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CVS commit: pkgsrc/finance/QuantLib
Module Name: pkgsrc
Committed By: minskim
Date: Mon May 14 00:06:44 UTC 2018
Added Files:
pkgsrc/finance/QuantLib: DESCR Makefile PLIST buildlink3.mk distinfo
pkgsrc/finance/QuantLib/patches: patch-CMakeLists.txt
patch-ql_CMakeLists.txt
Log Message:
finance/QuantLib: Import version 1.12.1
The QuantLib project is aimed at providing a comprehensive software
framework for quantitative finance. QuantLib is a free/open-source
library for modeling, trading, and risk management in real-life.
QuantLib is written in C++ with a clean object model, and is then
exported to different languages such as C#, Objective Caml, Java,
Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is also
available. The reposit project facilitates deployment of object
libraries to end user platforms and is used to generate QuantLibXL, an
Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for other
platforms such as LibreOffice Calc. Bindings to other languages and
porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica,
COM/CORBA/SOAP architectures, FpML, are under consideration.
To generate a diff of this commit:
cvs rdiff -u -r0 -r1.1 pkgsrc/finance/QuantLib/DESCR \
pkgsrc/finance/QuantLib/Makefile pkgsrc/finance/QuantLib/PLIST \
pkgsrc/finance/QuantLib/buildlink3.mk pkgsrc/finance/QuantLib/distinfo
cvs rdiff -u -r0 -r1.1 pkgsrc/finance/QuantLib/patches/patch-CMakeLists.txt \
pkgsrc/finance/QuantLib/patches/patch-ql_CMakeLists.txt
Please note that diffs are not public domain; they are subject to the
copyright notices on the relevant files.
Added files:
Index: pkgsrc/finance/QuantLib/DESCR
diff -u /dev/null pkgsrc/finance/QuantLib/DESCR:1.1
--- /dev/null Mon May 14 00:06:44 2018
+++ pkgsrc/finance/QuantLib/DESCR Mon May 14 00:06:44 2018
@@ -0,0 +1,13 @@
+The QuantLib project is aimed at providing a comprehensive software
+framework for quantitative finance. QuantLib is a free/open-source
+library for modeling, trading, and risk management in real-life.
+
+QuantLib is written in C++ with a clean object model, and is then
+exported to different languages such as C#, Objective Caml, Java,
+Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is also
+available. The reposit project facilitates deployment of object
+libraries to end user platforms and is used to generate QuantLibXL, an
+Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for other
+platforms such as LibreOffice Calc. Bindings to other languages and
+porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica,
+COM/CORBA/SOAP architectures, FpML, are under consideration.
Index: pkgsrc/finance/QuantLib/Makefile
diff -u /dev/null pkgsrc/finance/QuantLib/Makefile:1.1
--- /dev/null Mon May 14 00:06:44 2018
+++ pkgsrc/finance/QuantLib/Makefile Mon May 14 00:06:44 2018
@@ -0,0 +1,28 @@
+# $NetBSD: Makefile,v 1.1 2018/05/14 00:06:44 minskim Exp $
+
+DISTNAME= QuantLib-1.12.1
+CATEGORIES= finance
+MASTER_SITES= ${MASTER_SITE_GITHUB:=lballabio/}
+GITHUB_TAG= ${PKGBASE}-v${PKGVERSION_NOREV}
+
+MAINTAINER= minskim%NetBSD.org@localhost
+HOMEPAGE= http://quantlib.org/
+COMMENT= C++ library for quantitative finance
+LICENSE= modified-bsd
+
+USE_CMAKE= yes
+USE_LANGUAGES= c c++
+
+GCC_REQD+= 4.8
+TOOLS_DEPENDS.cmake= cmake>=3.0:../../devel/cmake
+
+SUBST_CLASSES+= sover
+SUBST_STAGE.sover= pre-configure
+SUBST_MESSAGE.sover= Set the shared library version.
