| /dports/finance/quantlib/QuantLib-1.20/ |
| H A D | QuantLib.spec | 3 %define docdir %{_prefix}/doc/QuantLib-%{version}
6 Name: QuantLib
13 Vendor: QuantLib.org
33 Requires: QuantLib = %{version}, boost >= 1.43.0
41 use the QuantLib C++ libraries.
46 Requires: QuantLib = %{version}, boost-test >= 1.43.0
53 The QuantLib-test-suite will validate the compiled code against
57 Summary: The documentations for QuantLib.
59 Requires: QuantLib = %{version}
61 Obsoletes: QuantLib-doc
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| H A D | QuantLib.spec.in | 3 %define docdir %{_prefix}/doc/QuantLib-%{version}
6 Name: QuantLib
13 Vendor: QuantLib.org
33 Requires: QuantLib = %{version}, boost >= 1.43.0
41 use the QuantLib C++ libraries.
46 Requires: QuantLib = %{version}, boost-test >= 1.43.0
57 Summary: The documentations for QuantLib.
59 Requires: QuantLib = %{version}
61 Obsoletes: QuantLib-doc
68 QuantLib.
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| H A D | README.md | 2 # QuantLib: the free/open-source library for quantitative finance
4 …intray.com/packages/quantlib/releases/QuantLib/images/download.svg)](https://bintray.com/quantlib/…
9 …d Status](https://travis-ci.com/lballabio/QuantLib.svg?branch=master)](https://travis-ci.com/lball…
15 …lds.io/lgtm/grade/cpp/g/lballabio/QuantLib.svg?logo=lgtm&logoWidth=18)](https://lgtm.com/projects/…
16 …coveralls.io/repos/github/lballabio/QuantLib/badge.svg?branch=master)](https://coveralls.io/github…
20 The QuantLib project (<http://quantlib.org>) is aimed at providing a
21 comprehensive software framework for quantitative finance. QuantLib is
25 QuantLib is Non-Copylefted Free Software and OSI Certified Open Source
31 QuantLib can be downloaded from <http://quantlib.org/download.shtml>;
35 Documentation for the usage and the design of the QuantLib library is
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| H A D | Makefile.am | 24 QuantLib.props \
25 QuantLib.spec \
26 QuantLib.sln \
27 QuantLib.vcxproj \
28 QuantLib.vcxproj.filters \
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| H A D | quantlib.m4 | 4 # Check for QuantLib, and define QUANTLIB_CXXFLAGS and QUANTLIB_LIBS as
10 [do not try to compile and run a test QuantLib program]),
15 [prefix where QuantLib is installed]),
19 [exec prefix where QuantLib is installed]),
54 AC_MSG_CHECKING([for QuantLib version ($1 or later required)])
93 AC_MSG_CHECKING([for QuantLib version])
109 AC_MSG_CHECKING([that we can compile and link QuantLib programs])
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| /dports/finance/quantlib/QuantLib-1.20/Docs/pages/ |
| H A D | resources.docs | 5 This file is part of QuantLib, a free-software/open-source library
8 QuantLib is free software: you can redistribute it and/or modify it
9 under the terms of the QuantLib license. You should have received a
21 The main %QuantLib resource is the %QuantLib web site
28 - the %QuantLib mailing lists and forums
30 - the %QuantLib programming style guidelines
33 (https://github.com/lballabio/QuantLib/issues)
35 (https://github.com/lballabio/QuantLib/pulls);
36 - a page (http://quantlib.org/extensions.shtml) about how to use %QuantLib
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| H A D | usage.docs | 6 This file is part of QuantLib, a free-software/open-source library
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
21 To use %QuantLib classes in your own code just add
33 Under the Examples folder you can find examples of %QuantLib usage,
39 A few suggestions for Visual C++ users wanting to use %QuantLib into their
41 -# you won't have to explicitly link your application to the QuantLib
45 compiling the %QuantLib library you're linking with, namely,
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| H A D | index.docs | 5 This file is part of QuantLib, a free-software/open-source library
8 QuantLib is free software: you can redistribute it and/or modify it
9 under the terms of the QuantLib license. You should have received a
21 %QuantLib (http://quantlib.org/) is a C++ library for
24 %QuantLib is Non-Copylefted Free Software released under the modified BSD
28 %QuantLib is free software and you are allowed to use, copy, modify,
32 %QuantLib and its documentation are distributed in the hope that they
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| H A D | where.docs | 5 This file is part of QuantLib, a free-software/open-source library
8 QuantLib is free software: you can redistribute it and/or modify it
9 under the terms of the QuantLib license. You should have received a
19 /*! \page where Where to get QuantLib
21 \section download QuantLib releases
23 %QuantLib releases can be downloaded from
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| H A D | fixedincome.docs | 5 This file is part of QuantLib, a free-software/open-source library
