QuantLib-1.12/000755 000765 000024 00000000000 13234102432 014232 5ustar00lballabiostaff000000 000000 QuantLib-1.12/quantlib.el000644 000765 000024 00000006522 12763761357 016427 0ustar00lballabiostaff000000 000000 (defvar ql-file-variables "/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ ") (defvar ql-license " This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. ") ; skeleton for a new header file---you might want to bind this to some key (defun ql-new-header () (interactive) (insert ql-file-variables) (ql-add-license) (ql-add-file-description) (insert "\n") (ql-add-include-guard) (ql-add-sample-header) (insert "\n") (ql-add-namespace)) ; skeleton for a new source file---you might want to bind this to some key (defun ql-new-source () (interactive) (insert ql-file-variables) (ql-add-license) (insert "\n") (ql-add-sample-header) (insert "\n") (ql-add-namespace)) (require 'cc-mode) (defvar c++-font-lock-extra-types) ; A few types for syntax-highlighting ; from QuantLib: (setq c++-font-lock-extra-types (append c++-font-lock-extra-types '("QuantLib" "Integer" "BigInteger" "Natural" "BigNatural" "Real" "Decimal" "Time" "Rate" "Spread" "DiscountFactor" "Size" "Volatility" "Date" "Day" "Month" "Year" "Weekday" "TimeUnit" "Frequency" "Compounding" "Period" "DayCounter" "Calendar" "BusinessDayConvention" "Currency" "ExchangeRate" "Money" "Rounding" "InterestRate" "History" "Handle"))) ; from Boost: (setq c++-font-lock-extra-types (append c++-font-lock-extra-types '("Boost" "shared_ptr" "format"))) ; helper functions (defun ql-add-license () (let ((holder (read-from-minibuffer "Copyright holder? "))) (let ((copyright-notice (apply 'string (append " Copyright (C) " (substring (current-time-string) -4) " " holder "\n" ())))) (insert "\n/*\n" copyright-notice ql-license "*/\n\n")))) (defun ql-add-file-description () (let ((filename (buffer-name)) (description (read-from-minibuffer "Short file description? "))) (insert "/*! \\file " filename "\n" " \\brief " description "\n" "*/\n"))) (defun ql-add-include-guard () (let ((guard (read-from-minibuffer "Include guard? "))) (insert "#ifndef " guard "\n" "#define " guard "\n" "\n\n\n" "#endif\n")) (forward-line -3)) (defun ql-add-sample-header () (insert "#include \n")) (defun ql-add-namespace () (insert "namespace QuantLib {\n" "\n\n\n" "}\n") (forward-line -3) (c-indent-command)) QuantLib-1.12/man/000755 000765 000024 00000000000 13234102422 015004 5ustar00lballabiostaff000000 000000 QuantLib-1.12/acinclude.m4000644 000765 000024 00000024222 13216740221 016431 0ustar00lballabiostaff000000 000000 # QL_CHECK_LONG_LONG # ---------------------------------------------- # Check whether long long is supported. AC_DEFUN([QL_CHECK_LONG_LONG], [AC_MSG_CHECKING([long long support]) AC_TRY_COMPILE( [], [long long i; unsigned long long j; ], [AC_MSG_RESULT([yes]) AC_DEFINE([QL_HAVE_LONG_LONG],[], [Define this if your compiler supports the long long type.]) ], [AC_MSG_RESULT([no]) ]) ]) # QL_CHECK_ASINH # ---------------------------------------------- # Check whether the asinh function is defined in cmath. # It defines QL_HAVE_ASINH if found. AC_DEFUN([QL_CHECK_ASINH], [AC_MSG_CHECKING([for asinh]) AC_TRY_COMPILE( [@%:@include], [double x = asinh(0.0);], [AC_MSG_RESULT([yes]) AC_DEFINE([QL_HAVE_ASINH],[], [Define this if your compiler defines asinh in .]) ], [AC_MSG_RESULT([no]) ]) ]) # QL_CHECK_BOOST_DEVEL # -------------------- # Check whether the Boost headers are available AC_DEFUN([QL_CHECK_BOOST_DEVEL], [AC_MSG_CHECKING([for Boost development files]) AC_TRY_COMPILE( [@%:@include @%:@include @%:@include @%:@include ], [], [AC_MSG_RESULT([yes])], [AC_MSG_RESULT([no]) AC_MSG_ERROR([Boost development files not found]) ]) ]) # QL_CHECK_BOOST_VERSION # ---------------------- # Check whether the Boost installation is up to date AC_DEFUN([QL_CHECK_BOOST_VERSION], [AC_MSG_CHECKING([for Boost version >= 1.43]) AC_REQUIRE([QL_CHECK_BOOST_DEVEL]) AC_TRY_COMPILE( [@%:@include ], [@%:@if BOOST_VERSION < 104300 @%:@error too old @%:@endif], [AC_MSG_RESULT([yes])], [AC_MSG_RESULT([no]) AC_MSG_ERROR([outdated Boost installation]) ]) ]) # QL_CHECK_BOOST_VERSION_1_58_OR_HIGHER # ---------------------- # Check whether the Boost installation is version 1.58 AC_DEFUN([QL_CHECK_BOOST_VERSION_1_58_OR_HIGHER], [AC_MSG_CHECKING([for Boost version >= 1.58]) AC_REQUIRE([QL_CHECK_BOOST_DEVEL]) AC_TRY_COMPILE( [@%:@include ], [@%:@if BOOST_VERSION < 105800 @%:@error too old @%:@endif], [AC_MSG_RESULT([yes])], [AC_MSG_RESULT([no]) AC_MSG_ERROR([Boost