+SUBST_FILES.sover= CMakeLists.txt
+SUBST_SED.sover= -e 's,@PKGVERSION@,${PKGVERSION_NOREV},g'
+
+.include "../../devel/boost-headers/buildlink3.mk"
+BUILDLINK_DEPMETHOD.boost-libs= build
+.include "../../devel/boost-libs/buildlink3.mk"
+.include "../../mk/bsd.pkg.mk"
Index: pkgsrc/finance/QuantLib/PLIST
diff -u /dev/null pkgsrc/finance/QuantLib/PLIST:1.1
--- /dev/null Mon May 14 00:06:44 2018
+++ pkgsrc/finance/QuantLib/PLIST Mon May 14 00:06:44 2018
@@ -0,0 +1,1317 @@
+@comment $NetBSD: PLIST,v 1.1 2018/05/14 00:06:44 minskim Exp $
+include/ql/auto_link.hpp
+include/ql/cashflow.hpp
+include/ql/cashflows/all.hpp
+include/ql/cashflows/averagebmacoupon.hpp
+include/ql/cashflows/capflooredcoupon.hpp
+include/ql/cashflows/capflooredinflationcoupon.hpp
+include/ql/cashflows/cashflows.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/cpicoupon.hpp
+include/ql/cashflows/cpicouponpricer.hpp
+include/ql/cashflows/digitalcmscoupon.hpp
+include/ql/cashflows/digitalcoupon.hpp
+include/ql/cashflows/digitaliborcoupon.hpp
+include/ql/cashflows/dividend.hpp
+include/ql/cashflows/duration.hpp
+include/ql/cashflows/fixedratecoupon.hpp
+include/ql/cashflows/floatingratecoupon.hpp
+include/ql/cashflows/iborcoupon.hpp
+include/ql/cashflows/indexedcashflow.hpp
+include/ql/cashflows/inflationcoupon.hpp
+include/ql/cashflows/inflationcouponpricer.hpp
+include/ql/cashflows/lineartsrpricer.hpp
+include/ql/cashflows/overnightindexedcoupon.hpp
+include/ql/cashflows/rangeaccrual.hpp
+include/ql/cashflows/replication.hpp
+include/ql/cashflows/simplecashflow.hpp
+include/ql/cashflows/timebasket.hpp
+include/ql/cashflows/yoyinflationcoupon.hpp
+include/ql/compounding.hpp
+include/ql/config.ansi.hpp
+include/ql/config.hpp
+include/ql/config.mingw.hpp
+include/ql/config.msvc.hpp
+include/ql/config.sun.hpp
+include/ql/currencies/africa.hpp
+include/ql/currencies/all.hpp
+include/ql/currencies/america.hpp
+include/ql/currencies/asia.hpp
+include/ql/currencies/crypto.hpp
+include/ql/currencies/europe.hpp
+include/ql/currencies/exchangeratemanager.hpp
+include/ql/currencies/oceania.hpp
+include/ql/currency.hpp
+include/ql/default.hpp
+include/ql/discretizedasset.hpp
+include/ql/errors.hpp
+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/averageois/all.hpp
+include/ql/experimental/averageois/arithmeticaverageois.hpp
+include/ql/experimental/averageois/arithmeticoisratehelper.hpp
+include/ql/experimental/averageois/averageoiscouponpricer.hpp
+include/ql/experimental/averageois/makearithmeticaverageois.hpp
+include/ql/experimental/barrieroption/all.hpp
+include/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.hpp
+include/ql/experimental/barrieroption/analyticdoublebarrierengine.hpp
+include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
+include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
+include/ql/experimental/barrieroption/doublebarrieroption.hpp
+include/ql/experimental/barrieroption/doublebarriertype.hpp
+include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
+include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
+include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
+include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
+include/ql/experimental/barrieroption/vannavolgainterpolation.hpp
+include/ql/experimental/barrieroption/wulinyongdoublebarrierengine.hpp
+include/ql/experimental/callablebonds/all.hpp
+include/ql/experimental/callablebonds/blackcallablebondengine.hpp
+include/ql/experimental/callablebonds/callablebond.hpp
+include/ql/experimental/callablebonds/callablebondconstantvol.hpp
+include/ql/experimental/callablebonds/callablebondvolstructure.hpp
