ +RUN_DEPENDS= p5-DateTime-Format-Strptime>=0:devel/p5-DateTime-Format-Strptime \ p5-HTML-Parser>=0:www/p5-HTML-Parser \ p5-HTML-TableExtract>=0:www/p5-HTML-TableExtract \ p5-HTML-Tree>=0:www/p5-HTML-Tree \ @@ -29,6 +28,7 @@ RUN_DEPENDS= p5-DateTime>=0:devel/p5-DateTime \ p5-Spreadsheet-XLSX>=0:textproc/p5-Spreadsheet-XLSX \ p5-String-Util>=0:textproc/p5-String-Util \ p5-Text-Template>=0:textproc/p5-Text-Template \ + p5-TimeDate>=0:devel/p5-TimeDate \ p5-Try-Tiny>=0:lang/p5-Try-Tiny \ p5-URI>=3.31:net/p5-URI \ p5-Web-Scraper>=0:www/p5-Web-Scraper \ @@ -37,6 +37,7 @@ RUN_DEPENDS= p5-DateTime>=0:devel/p5-DateTime \ TEST_DEPENDS= p5-Date-Manip>=0:devel/p5-Date-Manip \ p5-Date-Range>=0:devel/p5-Date-Range \ p5-Date-Simple>=0:devel/p5-Date-Simple \ + p5-DateTime>=0:devel/p5-DateTime \ \ p5-DateTime-Format-ISO8601>=0:devel/p5-DateTime-Format-ISO8601 \ p5-Module-CPANTS-Analyse>=0:devel/p5-Module-CPANTS-Analyse \ p5-Test-Kwalitee>=0:devel/p5-Test-Kwalitee \ diff --git a/finance/p5-Finance-Quote/distinfo b/finance/p5-Finance-Quote/distinfo index b0934212547c..d3784c3f2ec1 100644 --- a/finance/p5-Finance-Quote/distinfo +++ b/finance/p5-Finance-Quote/distinfo @@ -1,3 +1,3 @@ -TIMESTAMP = 1734888120 -SHA256 (Finance-Quote-1.64.tar.gz) = 05807c94415a912ce56e22781517138effce76839a8f82ed38bb31c4068e5c1b -SIZE (Finance-Quote-1.64.tar.gz) = 271090 +TIMESTAMP = 1745936092 +SHA256 (Finance-Quote-1.65.tar.gz) = 0b7a4965a2c9ad6fa7c036b09681c7b445b20758faa98367b26659cf62fe0318 +SIZE (Finance-Quote-1.65.tar.gz) = 272395 diff --git a/finance/p5-Finance-Quote/pkg-plist b/finance/p5-Finance-Quote/pkg-plist index 2f3e48160a9b..7d2bd956d53f 100644 --- a/finance/p5-Finance-Quote/pkg-plist +++ b/finance/p5-Finance-Quote/pkg-plist @@ -19,7 +19,6 @@ %%SITE_PERL%%/Finance/Quote/CurrencyRates/Fixer.pm %%SITE_PERL%%/Finance/Quote/CurrencyRates/OpenExchange.pm %%SITE_PERL%%/Finance/Quote/CurrencyRates/YahooJSON.pm -%%SITE_PERL%%/Finance/Quote/DWS.pm %%SITE_PERL%%/Finance/Quote/Deka.pm %%SITE_PERL%%/Finance/Quote/FTfunds.pm %%SITE_PERL%%/Finance/Quote/FinanceAPI.pm @@ -31,7 +30,6 @@ %%SITE_PERL%%/Finance/Quote/HU.pm %%SITE_PERL%%/Finance/Quote/IndiaMutual.pm %%SITE_PERL%%/Finance/Quote/MarketWatch.pm -%%SITE_PERL%%/Finance/Quote/MorningstarAU.pm %%SITE_PERL%%/Finance/Quote/MorningstarCH.pm %%SITE_PERL%%/Finance/Quote/MorningstarJP.pm %%SITE_PERL%%/Finance/Quote/MorningstarUK.pm @@ -79,7 +77,6 @@ %%PERL5_MAN3%%/Finance::Quote::CurrencyRates::Fixer.3.gz %%PERL5_MAN3%%/Finance::Quote::CurrencyRates::OpenExchange.3.gz %%PERL5_MAN3%%/Finance::Quote::CurrencyRates::YahooJSON.3.gz -%%PERL5_MAN3%%/Finance::Quote::DWS.3.gz %%PERL5_MAN3%%/Finance::Quote::Deka.3.gz %%PERL5_MAN3%%/Finance::Quote::FTfunds.3.gz %%PERL5_MAN3%%/Finance::Quote::FinanceAPI.3.gz @@ -91,7 +88,6 @@ %%PERL5_MAN3%%/Finance::Quote::HU.3.gz %%PERL5_MAN3%%/Finance::Quote::IndiaMutual.3.gz %%PERL5_MAN3%%/Finance::Quote::MarketWatch.3.gz -%%PERL5_MAN3%%/Finance::Quote::MorningstarAU.3.gz %%PERL5_MAN3%%/Finance::Quote::MorningstarCH.3.gz %%PERL5_MAN3%%/Finance::Quote::MorningstarJP.3.gz %%PERL5_MAN3%%/Finance::Quote::MorningstarUK.3.gz diff --git a/finance/py-yfinance/Makefile b/finance/py-yfinance/Makefile index 7400cffcefaf..e8937ac9e6c5 100644 --- a/finance/py-yfinance/Makefile +++ b/finance/py-yfinance/Makefile @@ -1,5 +1,5 @@ PORTNAME= yfinance -PORTVERSION= 0.2.55 +PORTVERSION= 0.2.57 CATEGORIES= finance python