8 QuantLib is free software: you can redistribute it and/or modify it
9 under the terms of the QuantLib license. You should have received a
30 QuantLib::AffineModel class), analytical formulas
65 QuantLib::CapHelper and
66 QuantLib::SwaptionHelper.
85 pricer is implemented in QuantLib::AnalyticalCapFloor.
88 QuantLib::JamshidianSwaption.
107 in the QuantLib::OneFactorOperator class.
119 Just look at QuantLib::TreeCapFloor and
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| H A D | processes.docs | 5 This file is part of QuantLib, a free-software/open-source library
8 QuantLib is free software: you can redistribute it and/or modify it
9 under the terms of the QuantLib license. You should have received a
21 The classes <tt>QuantLib::StochasticProcess</tt> and
22 <tt>QuantLib::StochasticProcess1D</tt> provide the interface for a
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| H A D | license.docs | 2 /*! \page license QuantLib License
9 %QuantLib is Non-Copylefted Free Software [1] released under the modified BSD
12 %QuantLib is Open Source [3] because of its license: it is OSI Certified Open
19 This license has been adopted to allow free use of %QuantLib and its source, to
20 make %QuantLib flourish as a free-software/open-source project. It allows
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| H A D | datetime.docs | 6 This file is part of QuantLib, a free-software/open-source library
9 QuantLib is free software: you can redistribute it and/or modify it
10 under the terms of the QuantLib license. You should have received a
22 The concrete class <tt>QuantLib::Date</tt> implements the concept
40 The class <tt>QuantLib::Calendar</tt> provides the interface for
49 The class <tt>QuantLib::DayCounter</tt> provides more advanced
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| H A D | lattices.docs | 5 This file is part of QuantLib, a free-software/open-source library
8 QuantLib is free software: you can redistribute it and/or modify it
9 under the terms of the QuantLib license. You should have received a
24 QuantLib::Lattice, relies on one or several trees (each one
27 QuantLib::Tree, classes which define the branching between
42 example is implemented in the QuantLib::TrinomialTree class,
82 \section discretizedasset The QuantLib::DiscretizedAsset class
89 classes from QuantLib::DiscretizedAsset, are:
94 Some examples are found in QuantLib::DiscretizedSwap and
95 QuantLib::DiscretizedSwaption.
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| H A D | math.docs | 5 This file is part of QuantLib, a free-software/open-source library
8 QuantLib is free software: you can redistribute it and/or modify it
9 under the terms of the QuantLib license. You should have received a
28 The abstract class QuantLib::Solver1D provides the interface for
48 QuantLib::CostFunction base class (if the gradient is not
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| H A D | termstructures.docs | 5 This file is part of QuantLib, a free-software/open-source library
8 QuantLib is free software: you can redistribute it and/or modify it
9 under the terms of the QuantLib license. You should have received a
21 The abstract class QuantLib::YieldTermStructure provides the common
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| /dports/finance/quantlib/QuantLib-1.20/ql/math/optimization/ |
| H A D | endcriteria.cpp | 26 namespace QuantLib { namespace
163 case QuantLib::EndCriteria::None: in operator <<()
165 case QuantLib::EndCriteria::MaxIterations: in operator <<()
167 case QuantLib::EndCriteria::StationaryPoint: in operator <<()
169 case QuantLib::EndCriteria::StationaryFunctionValue: in operator <<()
171 case QuantLib::EndCriteria::StationaryFunctionAccuracy: in operator <<()