+include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
+include/ql/experimental/callablebonds/treecallablebondengine.hpp
+include/ql/experimental/catbonds/all.hpp
+include/ql/experimental/catbonds/catbond.hpp
+include/ql/experimental/catbonds/catrisk.hpp
+include/ql/experimental/catbonds/montecarlocatbondengine.hpp
+include/ql/experimental/catbonds/riskynotional.hpp
+include/ql/experimental/commodities/all.hpp
+include/ql/experimental/commodities/commodity.hpp
+include/ql/experimental/commodities/commoditycashflow.hpp
+include/ql/experimental/commodities/commoditycurve.hpp
+include/ql/experimental/commodities/commodityindex.hpp
+include/ql/experimental/commodities/commoditypricinghelpers.hpp
+include/ql/experimental/commodities/commoditysettings.hpp
+include/ql/experimental/commodities/commoditytype.hpp
+include/ql/experimental/commodities/commodityunitcost.hpp
+include/ql/experimental/commodities/dateinterval.hpp
+include/ql/experimental/commodities/energybasisswap.hpp
+include/ql/experimental/commodities/energycommodity.hpp
+include/ql/experimental/commodities/energyfuture.hpp
+include/ql/experimental/commodities/energyswap.hpp
+include/ql/experimental/commodities/energyvanillaswap.hpp
+include/ql/experimental/commodities/exchangecontract.hpp
+include/ql/experimental/commodities/paymentterm.hpp
+include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
+include/ql/experimental/commodities/pricingperiod.hpp
+include/ql/experimental/commodities/quantity.hpp
+include/ql/experimental/commodities/unitofmeasure.hpp
+include/ql/experimental/commodities/unitofmeasureconversion.hpp
+include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
+include/ql/experimental/convertiblebonds/all.hpp
+include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp
+include/ql/experimental/convertiblebonds/convertiblebond.hpp
+include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
+include/ql/experimental/convertiblebonds/tflattice.hpp
+include/ql/experimental/coupons/all.hpp
+include/ql/experimental/coupons/cmsspreadcoupon.hpp
+include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp
+include/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
+include/ql/experimental/coupons/proxyibor.hpp
+include/ql/experimental/coupons/quantocouponpricer.hpp
+include/ql/experimental/coupons/strippedcapflooredcoupon.hpp
+include/ql/experimental/coupons/subperiodcoupons.hpp
+include/ql/experimental/coupons/swapspreadindex.hpp
+include/ql/experimental/credit/all.hpp
+include/ql/experimental/credit/basecorrelationlossmodel.hpp
+include/ql/experimental/credit/basecorrelationstructure.hpp
+include/ql/experimental/credit/basket.hpp
+include/ql/experimental/credit/binomiallossmodel.hpp
+include/ql/experimental/credit/blackcdsoptionengine.hpp
+include/ql/experimental/credit/cdo.hpp
+include/ql/experimental/credit/cdsoption.hpp
+include/ql/experimental/credit/constantlosslatentmodel.hpp
+include/ql/experimental/credit/correlationstructure.hpp
+include/ql/experimental/credit/defaultevent.hpp
+include/ql/experimental/credit/defaultlossmodel.hpp
+include/ql/experimental/credit/defaultprobabilitykey.hpp
+include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp
+include/ql/experimental/credit/defaulttype.hpp
+include/ql/experimental/credit/distribution.hpp
+include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
+include/ql/experimental/credit/gaussianlhplossmodel.hpp
+include/ql/experimental/credit/homogeneouspooldef.hpp
+include/ql/experimental/credit/inhomogeneouspooldef.hpp
+include/ql/experimental/credit/integralcdoengine.hpp