MASTER_SITES= PYPI PKGNAMEPREFIX= ${PYTHON_PKGNAMEPREFIX} diff --git a/finance/py-yfinance/distinfo b/finance/py-yfinance/distinfo index e99ac1428108..6ac7d70f7bb7 100644 --- a/finance/py-yfinance/distinfo +++ b/finance/py-yfinance/distinfo @@ -1,3 +1,3 @@ -TIMESTAMP = 1744289014 -SHA256 (yfinance-0.2.55.tar.gz) = a17f62874b12a2e52f66a220033f34b066584db210aa9da88a7add84f4b312ed -SIZE (yfinance-0.2.55.tar.gz) = 119440 +TIMESTAMP = 1745936194 +SHA256 (yfinance-0.2.57.tar.gz) = 7b16349a97b1148d4611d24bcaab45ccb643144001b51ecb093607950264f3b1 +SIZE (yfinance-0.2.57.tar.gz) = 123042 diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile index 05b38ef67e9c..b96428eaacba 100644 --- a/finance/quantlib/Makefile +++ b/finance/quantlib/Makefile @@ -1,8 +1,7 @@ PORTNAME= quantlib -PORTVERSION= 1.32 -PORTREVISION= 6 +PORTVERSION= 1.38 CATEGORIES= finance math devel -MASTER_SITES= http://github.com/lballabio/QuantLib/releases/download/v${PORTVERSION}/ +MASTER_SITES= https://github.com/lballabio/QuantLib/releases/download/v${PORTVERSION}/ DISTNAME= QuantLib-${PORTVERSION} MAINTAINER= ports@virtual-estates.net @@ -12,7 +11,7 @@ WWW= https://www.quantlib.org/ LICENSE= BSD3CLAUSE LICENSE_FILE= ${WRKSRC}/LICENSE.TXT -LIB_DEPENDS= libboost_system.so:devel/boost-libs +BUILD_DEPENDS= ${LOCALBASE}/include/boost/numeric/ublas/matrix.hpp:devel/boost-libs USES= compiler:c++17-lang libtool USE_LDCONFIG= yes @@ -25,29 +24,34 @@ TEST_ARGS+= -j1 # Tests use OpenMP - do not parallelize them TEST_ENV+= OMP_NUM_THREADS=${MAKE_JOBS_NUMBER} OPTIONS_SUB= please -OPTIONS_DEFAULT=OPENMP EXAMPLES BENCHMARK +OPTIONS_DEFAULT=OPENMP EXAMPLES BENCHMARK THREAD_SAFE_OBSERVER_PATTERN OPTIONS_DEFINE= TRACING INDEXED_COUPONS OPTIONS_DEFINE+=EXTRA_SAFETY_CHECKS SESSIONS INTRADAY -OPTIONS_DEFINE+=THREAD_SAFE_OBSERVER_PATTERN OPTIONS_DEFINE+=THREAD_SAFE_SINGLETON_INIT +OPTIONS_DEFINE+=THROWING_IN_CYCLES OPTIONS_DEFINE+=${OPTIONS_DEFAULT} BENCHMARK_DESC= Install benchmark (it is always built) EXTRA_SAFETY_CHECKS_DESC=Trade performance for run-time checks INDEXED_COUPONS_DESC= Use indexed rather than par coupons -INTRADAY_DESC= Time precision of msecs, instead of days +INTRADAY_DESC= Time precision of usecs, instead of days TRACING_DESC= Trade performance for more detailed errors -SESSIONS_DESC= See help +SESSIONS_DESC= See help (F1) +THREAD_SAFE_OBSERVER_PATTERN_DESC=See help (F1) +THREAD_SAFE_SINGLETON_INIT_DESC=See help (F1) +THROWING_IN_CYCLES_DESC= See help (F1) EXAMPLES_CONFIGURE_WITH=lispdir=${EXAMPLESDIR} CONFIGURE_ARGS+= --disable-unity-build CONFIGURE_ARGS+= --enable-parallel-unit-test-runner +CONFIGURE_ARGS+= --enable-null-as-functions CONFIGURE_ARGS+= --with-boost-include=${LOCALBASE}/include CONFIGURE_ARGS+= --with-boost-lib=${LOCALBASE}/lib CONFIGURE_ARGS+= --enable-std-any CONFIGURE_ARGS+= --enable-std-classes # Prefer C++11 to Boost CONFIGURE_ARGS+= --enable-std-optional +CONFIGURE_ARGS+= --enable-std-pointers CONFIGURE_ARGS+= --enable-test-suite .for o in ${OPTIONS_DEFINE} diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo index 2c8e191267d0..98fd96059a87 100644 --- a/finance/quantlib/distinfo +++ b/finance/quantlib/distinfo @@ -1,3 +1,3 @@ -TIMESTAMP = 1699913555 -SHA256 (QuantLib-1.32.tar.gz) = ef2d374ef8c320572dd4b32946da368b2dcdac41e2b87e3e9538a894efe5a6ca -SIZE (QuantLib-1.32.tar.gz) = 9399084 +TIMESTAMP = 1745616980 +SHA256 (QuantLib-1.38.tar.gz) = 