finance/quantlib: Update to 1.38

Changelogs:
https://github.com/lballabio/QuantLib/releases/tag/v1.33
https://github.com/lballabio/QuantLib/releases/tag/v1.34
https://github.com/lballabio/QuantLib/releases/tag/v1.35
https://github.com/lballabio/QuantLib/releases/tag/v1.36
https://github.com/lballabio/QuantLib/releases/tag/v1.37
https://github.com/lballabio/QuantLib/releases/tag/v1.38

Also make the THREAD_SAFE_OBSERVER_PATTERN a default.
This option is required for Java (and CSharp) bindings to work safely,
so enable it by default.

PR:	285337

finance/quantlib/Makefile

@@ -1,8 +1,7 @@
 PORTNAME=	quantlib
-PORTVERSION=	1.32
+PORTVERSION=	1.38
-PORTREVISION=	6
 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}

finance/quantlib/distinfo

@@ -1,3 +1,3 @@
-TIMESTAMP = 1699913555
+TIMESTAMP = 1745616980
-SHA256 (QuantLib-1.32.tar.gz) = ef2d374ef8c320572dd4b32946da368b2dcdac41e2b87e3e9538a894efe5a6ca
+SHA256 (QuantLib-1.38.tar.gz) = 7280ffd0b81901f8a9eb43bb4229e4de78384fc8bb2d9dcfb5aa8cf8b257b439
-SIZE (QuantLib-1.32.tar.gz) = 9399084
+SIZE (QuantLib-1.38.tar.gz) = 9434206

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
+  --enable-throwing-in-cycles
-                          If enabled, a parallel unit test runner is used to
+                          If enabled, lazy objects will raise an exception
-                          execute the C++ test suite. This will reduce the
+                          when they detect a notification cycle which would
-                          runtime on multi core CPUs.
+                          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.

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