+include/ql/experimental/credit/integralntdengine.hpp
+include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
+include/ql/experimental/credit/issuer.hpp
+include/ql/experimental/credit/loss.hpp
+include/ql/experimental/credit/lossdistribution.hpp
+include/ql/experimental/credit/midpointcdoengine.hpp
+include/ql/experimental/credit/nthtodefault.hpp
+include/ql/experimental/credit/onefactoraffinesurvival.hpp
+include/ql/experimental/credit/onefactorcopula.hpp
+include/ql/experimental/credit/onefactorgaussiancopula.hpp
+include/ql/experimental/credit/onefactorstudentcopula.hpp
+include/ql/experimental/credit/pool.hpp
+include/ql/experimental/credit/randomdefaultlatentmodel.hpp
+include/ql/experimental/credit/randomdefaultmodel.hpp
+include/ql/experimental/credit/randomlosslatentmodel.hpp
+include/ql/experimental/credit/recoveryratemodel.hpp
+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
+include/ql/experimental/exoticoptions/writerextensibleoption.hpp
+include/ql/experimental/finitedifferences/all.hpp
+include/ql/experimental/finitedifferences/bsmrndcalculator.hpp
+include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp
+include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp
+include/ql/experimental/finitedifferences/fdhestondoublebarrierengine.hpp
+include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp
+include/ql/experimental/finitedifferences/fdmblackscholesfwdop.hpp
+include/ql/experimental/finitedifferences/fdmdupire1dop.hpp
+include/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
+include/ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp
+include/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
+include/ql/experimental/finitedifferences/fdmextoujumpop.hpp
+include/ql/experimental/finitedifferences/fdmextoujumpsolver.hpp
+include/ql/experimental/finitedifferences/fdmhestonfwdop.hpp
+include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp
+include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
+include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
+include/ql/experimental/finitedifferences/fdmlocalvolfwdop.hpp
+include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp
+include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp
+include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp
+include/ql/experimental/finitedifferences/fdmsquarerootfwdop.hpp
+include/ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp
+include/ql/experimental/finitedifferences/fdmvppstepcondition.hpp
+include/ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp
+include/ql/experimental/finitedifferences/fdmzabrop.hpp
+include/ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp
+include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp
+include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
+include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp
+include/ql/experimental/finitedifferences/gbsmrndcalculator.hpp
+include/ql/experimental/finitedifferences/glued1dmesher.hpp
+include/ql/experimental/finitedifferences/hestonrndcalculator.hpp
+include/ql/experimental/finitedifferences/localvolrndcalculator.hpp
+include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp
+include/ql/experimental/finitedifferences/riskneutraldensitycalculator.hpp
+include/ql/experimental/finitedifferences/squarerootprocessrndcalculator.hpp
+include/ql/experimental/finitedifferences/vanillavppoption.hpp
+include/ql/experimental/fx/all.hpp
+include/ql/experimental/fx/blackdeltacalculator.hpp
+include/ql/experimental/fx/deltavolquote.hpp
+include/ql/experimental/inflation/all.hpp
+include/ql/experimental/inflation/cpicapfloorengines.hpp