7280ffd0b81901f8a9eb43bb4229e4de78384fc8bb2d9dcfb5aa8cf8b257b439 +SIZE (QuantLib-1.38.tar.gz) = 9434206 diff --git a/finance/quantlib/pkg-help b/finance/quantlib/pkg-help index 6a9dd0b8bd46..1edc2357c693 100644 --- a/finance/quantlib/pkg-help +++ b/finance/quantlib/pkg-help @@ -26,10 +26,13 @@ If enabled, singleton initialization will be thread-safe. This requires Boost 1.58 or later and is not supported when sessions are enabled. - --enable-parallel-unit-test-runner - If enabled, a parallel unit test runner is used to - execute the C++ test suite. This will reduce the - runtime on multi core CPUs. + --enable-throwing-in-cycles + If enabled, lazy objects will raise an exception + when they detect a notification cycle which would + result in an infinite recursion loop. If disabled + (the default), they will break the recursion without + throwing. Enabling this option is recommended but + might cause existing code to throw. --enable-examples If enabled, examples are built and installed when "make" and "make install" are invoked. If disabled (the default) they are built but not installed. diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist index 950f5cdb0e4d..3e3f205b8fa1 100644 --- a/finance/quantlib/pkg-plist +++ b/finance/quantlib/pkg-plist @@ -48,7 +48,9 @@ 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 @@ -75,10 +77,6 @@ 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 @@ -185,38 +183,28 @@ include/ql/experimental/credit/recoveryratequote.hpp include/ql/experimental/credit/recursivelossmodel.hpp include/ql/experimental/credit/riskyassetswap.hpp include/ql/experimental/credit/riskyassetswapoption.hpp -include/ql/experimental/credit/riskybond.hpp include/ql/experimental/credit/saddlepointlossmodel.hpp include/ql/experimental/credit/spotlosslatentmodel.hpp include/ql/experimental/credit/spreadedhazardratecurve.hpp include/ql/experimental/credit/syntheticcdo.hpp include/ql/experimental/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 @@ -319,7 +307,6 @@ include/ql/experimental/swaptions/irregularswaption.hpp include/ql/experimental/termstructures/all.hpp include/ql/experimental/termstructures/basisswapratehelpers.hpp include/ql/experimental/termstructures/crosscurrencyratehelpers.hpp -include/ql/experimental/termstructures/multicurvesensitivities.hpp include/ql/experimental/variancegamma/all.hpp include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp include/ql/experimental/variancegamma/fftengine.hpp @@ -348,7 +335,6 @@ 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 @@ -381,6 +367,7 @@ 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 @@ -467,10 +454,10 @@ 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 -include/ql/instruments/margrabeoption.hpp include/ql/instruments/makecapfloor.hpp include/ql/instruments/makecds.hpp include/ql/instruments/makecms.hpp @@ -478,12 +465,14 @@ 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/quantobarrieroption.hpp include/ql/instruments/quantoforwardvanillaoption.hpp @@ -494,11 +483,14 @@ 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 @@ -542,7 +534,6 @@ include/ql/math/copulas/marshallolkincopula.hpp include/ql/math/copulas/maxcopula.hpp include/ql/math/copulas/mincopula.hpp include/ql/math/copulas/plackettcopula.hpp -include/ql/math/curve.hpp include/ql/math/distributions/all.hpp include/ql/math/distributions/binomialdistribution.hpp