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finance/quantlib: Update to 1.38

Browse Source 
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
This commit is contained in:
Mikhail T 2025-05-09 16:50:54 +02:00 committed by Joel Bodenmann
parent f1af7ad537
commit e0997ec87e
4 changed files with 56 additions and 44 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

20
finance/quantlib/Makefile
View File

@ -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}

6
finance/quantlib/distinfo
View File

@ -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

11
finance/quantlib/pkg-help
View File

@ -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.

63
finance/quantlib/pkg-plist
View File

@ -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