+include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp
+include/ql/experimental/inflation/genericindexes.hpp
+include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
+include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
+include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
+include/ql/experimental/inflation/polynomial2Dspline.hpp
+include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
+include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
+include/ql/experimental/inflation/yoyoptionlethelpers.hpp
+include/ql/experimental/inflation/yoyoptionletstripper.hpp
+include/ql/experimental/lattices/all.hpp
+include/ql/experimental/lattices/extendedbinomialtree.hpp
+include/ql/experimental/math/all.hpp
+include/ql/experimental/math/claytoncopularng.hpp
+include/ql/experimental/math/convolvedstudentt.hpp
+include/ql/experimental/math/expm.hpp
+include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
+include/ql/experimental/math/fireflyalgorithm.hpp
+include/ql/experimental/math/frankcopularng.hpp
+include/ql/experimental/math/gaussiancopulapolicy.hpp
+include/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp
+include/ql/experimental/math/hybridsimulatedannealing.hpp
+include/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
+include/ql/experimental/math/isotropicrandomwalk.hpp
+include/ql/experimental/math/laplaceinterpolation.hpp
+include/ql/experimental/math/latentmodel.hpp
+include/ql/experimental/math/levyflightdistribution.hpp
+include/ql/experimental/math/moorepenroseinverse.hpp
+include/ql/experimental/math/multidimintegrator.hpp
+include/ql/experimental/math/multidimquadrature.hpp
+include/ql/experimental/math/numericaldifferentiation.hpp
+include/ql/experimental/math/particleswarmoptimization.hpp
+include/ql/experimental/math/piecewisefunction.hpp
+include/ql/experimental/math/piecewiseintegral.hpp
+include/ql/experimental/math/polarstudenttrng.hpp
+include/ql/experimental/math/tcopulapolicy.hpp
+include/ql/experimental/math/zigguratrng.hpp
+include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
+include/ql/experimental/mcbasket/all.hpp
+include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
+include/ql/experimental/mcbasket/mcamericanpathengine.hpp
+include/ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp
+include/ql/experimental/mcbasket/mcpathbasketengine.hpp
+include/ql/experimental/mcbasket/pathmultiassetoption.hpp
+include/ql/experimental/mcbasket/pathpayoff.hpp
+include/ql/experimental/models/all.hpp
+include/ql/experimental/models/hestonslvfdmmodel.hpp
+include/ql/experimental/models/hestonslvmcmodel.hpp
+include/ql/experimental/models/normalclvmodel.hpp
+include/ql/experimental/models/squarerootclvmodel.hpp
+include/ql/experimental/processes/all.hpp
+include/ql/experimental/processes/extendedblackscholesprocess.hpp
+include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
+include/ql/experimental/processes/extouwithjumpsprocess.hpp
+include/ql/experimental/processes/gemanroncoroniprocess.hpp
+include/ql/experimental/processes/hestonslvprocess.hpp
+include/ql/experimental/processes/klugeextouprocess.hpp
+include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
+include/ql/experimental/risk/all.hpp
+include/ql/experimental/risk/creditriskplus.hpp
+include/ql/experimental/risk/sensitivityanalysis.hpp
+include/ql/experimental/shortrate/all.hpp
+include/ql/experimental/shortrate/generalizedhullwhite.hpp
+include/ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp
+include/ql/experimental/swaptions/all.hpp
+include/ql/experimental/swaptions/haganirregularswaptionengine.hpp