include/ql/math/distributions/bivariatenormaldistribution.hpp @@ -553,6 +544,7 @@ include/ql/math/distributions/normaldistribution.hpp 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 @@ -561,6 +553,7 @@ 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 @@ -598,7 +591,6 @@ include/ql/math/interpolations/multicubicspline.hpp 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 @@ -609,6 +601,7 @@ 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 @@ -649,6 +642,7 @@ 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 @@ -669,6 +663,7 @@ 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 @@ -678,6 +673,7 @@ 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 @@ -743,6 +739,7 @@ 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 @@ -755,7 +752,6 @@ include/ql/methods/finitedifferences/operatortraits.hpp 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 @@ -767,7 +763,6 @@ 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/schemes/trbdf2scheme.hpp -include/ql/methods/finitedifferences/shoutcondition.hpp include/ql/methods/finitedifferences/solvers/all.hpp include/ql/methods/finitedifferences/solvers/fdm1dimsolver.hpp include/ql/methods/finitedifferences/solvers/fdm2dblackscholessolver.hpp @@ -892,7 +887,6 @@ 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/duffsdeviceinnerproduct.hpp include/ql/models/marketmodels/evolutiondescription.hpp include/ql/models/marketmodels/evolver.hpp include/ql/models/marketmodels/evolvers/all.hpp @@ -1010,7 +1004,6 @@ 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 @@ -1027,6 +1020,8 @@ 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_heston.hpp include/ql/pricingengines/asian/mc_discr_arith_av_price.hpp @@ -1040,6 +1035,8 @@ 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/analytictwoassetbarrierengine.hpp include/ql/pricingengines/barrier/binomialbarrierengine.hpp include/ql/pricingengines/barrier/discretizedbarrieroption.hpp include/ql/pricingengines/barrier/fdblackscholesbarrierengine.hpp @@ -1049,11 +1046,19 @@ 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/blackformula.hpp include/ql/pricingengines/blackscholescalculator.hpp @@ -1084,7 +1089,10 @@ 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 @@ -1137,6 +1145,7 @@ 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 @@ -1150,14 +1159,11 @@ include/ql/pricingengines/vanilla/fdblackscholesshoutengine.hpp include/ql/pricingengines/vanilla/fdblackscholesvanillaengine.hpp include/ql/pricingengines/vanilla/fdcevvanillaengine.hpp include/ql/pricingengines/vanilla/fdcirvanillaengine.hpp -include/ql/pricingengines/vanilla/fdconditions.hpp -include/ql/pricingengines/vanilla/fddividendengine.hpp include/ql/pricingengines/vanilla/fdhestonhullwhitevanillaengine.hpp include/ql/pricingengines/vanilla/fdhestonvanillaengine.hpp include/ql/pricingengines/vanilla/fdmultiperiodengine.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 @@ -1228,6 +1234,7 @@ 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 @@ -1301,8 +1308,6 @@ 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 @@ -1313,7 +1318,6 @@ include/ql/termstructures/yield/bondhelpers.hpp 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 @@ -1324,6 +1328,7 @@ 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/piecewiseyieldcurve.hpp include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp include/ql/termstructures/yield/quantotermstructure.hpp |