Date: Fri, 7 Feb 2003 23:30:36 +0900 From: KATO Tsuguru <tkato@prontomail.com> To: FreeBSD-gnats-submit@FreeBSD.org Subject: ports/48041: Update port: misc/quantlib to 0.3.1 Message-ID: <20030207233036.59ca0051.tkato@prontomail.com>
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>Number: 48041
>Category: ports
>Synopsis: Update port: misc/quantlib to 0.3.1
>Confidential: no
>Severity: non-critical
>Priority: low
>Responsible: freebsd-ports-bugs
>State: open
>Quarter:
>Keywords:
>Date-Required:
>Class: change-request
>Submitter-Id: current-users
>Arrival-Date: Fri Feb 07 06:40:02 PST 2003
>Closed-Date:
>Last-Modified:
>Originator: KATO Tsuguru
>Release: FreeBSD 4.7-RELEASE-p3 i386
>Organization:
>Environment:
>Description:
- Update to version 0.3.1
>How-To-Repeat:
>Fix:
diff -urN /usr/ports/misc/quantlib/Makefile misc/quantlib/Makefile
--- /usr/ports/misc/quantlib/Makefile Mon Nov 11 19:00:32 2002
+++ misc/quantlib/Makefile Fri Feb 7 00:09:55 2003
@@ -7,7 +7,7 @@
#
PORTNAME= quantlib
-PORTVERSION= 0.3.0
+PORTVERSION= 0.3.1
CATEGORIES= misc
MASTER_SITES= ${MASTER_SITE_SOURCEFORGE}
MASTER_SITE_SUBDIR= ${PORTNAME}
@@ -18,19 +18,21 @@
WRKSRC= ${WRKDIR}/QuantLib-${PORTVERSION}
USE_REINPLACE= yes
-USE_BZIP2= yes
USE_LIBTOOL= yes
-CONFIGURE_TARGET= --build=${ARCH}-portbld-freebsd${OSREL}
+CONFIGURE_TARGET= --build=${MACHINE_ARCH}-portbld-freebsd${OSREL}
INSTALLS_SHLIB= yes
MAN1= DiscreteHedging.1 EuropeanOption.1 SwapValuation.1 \
quantlib-config.1
-pre-patch:
- @${REINPLACE_CMD} -e 's|-g -O3|\$$CXXFLAGS|g' ${WRKSRC}/configure
- @${FIND} ${WRKSRC} -name "Makefile.in" | \
- ${XARGS} ${REINPLACE_CMD} -e 's|-g -O.|\@CXXFLAGS\@|g'
- @${FIND} ${WRKSRC}/Examples -name "Makefile.in" | \
- ${XARGS} ${REINPLACE_CMD} -e 's|-pedantic -Wall|-O0|g'
+.include <bsd.port.pre.mk>
-.include <bsd.port.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 -urN /usr/ports/misc/quantlib/distinfo misc/quantlib/distinfo
--- /usr/ports/misc/quantlib/distinfo Tue May 14 11:34:20 2002
+++ misc/quantlib/distinfo Wed Feb 5 19:22:58 2003
@@ -1 +1 @@
-MD5 (QuantLib-0.3.0-src.tar.bz2) = 171d615792d1c22e7d21a364537d6ef0
+MD5 (QuantLib-0.3.1-src.tar.gz) = 2bc28bedccb8291f4610a9e1e1715611
diff -urN /usr/ports/misc/quantlib/pkg-plist misc/quantlib/pkg-plist
--- /usr/ports/misc/quantlib/pkg-plist Tue May 14 11:34:20 2002
+++ misc/quantlib/pkg-plist Fri Feb 7 00:07:09 2003
@@ -3,16 +3,20 @@
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
@@ -54,11 +58,13 @@
include/ql/Indexes/xibormanager.hpp
include/ql/Indexes/zarlibor.hpp
include/ql/Instruments/capfloor.hpp
-include/ql/Instruments/plainoption.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
@@ -73,6 +79,7 @@
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
@@ -84,6 +91,7 @@
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
@@ -99,6 +107,7 @@
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
@@ -111,11 +120,11 @@
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/binomialplainoption.hpp
include/ql/Pricers/blackcapfloor.hpp
include/ql/Pricers/blackswaption.hpp
include/ql/Pricers/capfloorpricer.hpp
@@ -123,7 +132,6 @@
include/ql/Pricers/continuousgeometricapo.hpp
include/ql/Pricers/discretegeometricapo.hpp
include/ql/Pricers/discretegeometricaso.hpp
-include/ql/Pricers/europeanengine.hpp
include/ql/Pricers/europeanoption.hpp
include/ql/Pricers/fdamericanoption.hpp
include/ql/Pricers/fdbermudanoption.hpp
@@ -138,6 +146,7 @@
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
@@ -145,11 +154,19 @@
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
@@ -178,16 +195,26 @@
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
@@ -198,6 +225,7 @@
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
@@ -206,6 +234,7 @@
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
@@ -215,6 +244,7 @@
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
@@ -224,6 +254,7 @@
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
@@ -238,6 +269,7 @@
@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
>Release-Note:
>Audit-Trail:
>Unformatted:
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