+include/ql/experimental/swaptions/irregularswap.hpp
+include/ql/experimental/swaptions/irregularswaption.hpp
+include/ql/experimental/termstructures/all.hpp
+include/ql/experimental/termstructures/multicurvesensitivities.hpp
+include/ql/experimental/variancegamma/all.hpp
+include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
+include/ql/experimental/variancegamma/fftengine.hpp
+include/ql/experimental/variancegamma/fftvanillaengine.hpp
+include/ql/experimental/variancegamma/fftvariancegammaengine.hpp
+include/ql/experimental/variancegamma/variancegammamodel.hpp
+include/ql/experimental/variancegamma/variancegammaprocess.hpp
+include/ql/experimental/varianceoption/all.hpp
+include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
+include/ql/experimental/varianceoption/varianceoption.hpp
+include/ql/experimental/volatility/abcdatmvolcurve.hpp
+include/ql/experimental/volatility/all.hpp
+include/ql/experimental/volatility/blackatmvolcurve.hpp
+include/ql/experimental/volatility/blackvolsurface.hpp
+include/ql/experimental/volatility/equityfxvolsurface.hpp
+include/ql/experimental/volatility/extendedblackvariancecurve.hpp
+include/ql/experimental/volatility/extendedblackvariancesurface.hpp
+include/ql/experimental/volatility/interestratevolsurface.hpp
+include/ql/experimental/volatility/noarbsabr.hpp
+include/ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp
+include/ql/experimental/volatility/noarbsabrinterpolation.hpp
+include/ql/experimental/volatility/noarbsabrsmilesection.hpp
+include/ql/experimental/volatility/sabrvolsurface.hpp
+include/ql/experimental/volatility/sabrvoltermstructure.hpp
+include/ql/experimental/volatility/sviinterpolatedsmilesection.hpp
+include/ql/experimental/volatility/sviinterpolation.hpp
+include/ql/experimental/volatility/svismilesection.hpp
+include/ql/experimental/volatility/swaptionvolcube1a.hpp
+include/ql/experimental/volatility/volcube.hpp
+include/ql/experimental/volatility/zabr.hpp
+include/ql/experimental/volatility/zabrinterpolatedsmilesection.hpp
+include/ql/experimental/volatility/zabrinterpolation.hpp
+include/ql/experimental/volatility/zabrsmilesection.hpp
+include/ql/grid.hpp
+include/ql/handle.hpp
+include/ql/index.hpp
+include/ql/indexes/all.hpp
+include/ql/indexes/bmaindex.hpp
+include/ql/indexes/ibor/all.hpp
+include/ql/indexes/ibor/aonia.hpp
+include/ql/indexes/ibor/audlibor.hpp
+include/ql/indexes/ibor/bbsw.hpp
+include/ql/indexes/ibor/bkbm.hpp
+include/ql/indexes/ibor/cadlibor.hpp
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+include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
+include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
+include/ql/termstructures/volatility/optionlet/strippedoptionlet.hpp
+include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
+include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
+include/ql/termstructures/volatility/sabr.hpp
+include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
+include/ql/termstructures/volatility/sabrsmilesection.hpp
+include/ql/termstructures/volatility/smilesection.hpp
+include/ql/termstructures/volatility/smilesectionutils.hpp
+include/ql/termstructures/volatility/spreadedsmilesection.hpp
+include/ql/termstructures/volatility/swaption/all.hpp
+include/ql/termstructures/volatility/swaption/cmsmarket.hpp
+include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
+include/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
+include/ql/termstructures/volatility/swaption/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
+include/ql/termstructures/volatility/volatilitytype.hpp
