/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 [all …]
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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. [all …]
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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 [all …]
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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 [all …]
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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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