version 1.58 or higher is required for the thread-safe observer pattern]) ]) ]) # QL_CHECK_BOOST_VERSION_1_59_OR_HIGHER # ---------------------- # Check whether the Boost installation is version 1.59 AC_DEFUN([QL_CHECK_BOOST_VERSION_1_59_OR_HIGHER], [AC_MSG_CHECKING([for Boost version >= 1.59]) AC_REQUIRE([QL_CHECK_BOOST_DEVEL]) AC_TRY_COMPILE( [@%:@include ], [@%:@if BOOST_VERSION < 105900 @%:@error too old @%:@endif], [AC_MSG_RESULT([yes])], [AC_MSG_RESULT([no]) AC_MSG_ERROR([Boost version 1.59 or higher is required for the parallel unit test runner.]) ]) ]) # QL_CHECK_BOOST_UBLAS # -------------------- # Check whether the Boost headers are available AC_DEFUN([QL_CHECK_BOOST_UBLAS], [AC_MSG_CHECKING([for Boost::uBLAS support]) AC_TRY_COMPILE( [@%:@include @%:@if BOOST_VERSION > 106300 @%:@include @%:@endif @%:@include @%:@include @%:@include ], [], [AC_MSG_RESULT([yes])], [AC_MSG_RESULT([no]) AC_MSG_WARN([Some functionality will be disabled.]) AC_DEFINE([QL_NO_UBLAS_SUPPORT],[], [Define this if your compiler does not support Boost::uBLAS.]) ]) ]) # QL_CHECK_BOOST_UNIT_TEST # ------------------------ # Check whether the Boost unit-test framework is available AC_DEFUN([QL_CHECK_BOOST_UNIT_TEST], [AC_MSG_CHECKING([for Boost unit-test framework]) AC_REQUIRE([AC_PROG_CC]) ql_original_LIBS=$LIBS ql_original_CXXFLAGS=$CXXFLAGS CC_BASENAME=`basename $CC` CC_VERSION=`echo "__GNUC__ __GNUC_MINOR__" | $CC -E -x c - | tail -n 1 | $SED -e "s/ //"` for boost_lib in boost_unit_test_framework-$CC_BASENAME$CC_VERSION \ boost_unit_test_framework-$CC_BASENAME \ boost_unit_test_framework \ boost_unit_test_framework-mt-$CC_BASENAME$CC_VERSION \ boost_unit_test_framework-$CC_BASENAME$CC_VERSION-mt \ boost_unit_test_framework-x$CC_BASENAME$CC_VERSION-mt \ boost_unit_test_framework-mt-$CC_BASENAME \ boost_unit_test_framework-$CC_BASENAME-mt \ boost_unit_test_framework-mt ; do LIBS="$ql_original_LIBS -l$boost_lib" # 1.33.1 or 1.34 static CXXFLAGS="$ql_original_CXXFLAGS" boost_unit_found=no AC_LINK_IFELSE([AC_LANG_SOURCE( [@%:@include using namespace boost::unit_test_framework; test_suite* init_unit_test_suite(int argc, char** argv) { return (test_suite*) 0; } ])], [boost_unit_found=$boost_lib boost_defines="" break], []) # 1.34 shared CXXFLAGS="$ql_original_CXXFLAGS -DBOOST_TEST_MAIN -DBOOST_TEST_DYN_LINK" boost_unit_found=no AC_LINK_IFELSE([AC_LANG_SOURCE( [@%:@include using namespace boost::unit_test_framework; test_suite* init_unit_test_suite(int argc, char** argv) { return (test_suite*) 0; } ])], [boost_unit_found=$boost_lib boost_defines="-DBOOST_TEST_DYN_LINK" break], []) done LIBS="$ql_original_LIBS" CXXFLAGS="$ql_original_CXXFLAGS" if test "$boost_unit_found" = no ; then AC_MSG_RESULT([no]) AC_SUBST([BOOST_UNIT_TEST_LIB],[""]) AC_SUBST([BOOST_UNIT_TEST_MAIN_CXXFLAGS],[""]) AC_MSG_WARN([Boost unit-test framework not found.]) AC_MSG_WARN([The test suite will be disabled.]) else AC_MSG_RESULT([yes]) AC_SUBST([BOOST_UNIT_TEST_LIB],[$boost_lib]) AC_SUBST([BOOST_UNIT_TEST_MAIN_CXXFLAGS],[$boost_defines]) fi ]) # QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM # ------------------------ # Check whether the Boost thread and system is available AC_DEFUN([QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM], [AC_MSG_CHECKING([whether Boost thread, signals2 and system are available]) AC_REQUIRE([AC_PROG_CC]) ql_original_LIBS=$LIBS ql_original_CXXFLAGS=$CXXFLAGS CC_BASENAME=`basename $CC` CC_VERSION=`echo "__GNUC__ __GNUC_MINOR__" | $CC -E -x c - | tail -n 1 | $SED -e "s/ //"` for boost_thread_lib in "-lboost_thread-$CC_BASENAME$CC_VERSION -lboost_system-$CC_BASENAME$CC_VERSION" \ "-lboost_thread-$CC_BASENAME -lboost_system-$CC_BASENAME" \ "-lboost_thread -lboost_system" \ "-lboost_thread-mt-$CC_BASENAME$CC_VERSION -lboost_system-mt-$CC_BASENAME$CC_VERSION" \ "-lboost_thread-$CC_BASENAME$CC_VERSION-mt -lboost_system-$CC_BASENAME$CC_VERSION-mt" \ "-lboost_thread-x$CC_BASENAME$CC_VERSION-mt -lboost_system-x$CC_BASENAME$CC_VERSION-mt" \ "-lboost_thread-mt-$CC_BASENAME -lboost_system-mt-$CC_BASENAME" \ "-lboost_thread-$CC_BASENAME-mt -lboost_system-$CC_BASENAME-mt" \ "-lboost_thread-mt -lboost_system-mt"; do LIBS="$ql_original_LIBS $boost_thread_lib" CXXFLAGS="$ql_original_CXXFLAGS -pthread" boost_thread_found=no AC_LINK_IFELSE([AC_LANG_SOURCE( [@%:@include @%:@include @%:@include #ifndef BOOST_THREAD_PLATFORM_PTHREAD #error only pthread is supported on this plattform #endif int main() { boost::recursive_mutex m; boost::lock_guard lock(m); boost::signals2::signal