+include/ql/termstructures/voltermstructure.hpp
+include/ql/termstructures/yield/all.hpp
+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
+include/ql/termstructures/yield/forwardspreadedtermstructure.hpp
+include/ql/termstructures/yield/forwardstructure.hpp
+include/ql/termstructures/yield/impliedtermstructure.hpp
+include/ql/termstructures/yield/nonlinearfittingmethods.hpp
+include/ql/termstructures/yield/oisratehelper.hpp
+include/ql/termstructures/yield/piecewiseyieldcurve.hpp
+include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
+include/ql/termstructures/yield/quantotermstructure.hpp
+include/ql/termstructures/yield/ratehelpers.hpp
+include/ql/termstructures/yield/zerocurve.hpp
+include/ql/termstructures/yield/zerospreadedtermstructure.hpp
+include/ql/termstructures/yield/zeroyieldstructure.hpp
+include/ql/termstructures/yieldtermstructure.hpp
+include/ql/time/all.hpp
+include/ql/time/asx.hpp
+include/ql/time/businessdayconvention.hpp
+include/ql/time/calendar.hpp
+include/ql/time/calendars/all.hpp
+include/ql/time/calendars/argentina.hpp
+include/ql/time/calendars/australia.hpp
+include/ql/time/calendars/bespokecalendar.hpp
+include/ql/time/calendars/botswana.hpp
+include/ql/time/calendars/brazil.hpp
+include/ql/time/calendars/canada.hpp
+include/ql/time/calendars/china.hpp
+include/ql/time/calendars/czechrepublic.hpp
+include/ql/time/calendars/denmark.hpp
+include/ql/time/calendars/finland.hpp
+include/ql/time/calendars/germany.hpp
+include/ql/time/calendars/hongkong.hpp
+include/ql/time/calendars/hungary.hpp
+include/ql/time/calendars/iceland.hpp
+include/ql/time/calendars/india.hpp
+include/ql/time/calendars/indonesia.hpp
+include/ql/time/calendars/israel.hpp
+include/ql/time/calendars/italy.hpp
+include/ql/time/calendars/japan.hpp
+include/ql/time/calendars/jointcalendar.hpp
+include/ql/time/calendars/mexico.hpp
+include/ql/time/calendars/newzealand.hpp
+include/ql/time/calendars/norway.hpp
+include/ql/time/calendars/nullcalendar.hpp
+include/ql/time/calendars/poland.hpp
+include/ql/time/calendars/romania.hpp
+include/ql/time/calendars/russia.hpp
+include/ql/time/calendars/saudiarabia.hpp
+include/ql/time/calendars/singapore.hpp
+include/ql/time/calendars/slovakia.hpp
+include/ql/time/calendars/southafrica.hpp
+include/ql/time/calendars/southkorea.hpp
+include/ql/time/calendars/sweden.hpp
+include/ql/time/calendars/switzerland.hpp
+include/ql/time/calendars/taiwan.hpp
+include/ql/time/calendars/target.hpp
+include/ql/time/calendars/turkey.hpp
+include/ql/time/calendars/ukraine.hpp
+include/ql/time/calendars/unitedkingdom.hpp
+include/ql/time/calendars/unitedstates.hpp
+include/ql/time/calendars/weekendsonly.hpp
+include/ql/time/date.hpp
+include/ql/time/dategenerationrule.hpp
+include/ql/time/daycounter.hpp
+include/ql/time/daycounters/actual360.hpp
+include/ql/time/daycounters/actual365fixed.hpp
+include/ql/time/daycounters/actual365nl.hpp
+include/ql/time/daycounters/actualactual.hpp
+include/ql/time/daycounters/all.hpp
+include/ql/time/daycounters/business252.hpp
+include/ql/time/daycounters/one.hpp
+include/ql/time/daycounters/simpledaycounter.hpp
+include/ql/time/daycounters/thirty360.hpp
+include/ql/time/ecb.hpp
+include/ql/time/frequency.hpp
+include/ql/time/imm.hpp
+include/ql/time/period.hpp
+include/ql/time/schedule.hpp
+include/ql/time/timeunit.hpp
+include/ql/time/weekday.hpp
+include/ql/timegrid.hpp
+include/ql/timeseries.hpp
+include/ql/types.hpp
+include/ql/userconfig.hpp
+include/ql/utilities/all.hpp
+include/ql/utilities/clone.hpp
+include/ql/utilities/dataformatters.hpp
+include/ql/utilities/dataparsers.hpp
+include/ql/utilities/disposable.hpp