173 case QuantLib::EndCriteria::ZeroGradientNorm: in operator <<()
175 case QuantLib::EndCriteria::Unknown: in operator <<()
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| /dports/finance/quantlib/QuantLib-1.20/ql/ |
| H A D | errors.hpp | 36 namespace QuantLib { namespace
84 throw QuantLib::Error(__FILE__,__LINE__, \
96 throw QuantLib::Error(__FILE__,__LINE__, \
108 throw QuantLib::Error(__FILE__,__LINE__, \
120 throw QuantLib::Error(__FILE__,__LINE__, \
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| /dports/finance/quantlib/QuantLib-1.20/ql/processes/ |
| H A D | g2process.hpp | 30 namespace QuantLib { namespace
57 ext::shared_ptr<QuantLib::OrnsteinUhlenbeckProcess> xProcess_;
58 ext::shared_ptr<QuantLib::OrnsteinUhlenbeckProcess> yProcess_;
79 ext::shared_ptr<QuantLib::OrnsteinUhlenbeckProcess> xProcess_;
80 ext::shared_ptr<QuantLib::OrnsteinUhlenbeckProcess> yProcess_;
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| /dports/finance/quantlib/QuantLib-1.20/cmake/ |
| H A D | quantlib.cmake | 4 message(STATUS "QuantLib library name tokens:")
6 # MSVC: Give QuantLib built library different names following code in 'ql/autolink.hpp'
28 set(${QL_OUTPUT_NAME} "QuantLib${QL_LIB_PLATFORM}${QL_LIB_THREAD_OPT}${QL_LIB_RT_OPT}")
30 set(${QL_OUTPUT_NAME} "QuantLib")
32 message(STATUS "QuantLib library name: ${${QL_OUTPUT_NAME}}[${CMAKE_DEBUG_POSTFIX}]")
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| /dports/finance/quantlib/QuantLib-1.20/Docs/ |
| H A D | Makefile.am | 30 ln -s html QuantLib-docs-$(VERSION)-html
31 tar chf - QuantLib-docs-$(VERSION)-html \
32 | GZIP=--best gzip -c > QuantLib-docs-$(VERSION)-html.tar.gz
33 rm QuantLib-docs-$(VERSION)-html
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| /dports/finance/quantlib/QuantLib-1.20/test-suite/ |
| H A D | quantlibtestsuite.cpp | 245 void configure(QuantLib::Date evaluationDate) { in configure()
256 QuantLib::Settings::instance().evaluationDate() = evaluationDate; in configure()
262 namespace QuantLib { namespace
269 QuantLib::Date evaluation_date(int argc, char** argv) { in evaluation_date()
282 QuantLib::Date knownGoodDefault = in evaluation_date()
283 QuantLib::Date(16, QuantLib::September, 2015); in evaluation_date()
288 return QuantLib::Date::todaysDate(); in evaluation_date()
290 return QuantLib::DateParser::parseISO(arg.substr(7)); in evaluation_date()
324 const QuantLib::Settings& settings = QuantLib::Settings::instance(); in init_unit_test_suite()
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| H A D | forwardrateagreement.cpp | 30 using namespace QuantLib;
36 Date today = QuantLib::Settings::instance().evaluationDate(); in testConstructionWithoutACurve()
71 ext::shared_ptr<PiecewiseYieldCurve<ForwardRate, QuantLib::Cubic> > curve = in testConstructionWithoutACurve()
72 ext::make_shared<PiecewiseYieldCurve<ForwardRate, QuantLib::Cubic> >( in testConstructionWithoutACurve()
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| H A D | noarbsabr.cpp | 28 using namespace QuantLib;
38 QuantLib::detail::D0Interpolator d(forward, tau, alpha, beta, nu, rho); in checkD0()
40 if (std::fabs(d() * QuantLib::detail::NoArbSabrModel::nsim - (Real)absorptions) > 0.1) in checkD0()
44 << d() * QuantLib::detail::NoArbSabrModel::nsim in checkD0()
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| /dports/finance/quantlib/QuantLib-1.20/ql/experimental/termstructures/ |
| H A D | multicurvesensitivities.hpp | 34 inline QuantLib::Real secondElement(const std::pair<QuantLib::Date, QuantLib::Real>& p) { in secondElement()
39 namespace QuantLib { namespace
82 tmp << QuantLib::io::iso_date((*inst)->latestRelevantDate()); in MultiCurveSensitivities()
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