sig; return 0; } ])], [boost_thread_found=$boost_thread_lib break], []) done LIBS="$ql_original_LIBS" CXXFLAGS="$ql_original_CXXFLAGS" if test "$boost_thread_found" = no ; then AC_MSG_RESULT([no]) AC_SUBST([BOOST_THREAD_LIB],[""]) AC_MSG_ERROR([Boost thread, signals2 and system libraries not found. These libraries are required by the thread-safe observer pattern or by the parallel unit test runner.]) else AC_MSG_RESULT([yes]) AC_SUBST([BOOST_THREAD_LIB],[$boost_thread_lib]) AC_SUBST([CXXFLAGS],["${CXXFLAGS} -pthread"]) fi ]) # QL_CHECK_BOOST_TEST_INTERPROCESS # ------------------------ # Check whether the Boost interprocess is available AC_DEFUN([QL_CHECK_BOOST_TEST_INTERPROCESS], [AC_MSG_CHECKING([whether Boost interprocess is available]) AC_REQUIRE([AC_PROG_CC]) AC_REQUIRE([QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM]) ql_original_LIBS=$LIBS for boost_interprocess_lib in "" "-lrt"; do LIBS="$ql_original_LIBS $boost_thread_lib $boost_interprocess_lib" boost_interprocess_found=no AC_LINK_IFELSE([AC_LANG_SOURCE( [@%:@include using namespace boost::interprocess; int main() { message_queue mq(open_or_create,"message_queue",100,100); message_queue::remove("message_queue"); return 0; } ])], [boost_interprocess_found=$boost_interprocess_lib break], []) done LIBS="$ql_original_LIBS" if test "$boost_interprocess_found" = no ; then AC_MSG_RESULT([no]) AC_SUBST([BOOST_INTERPROCESS_LIB],[""]) AC_MSG_ERROR([The boost library interprocess does not work on this system but is required to use the parallel unit test runner.]) else AC_MSG_RESULT([yes]) AC_SUBST([BOOST_INTERPROCESS_LIB],[$boost_interprocess_lib]) fi ]) # QL_CHECK_BOOST # ------------------------ # Boost-related tests AC_DEFUN([QL_CHECK_BOOST], [AC_REQUIRE([QL_CHECK_BOOST_DEVEL]) AC_REQUIRE([QL_CHECK_BOOST_VERSION]) AC_REQUIRE([QL_CHECK_BOOST_UBLAS]) AC_REQUIRE([QL_CHECK_BOOST_UNIT_TEST]) ]) QuantLib-1.12/configure.ac000644 000765 000024 00000053012 13230364453 016532 0ustar00lballabiostaff000000 000000 # Process this file with autoconf to produce a configure script. AC_INIT([QuantLib], [1.12], [quantlib-dev@lists.sourceforge.net], [QuantLib]) AC_PREREQ(2.62) AC_CONFIG_SRCDIR([ql/qldefines.hpp]) AC_CONFIG_AUX_DIR([config]) AC_CONFIG_HEADERS([ql/config.hpp]) AM_INIT_AUTOMAKE([foreign]) AC_CONFIG_MACRO_DIR([m4]) AC_COPYRIGHT([ Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010 StatPro Italia srl Copyright (C) 2004, 2005 Ferdinando Ametrano This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.]) AC_PROG_AWK AC_PROG_INSTALL # Help the compiler find external software AC_ARG_WITH([boost-include], AC_HELP_STRING([--with-boost-include=INCLUDE_PATH], [Supply the location of Boost header files]), [ql_boost_include_path="`cd ${withval} 2>/dev/null && pwd`"], [ql_boost_include_path=""]) if test [ -n "$ql_boost_include_path" ] ; then AC_SUBST([BOOST_INCLUDE],["-I${ql_boost_include_path}"]) AC_SUBST([CPPFLAGS],["${CPPFLAGS} -I${ql_boost_include_path}"]) fi AC_ARG_WITH([boost-lib], AC_HELP_STRING([--with-boost-lib=LIB_PATH], [Supply the location of Boost libraries]), [ql_boost_lib_path="`cd ${withval} 2>/dev/null && pwd`"], [ql_boost_lib_path=""]) if test [ -n "$ql_boost_lib_path" ] ; then AC_SUBST([BOOST_LIB],["-L${ql_boost_lib_path}"]) AC_SUBST([LDFLAGS],["${LDFLAGS} -L${ql_boost_lib_path}"]) fi # Continue setup AC_PROG_CC AC_PROG_CXX AC_PROG_CPP AC_PROG_LIBTOOL AM_CONDITIONAL(ENABLE_STATIC, test "${enable_static}" == "yes") AC_LANG([C++]) AC_ARG_ENABLE([openmp], AC_HELP_STRING([--enable-openmp], [If enabled, configure will try to detect and enable OpenMP support.]), [ql_openmp=$enableval], [ql_openmp=no]) if test "$ql_openmp" = "yes" ; then AC_OPENMP AC_SUBST([CXXFLAGS],["${CXXFLAGS} ${OPENMP_CXXFLAGS}"]) fi # Check for mandatory features QL_CHECK_ASINH # Check for Boost components QL_CHECK_BOOST AM_CONDITIONAL(BOOST_UNIT_TEST_FOUND, test "x${BOOST_UNIT_TEST_LIB}" != "x") # Check for optional features QL_CHECK_LONG_LONG # Check for Emacs AM_PATH_LISPDIR AM_CONDITIONAL(EMACS_FOUND, test "${EMACS}" != "no") # Check for tools needed for building documentation AC_PATH_PROG([DOXYGEN], [doxygen]) AC_PATH_PROG([SED], [sed]) AC_PATH_PROG([LATEX], [latex]) AC_PATH_PROG([PDFLATEX], [pdflatex]) AC_PATH_PROG([MAKEINDEX], [makeindex]) AC_PATH_PROG([DVIPS], [dvips]) # site configuration # AC_ARG_WITH([real], # AC_HELP_STRING([--with-real=type], # [The given type will be used for floating-point # calculations. # In case this option is not invoked, double # will be used.]), # [AC_DEFINE_UNQUOTED([QL_REAL],[$withval], # [Define