+include/ql/utilities/null.hpp
+include/ql/utilities/null_deleter.hpp
+include/ql/utilities/observablevalue.hpp
+include/ql/utilities/steppingiterator.hpp
+include/ql/utilities/tracing.hpp
+include/ql/utilities/vectors.hpp
+include/ql/version.hpp
+include/ql/volatilitymodel.hpp
+lib/libQuantLib.so
+lib/libQuantLib.so.1
+lib/libQuantLib.so.${PKGVERSION}
Index: pkgsrc/finance/QuantLib/buildlink3.mk
diff -u /dev/null pkgsrc/finance/QuantLib/buildlink3.mk:1.1
--- /dev/null Mon May 14 00:06:44 2018
+++ pkgsrc/finance/QuantLib/buildlink3.mk Mon May 14 00:06:44 2018
@@ -0,0 +1,14 @@
+# $NetBSD: buildlink3.mk,v 1.1 2018/05/14 00:06:44 minskim Exp $
+
+BUILDLINK_TREE+= QuantLib
+
+.if !defined(QUANTLIB_BUILDLINK3_MK)
+QUANTLIB_BUILDLINK3_MK:=
+
+BUILDLINK_API_DEPENDS.QuantLib+= QuantLib>=1.12.1
+BUILDLINK_PKGSRCDIR.QuantLib?= ../../finance/QuantLib
+
+.include "../../devel/boost-headers/buildlink3.mk"
+.endif # QUANTLIB_BUILDLINK3_MK
+
+BUILDLINK_TREE+= -QuantLib
Index: pkgsrc/finance/QuantLib/distinfo
diff -u /dev/null pkgsrc/finance/QuantLib/distinfo:1.1
--- /dev/null Mon May 14 00:06:44 2018
+++ pkgsrc/finance/QuantLib/distinfo Mon May 14 00:06:44 2018
@@ -0,0 +1,8 @@
+$NetBSD: distinfo,v 1.1 2018/05/14 00:06:44 minskim Exp $
+
+SHA1 (QuantLib-1.12.1.tar.gz) = 6f3d140cbcd5c6f646202e27952c2e182831eccf
+RMD160 (QuantLib-1.12.1.tar.gz) = aab4f527ab82fd959cb760934eb41257abaa2079
+SHA512 (QuantLib-1.12.1.tar.gz) = d30341bd53495ddf1b81a0a191659e48869e1feb4a0fda2205be7fb681eb206ba0aec88e87b31396795956c350589b301848fe0a2408592b90ff06173c20476b
+Size (QuantLib-1.12.1.tar.gz) = 7784161 bytes
+SHA1 (patch-CMakeLists.txt) = 75ba9b70a3c77996363b451554e6c30644710a07
+SHA1 (patch-ql_CMakeLists.txt) = 8c97fc4304ee9fb529b03e8351edca6d8eb2e405
Index: pkgsrc/finance/QuantLib/patches/patch-CMakeLists.txt
diff -u /dev/null pkgsrc/finance/QuantLib/patches/patch-CMakeLists.txt:1.1
--- /dev/null Mon May 14 00:06:44 2018
+++ pkgsrc/finance/QuantLib/patches/patch-CMakeLists.txt Mon May 14 00:06:44 2018
@@ -0,0 +1,15 @@
+$NetBSD: patch-CMakeLists.txt,v 1.1 2018/05/14 00:06:44 minskim Exp $
+
+Derive the library version from PKGVERSION.
+
+--- CMakeLists.txt.orig 2018-04-16 07:26:17.000000000 +0000
++++ CMakeLists.txt
+@@ -1,6 +1,6 @@
+-cmake_minimum_required()
++cmake_minimum_required(VERSION 3.0)
+
+-project(QuantLib)
++project(QuantLib VERSION @PKGVERSION@)
+
+ include(${CMAKE_CURRENT_LIST_DIR}/cmake/quantlib.cmake)
+
Index: pkgsrc/finance/QuantLib/patches/patch-ql_CMakeLists.txt
diff -u /dev/null pkgsrc/finance/QuantLib/patches/patch-ql_CMakeLists.txt:1.1
--- /dev/null Mon May 14 00:06:44 2018
+++ pkgsrc/finance/QuantLib/patches/patch-ql_CMakeLists.txt Mon May 14 00:06:44 2018
@@ -0,0 +1,23 @@
+$NetBSD: patch-ql_CMakeLists.txt,v 1.1 2018/05/14 00:06:44 minskim Exp $
+
+- Set the shared library version.
+- Prevent the build directory itself from being copied to DESTINATION.
+
+--- ql/CMakeLists.txt.orig 2018-04-16 07:26:17.000000000 +0000
++++ ql/CMakeLists.txt
+@@ -13,11 +13,14 @@ if(WIN32)
+ else()
+ add_library(${QL_OUTPUT_NAME} ${QUANTLIB_FILES})
+ endif()
++set_target_properties(${QL_OUTPUT_NAME} PROPERTIES VERSION ${PROJECT_VERSION})
++set_target_properties(${QL_OUTPUT_NAME} PROPERTIES SOVERSION ${PROJECT_VERSION_MAJOR})
+ set(QL_LINK_LIBRARY ${QL_OUTPUT_NAME} PARENT_SCOPE)
+
+
+ install(DIRECTORY . DESTINATION include/ql
+- FILES_MATCHING PATTERN "*.hpp" PATTERN "*.h")
++ FILES_MATCHING PATTERN "*.hpp" PATTERN "*.h"
++ PATTERN "CMakeFiles" EXCLUDE)
+
+ install(TARGETS ${QL_OUTPUT_NAME}
+ ARCHIVE DESTINATION lib
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