this as the type to be used for # floating-point calculations.])], # [AC_DEFINE_UNQUOTED([QL_REAL],[double], # [Define this as the type to be used for # floating-point calculations.])]) # AC_ARG_WITH([integer], # AC_HELP_STRING([--with-integer=type], # [The given type will be used for integer # calculations. At least an int is required. # In case this option is not invoked, int # will be used.]), # [AC_DEFINE_UNQUOTED([QL_INTEGER],[$withval], # [Define this as the type to be used for # integer calculations. At least an int # is required.])], # [AC_DEFINE_UNQUOTED([QL_INTEGER],[int], # [Define this as the type to be used for # integer calculations. At least an int # is required.])]) # AC_ARG_WITH([big-integer], # AC_HELP_STRING([--with-big-integer=type], # [The given type will be used for large integer # calculations. At least 4 bytes are required. # In case this option is not invoked, long # will be used.]), # [AC_DEFINE_UNQUOTED([QL_BIG_INTEGER],[$withval], # [Define this as the type to be used for # large integer calculations. At least # 4 bytes are required.])], # [AC_DEFINE_UNQUOTED([QL_BIG_INTEGER],[long], # [Define this as the type to be used for # large integer calculations. At least # 4 bytes are required.])]) AC_ARG_ENABLE([error-lines], AC_HELP_STRING([--enable-error-lines], [If enabled, file and line information is added to the error messages thrown by the library.]), [ql_error_lines=$enableval], [ql_error_lines=no]) AC_MSG_CHECKING([whether to add file and line information to errors]) if test "$ql_error_lines" = "yes" ; then AC_DEFINE([QL_ERROR_LINES],[1], [Define this if error messages should include file and line information.]) fi AC_MSG_RESULT([$ql_error_lines]) AC_ARG_ENABLE([error-functions], AC_HELP_STRING([--enable-error-functions], [If enabled, current function information is added to the error messages thrown by the library.]), [ql_error_functions=$enableval], [ql_error_functions=no]) AC_MSG_CHECKING([whether to add function information to errors]) if test "$ql_error_functions" = "yes" ; then AC_DEFINE([QL_ERROR_FUNCTIONS],[1], [Define this if error messages should include current function information.]) fi AC_MSG_RESULT([$ql_error_functions]) AC_ARG_ENABLE([tracing], AC_HELP_STRING([--enable-tracing], [If enabled, tracing messages might be emitted by the library depending on run-time settings. Enabling this option can degrade performance.]), [ql_tracing=$enableval], [ql_tracing=no]) AC_MSG_CHECKING([whether to enable tracing]) if test "$ql_tracing" = "yes" ; then AC_DEFINE([QL_ENABLE_TRACING],[1], [Define this if tracing messages should allowed (whether they are actually emitted will depend on run-time settings.)]) fi AC_MSG_RESULT([$ql_tracing]) AC_MSG_CHECKING([whether to enable indexed coupons]) AC_ARG_ENABLE([indexed-coupons], AC_HELP_STRING([--enable-indexed-coupons], [If enabled, indexed coupons (see the documentation) are used in floating legs. If disabled (the default), par coupons are used.]), [ql_indexed_coupon=$enableval], [ql_indexed_coupon=no]) if test "$ql_indexed_coupon" = "yes" ; then AC_DEFINE([QL_USE_INDEXED_COUPON],[1], [Define this to use indexed coupons instead of par coupons in floating legs.]) fi AC_MSG_RESULT([$ql_indexed_coupon]) AC_MSG_CHECKING([whether to enable negative rates]) AC_ARG_ENABLE([negative-rates], AC_HELP_STRING([--enable-negative-rates], [If enabled (the default), negative yield rates are allowed. If disabled, some features (notably, curve bootstrapping) will throw when negative rates are found.]), [ql_negative_rates=$enableval], [ql_negative_rates=yes]) if test "$ql_negative_rates" = "yes" ; then AC_DEFINE([QL_NEGATIVE_RATES],[1], [Define this if negative yield rates should be allowed.]) fi AC_MSG_RESULT([$ql_negative_rates]) AC_MSG_CHECKING([whether to enable extra safety checks]) AC_ARG_ENABLE([extra-safety-checks], AC_HELP_STRING([--enable-extra-safety-checks], [If enabled, extra run-time checks are added to a few functions. This can prevent their inlining and degrade performance.]), [ql_belt_and_braces=$enableval], [ql_belt_and_braces=no]) if test "$ql_belt_and_braces" = "yes" ; then AC_DEFINE([QL_EXTRA_SAFETY_CHECKS],[1], [Define this if extra safety checks should be performed. This can degrade performance.]) fi AC_MSG_RESULT([$ql_belt_and_braces]) AC_MSG_CHECKING([whether to enable sessions]) AC_ARG_ENABLE([sessions], AC_HELP_STRING([--enable-sessions], [If enabled, singletons will return different instances for different sessions. You will have to provide and link with the library a sessionId() function in namespace QuantLib, returning a different session id for each session.]), [ql_use_sessions=$enableval], [ql_use_sessions=no]) if test "$ql_use_sessions" = "yes" ; then AC_DEFINE([QL_ENABLE_SESSIONS],[1], [Define this if you want to enable sessions.]) fi AC_MSG_RESULT([$ql_use_sessions]) AC_MSG_CHECKING([whether to enable thread-safe observer pattern]) AC_ARG_ENABLE([thread-safe-observer-pattern], AC_HELP_STRING([--enable-thread-safe-observer-pattern], [If enabled, thread-safe version of the observer pattern will be used. You should enable it if you want to use QuantLib via the SWIG layer within the JVM or .NET eco system or any environment with an async garbage collector.]), [ql_use_tsop=$enableval], [ql_use_tsop=no]) AC_MSG_RESULT([$ql_use_tsop]) if test "$ql_use_tsop" = "yes" ; then AC_DEFINE([QL_ENABLE_THREAD_SAFE_OBSERVER_PATTERN],[1], [Define this if you want to enable thread-safe observer pattern.]) fi AC_MSG_CHECKING([whether to enable thread-safe singleton initialization]) AC_ARG_ENABLE([thread-safe-singleton-init], AC_HELP_STRING([--enable-thread-safe-singleton-init], [If enabled, singleton initialization will be thread-safe. This requires Boost 1.58 or later and is not supported when sessions are enabled.]), [ql_use_safe_singleton_init=$enableval], [ql_use_safe_singleton_init=no]) if test "$ql_use_safe_singleton_init" = "yes" ; then AC_DEFINE([QL_ENABLE_SINGLETON_THREAD_SAFE_INIT],[1], [Define this if you want thread-safe singleton initialization.]) fi AC_MSG_RESULT([$ql_use_safe_singleton_init]) if test "$ql_use_tsop" = "yes" || test "$ql_use_safe_singleton_init" = "yes"; then QL_CHECK_BOOST_VERSION_1_58_OR_HIGHER QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM else AC_SUBST([BOOST_THREAD_LIB],[""]) fi AC_MSG_CHECKING([whether to enable parallel unit test runner]) AC_ARG_ENABLE([parallel-unit-test-runner], AC_HELP_STRING([--enable-parallel-unit-test-runner], [If enabled, a parallel unit test runner is used to execute the C++ test suite. This will reduce the runtime on multi core CPUs.]), [ql_use_parallel_test=$enableval], [ql_use_parallel_test=no]) AC_MSG_RESULT([$ql_use_parallel_test]) if test "$ql_use_parallel_test" = "yes" ; then AC_DEFINE([QL_ENABLE_PARALLEL_UNIT_TEST_RUNNER],[1], [Define this if you want to enable the parallel unit test runner.]) QL_CHECK_BOOST_VERSION_1_59_OR_HIGHER if test "$ql_use_tsop" != "yes" ; then QL_CHECK_BOOST_TEST_THREAD_SIGNALS2_SYSTEM fi QL_CHECK_BOOST_TEST_INTERPROCESS else AC_SUBST([BOOST_INTERPROCESS_LIB],[""]) fi AC_MSG_CHECKING([whether to install examples]) AC_ARG_ENABLE([examples], AC_HELP_STRING([--enable-examples], [If enabled, examples are built and installed when "make" and "make install" are invoked. If disabled (the default) they are built but not installed.]), [ql_install_examples=$enableval], [ql_install_examples=no]) AM_CONDITIONAL(AUTO_EXAMPLES, test "$ql_install_examples" != "no") AC_MSG_RESULT([$ql_install_examples]) AC_MSG_CHECKING([whether to install the benchmark]) AC_ARG_ENABLE([benchmark], AC_HELP_STRING([--enable-benchmark], [If enabled, the benchmark is built and installed when "make" and "make install" are invoked. If disabled (the default) it is built but not installed.]), [ql_install_benchmark=$enableval], [ql_install_benchmark=no]) AM_CONDITIONAL(AUTO_BENCHMARK, test "$ql_install_benchmark" != "no") AC_MSG_RESULT([$ql_install_benchmark]) AC_MSG_CHECKING([whether to use unity build]) AC_ARG_ENABLE([unity-build], AC_HELP_STRING([--enable-unity-build], [If enabled, the source files in each directory are collected into one single source file and compiled together. This can speed up the compilation of the library. 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" >&6; } if ${ac_cv_prog_DUMPBIN+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$DUMPBIN"; then ac_cv_prog_DUMPBIN="$DUMPBIN" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_DUMPBIN="$ac_tool_prefix$ac_prog" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi DUMPBIN=$ac_cv_prog_DUMPBIN if test -n "$DUMPBIN"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $DUMPBIN" >&5 $as_echo "$DUMPBIN" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi test -n "$DUMPBIN" && break done fi if test -z "$DUMPBIN"; then ac_ct_DUMPBIN=$DUMPBIN for ac_prog in dumpbin "link -dump" do # Extract the first word of "$ac_prog", so it can be a program name with args. set dummy $ac_prog; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_DUMPBIN+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_DUMPBIN"; then ac_cv_prog_ac_ct_DUMPBIN="$ac_ct_DUMPBIN" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_DUMPBIN="$ac_prog" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_DUMPBIN=$ac_cv_prog_ac_ct_DUMPBIN if test -n "$ac_ct_DUMPBIN"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_DUMPBIN" >&5 $as_echo "$ac_ct_DUMPBIN" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi test -n "$ac_ct_DUMPBIN" && break done if test "x$ac_ct_DUMPBIN" = x; then DUMPBIN=":" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac DUMPBIN=$ac_ct_DUMPBIN fi fi case `$DUMPBIN -symbols -headers /dev/null 2>&1 | sed '1q'` in *COFF*) DUMPBIN="$DUMPBIN -symbols -headers" ;; *) DUMPBIN=: ;; esac fi if test : != "$DUMPBIN"; then NM=$DUMPBIN fi fi test -z "$NM" && NM=nm { $as_echo "$as_me:${as_lineno-$LINENO}: checking the name lister ($NM) interface" >&5 $as_echo_n "checking the name lister ($NM) interface... " >&6; } if ${lt_cv_nm_interface+:} false; then : $as_echo_n "(cached) " >&6 else lt_cv_nm_interface="BSD nm" echo "int some_variable = 0;" > conftest.$ac_ext (eval echo "\"\$as_me:$LINENO: $ac_compile\"" >&5) (eval "$ac_compile" 2>conftest.err) cat conftest.err >&5 (eval echo "\"\$as_me:$LINENO: $NM \\\"conftest.$ac_objext\\\"\"" >&5) (eval "$NM \"conftest.$ac_objext\"" 2>conftest.err > conftest.out) cat conftest.err >&5 (eval echo "\"\$as_me:$LINENO: output\"" >&5) cat conftest.out >&5 if $GREP 'External.*some_variable' conftest.out > /dev/null; then lt_cv_nm_interface="MS dumpbin" fi rm -f conftest* fi { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_nm_interface" >&5 $as_echo "$lt_cv_nm_interface" >&6; } { $as_echo "$as_me:${as_lineno-$LINENO}: checking whether ln -s works" >&5 $as_echo_n "checking whether ln -s works... " >&6; } LN_S=$as_ln_s if test "$LN_S" = "ln -s"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: yes" >&5 $as_echo "yes" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no, using $LN_S" >&5 $as_echo "no, using $LN_S" >&6; } fi # find the maximum length of command line arguments { $as_echo "$as_me:${as_lineno-$LINENO}: checking the maximum length of command line arguments" >&5 $as_echo_n "checking the maximum length of command line arguments... " >&6; } if ${lt_cv_sys_max_cmd_len+:} false; then : $as_echo_n "(cached) " >&6 else i=0 teststring=ABCD case $build_os in msdosdjgpp*) # On DJGPP, this test can blow up pretty badly due to problems in libc # (any single argument exceeding 2000 bytes causes a buffer overrun # during glob expansion). Even if it were fixed, the result of this # check would be larger than it should be. lt_cv_sys_max_cmd_len=12288; # 12K is about right ;; gnu*) # Under GNU Hurd, this test is not required because there is # no limit to the length of command line arguments. # Libtool will interpret -1 as no limit whatsoever lt_cv_sys_max_cmd_len=-1; ;; cygwin* | mingw* | cegcc*) # On Win9x/ME, this test blows up -- it succeeds, but takes # about 5 minutes as the teststring grows exponentially. # Worse, since 9x/ME are not pre-emptively multitasking, # you end up with a "frozen" computer, even though with patience # the test eventually succeeds (with a max line length of 256k). # Instead, let's just punt: use the minimum linelength reported by # all of the supported platforms: 8192 (on NT/2K/XP). lt_cv_sys_max_cmd_len=8192; ;; mint*) # On MiNT this can take a long time and run out of memory. lt_cv_sys_max_cmd_len=8192; ;; amigaos*) # On AmigaOS with pdksh, this test takes hours, literally. # So we just punt and use a minimum line length of 8192. lt_cv_sys_max_cmd_len=8192; ;; bitrig* | darwin* | dragonfly* | freebsd* | netbsd* | openbsd*) # This has been around since 386BSD, at least. Likely further. if test -x /sbin/sysctl; then lt_cv_sys_max_cmd_len=`/sbin/sysctl -n kern.argmax` elif test -x /usr/sbin/sysctl; then lt_cv_sys_max_cmd_len=`/usr/sbin/sysctl -n kern.argmax` else lt_cv_sys_max_cmd_len=65536 # usable default for all BSDs fi # And add a safety zone lt_cv_sys_max_cmd_len=`expr $lt_cv_sys_max_cmd_len \/ 4` lt_cv_sys_max_cmd_len=`expr $lt_cv_sys_max_cmd_len \* 3` ;; interix*) # We know the value 262144 and hardcode it with a safety zone (like BSD) lt_cv_sys_max_cmd_len=196608 ;; os2*) # The test takes a long time on OS/2. lt_cv_sys_max_cmd_len=8192 ;; osf*) # Dr. Hans Ekkehard Plesser reports seeing a kernel panic running configure # due to this test when exec_disable_arg_limit is 1 on Tru64. It is not # nice to cause kernel panics so lets avoid the loop below. # First set a reasonable default. lt_cv_sys_max_cmd_len=16384 # if test -x /sbin/sysconfig; then case `/sbin/sysconfig -q proc exec_disable_arg_limit` in *1*) lt_cv_sys_max_cmd_len=-1 ;; esac fi ;; sco3.2v5*) lt_cv_sys_max_cmd_len=102400 ;; sysv5* | sco5v6* | sysv4.2uw2*) kargmax=`grep ARG_MAX /etc/conf/cf.d/stune 2>/dev/null` if test -n "$kargmax"; then lt_cv_sys_max_cmd_len=`echo $kargmax | sed 's/.*[ ]//'` else lt_cv_sys_max_cmd_len=32768 fi ;; *) lt_cv_sys_max_cmd_len=`(getconf ARG_MAX) 2> /dev/null` if test -n "$lt_cv_sys_max_cmd_len" && \ test undefined != "$lt_cv_sys_max_cmd_len"; then lt_cv_sys_max_cmd_len=`expr $lt_cv_sys_max_cmd_len \/ 4` lt_cv_sys_max_cmd_len=`expr $lt_cv_sys_max_cmd_len \* 3` else # Make teststring a little bigger before we do anything with it. # a 1K string should be a reasonable start. for i in 1 2 3 4 5 6 7 8; do teststring=$teststring$teststring done SHELL=${SHELL-${CONFIG_SHELL-/bin/sh}} # If test is not a shell built-in, we'll probably end up computing a # maximum length that is only half of the actual maximum length, but # we can't tell. while { test X`env echo "$teststring$teststring" 2>/dev/null` \ = "X$teststring$teststring"; } >/dev/null 2>&1 && test 17 != "$i" # 1/2 MB should be enough do i=`expr $i + 1` teststring=$teststring$teststring done # Only check the string length outside the loop. lt_cv_sys_max_cmd_len=`expr "X$teststring" : ".*" 2>&1` teststring= # Add a significant safety factor because C++ compilers can tack on # massive amounts of additional arguments before passing them to the # linker. It appears as though 1/2 is a usable value. lt_cv_sys_max_cmd_len=`expr $lt_cv_sys_max_cmd_len \/ 2` fi ;; esac fi if test -n "$lt_cv_sys_max_cmd_len"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_sys_max_cmd_len" >&5 $as_echo "$lt_cv_sys_max_cmd_len" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: none" >&5 $as_echo "none" >&6; } fi max_cmd_len=$lt_cv_sys_max_cmd_len : ${CP="cp -f"} : ${MV="mv -f"} : ${RM="rm -f"} if ( (MAIL=60; unset MAIL) || exit) >/dev/null 2>&1; then lt_unset=unset else lt_unset=false fi # test EBCDIC or ASCII case `echo X|tr X '\101'` in A) # ASCII based system # \n is not interpreted correctly by Solaris 8 /usr/ucb/tr lt_SP2NL='tr \040 \012' lt_NL2SP='tr \015\012 \040\040' ;; *) # EBCDIC based system lt_SP2NL='tr \100 \n' lt_NL2SP='tr \r\n \100\100' ;; esac { $as_echo "$as_me:${as_lineno-$LINENO}: checking how to convert $build file names to $host format" >&5 $as_echo_n "checking how to convert $build file names to $host format... " >&6; } if ${lt_cv_to_host_file_cmd+:} false; then : $as_echo_n "(cached) " >&6 else case $host in *-*-mingw* ) case $build in *-*-mingw* ) # actually msys lt_cv_to_host_file_cmd=func_convert_file_msys_to_w32 ;; *-*-cygwin* ) lt_cv_to_host_file_cmd=func_convert_file_cygwin_to_w32 ;; * ) # otherwise, assume *nix lt_cv_to_host_file_cmd=func_convert_file_nix_to_w32 ;; esac ;; *-*-cygwin* ) case $build in *-*-mingw* ) # actually msys lt_cv_to_host_file_cmd=func_convert_file_msys_to_cygwin ;; *-*-cygwin* ) lt_cv_to_host_file_cmd=func_convert_file_noop ;; * ) # otherwise, assume *nix lt_cv_to_host_file_cmd=func_convert_file_nix_to_cygwin ;; esac ;; * ) # unhandled hosts (and "normal" native builds) lt_cv_to_host_file_cmd=func_convert_file_noop ;; esac fi to_host_file_cmd=$lt_cv_to_host_file_cmd { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_to_host_file_cmd" >&5 $as_echo "$lt_cv_to_host_file_cmd" >&6; } { $as_echo "$as_me:${as_lineno-$LINENO}: checking how to convert $build file names to toolchain format" >&5 $as_echo_n "checking how to convert $build file names to toolchain format... " >&6; } if ${lt_cv_to_tool_file_cmd+:} false; then : $as_echo_n "(cached) " >&6 else #assume ordinary cross tools, or native build. lt_cv_to_tool_file_cmd=func_convert_file_noop case $host in *-*-mingw* ) case $build in *-*-mingw* ) # actually msys lt_cv_to_tool_file_cmd=func_convert_file_msys_to_w32 ;; esac ;; esac fi to_tool_file_cmd=$lt_cv_to_tool_file_cmd { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_to_tool_file_cmd" >&5 $as_echo "$lt_cv_to_tool_file_cmd" >&6; } { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $LD option to reload object files" >&5 $as_echo_n "checking for $LD option to reload object files... " >&6; } if ${lt_cv_ld_reload_flag+:} false; then : $as_echo_n "(cached) " >&6 else lt_cv_ld_reload_flag='-r' fi { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_ld_reload_flag" >&5 $as_echo "$lt_cv_ld_reload_flag" >&6; } reload_flag=$lt_cv_ld_reload_flag case $reload_flag in "" | " "*) ;; *) reload_flag=" $reload_flag" ;; esac reload_cmds='$LD$reload_flag -o $output$reload_objs' case $host_os in cygwin* | mingw* | pw32* | cegcc*) if test yes != "$GCC"; then reload_cmds=false fi ;; darwin*) if test yes = "$GCC"; then reload_cmds='$LTCC $LTCFLAGS -nostdlib $wl-r -o $output$reload_objs' else reload_cmds='$LD$reload_flag -o $output$reload_objs' fi ;; esac if test -n "$ac_tool_prefix"; then # Extract the first word of "${ac_tool_prefix}objdump", so it can be a program name with args. set dummy ${ac_tool_prefix}objdump; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_OBJDUMP+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$OBJDUMP"; then ac_cv_prog_OBJDUMP="$OBJDUMP" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_OBJDUMP="${ac_tool_prefix}objdump" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi OBJDUMP=$ac_cv_prog_OBJDUMP if test -n "$OBJDUMP"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $OBJDUMP" >&5 $as_echo "$OBJDUMP" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi fi if test -z "$ac_cv_prog_OBJDUMP"; then ac_ct_OBJDUMP=$OBJDUMP # Extract the first word of "objdump", so it can be a program name with args. set dummy objdump; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_OBJDUMP+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_OBJDUMP"; then ac_cv_prog_ac_ct_OBJDUMP="$ac_ct_OBJDUMP" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_OBJDUMP="objdump" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_OBJDUMP=$ac_cv_prog_ac_ct_OBJDUMP if test -n "$ac_ct_OBJDUMP"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_OBJDUMP" >&5 $as_echo "$ac_ct_OBJDUMP" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi if test "x$ac_ct_OBJDUMP" = x; then OBJDUMP="false" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac OBJDUMP=$ac_ct_OBJDUMP fi else OBJDUMP="$ac_cv_prog_OBJDUMP" fi test -z "$OBJDUMP" && OBJDUMP=objdump { $as_echo "$as_me:${as_lineno-$LINENO}: checking how to recognize dependent libraries" >&5 $as_echo_n "checking how to recognize dependent libraries... " >&6; } if ${lt_cv_deplibs_check_method+:} false; then : $as_echo_n "(cached) " >&6 else lt_cv_file_magic_cmd='$MAGIC_CMD' lt_cv_file_magic_test_file= lt_cv_deplibs_check_method='unknown' # Need to set the preceding variable on all platforms that support # interlibrary dependencies. # 'none' -- dependencies not supported. # 'unknown' -- same as none, but documents that we really don't know. # 'pass_all' -- all dependencies passed with no checks. # 'test_compile' -- check by making test program. # 'file_magic [[regex]]' -- check by looking for files in library path # that responds to the $file_magic_cmd with a given extended regex. # If you have 'file' or equivalent on your system and you're not sure # whether 'pass_all' will *always* work, you probably want this one. case $host_os in aix[4-9]*) lt_cv_deplibs_check_method=pass_all ;; beos*) lt_cv_deplibs_check_method=pass_all ;; bsdi[45]*) lt_cv_deplibs_check_method='file_magic ELF [0-9][0-9]*-bit [ML]SB (shared object|dynamic lib)' lt_cv_file_magic_cmd='/usr/bin/file -L' lt_cv_file_magic_test_file=/shlib/libc.so ;; cygwin*) # func_win32_libid is a shell function defined in ltmain.sh lt_cv_deplibs_check_method='file_magic ^x86 archive import|^x86 DLL' lt_cv_file_magic_cmd='func_win32_libid' ;; mingw* | pw32*) # Base MSYS/MinGW do not provide the 'file' command needed by # func_win32_libid shell function, so use a weaker test based on 'objdump', # unless we find 'file', for example because we are cross-compiling. if ( file / ) >/dev/null 2>&1; then lt_cv_deplibs_check_method='file_magic ^x86 archive import|^x86 DLL' lt_cv_file_magic_cmd='func_win32_libid' else # Keep this pattern in sync with the one in func_win32_libid. lt_cv_deplibs_check_method='file_magic file format (pei*-i386(.*architecture: i386)?|pe-arm-wince|pe-x86-64)' lt_cv_file_magic_cmd='$OBJDUMP -f' fi ;; cegcc*) # use the weaker test based on 'objdump'. See mingw*. lt_cv_deplibs_check_method='file_magic file format pe-arm-.*little(.*architecture: arm)?' lt_cv_file_magic_cmd='$OBJDUMP -f' ;; darwin* | rhapsody*) lt_cv_deplibs_check_method=pass_all ;; freebsd* | dragonfly*) if echo __ELF__ | $CC -E - | $GREP __ELF__ > /dev/null; then case $host_cpu in i*86 ) # Not sure whether the presence of OpenBSD here was a mistake. # Let's accept both of them until this is cleared up. lt_cv_deplibs_check_method='file_magic (FreeBSD|OpenBSD|DragonFly)/i[3-9]86 (compact )?demand paged shared library' lt_cv_file_magic_cmd=/usr/bin/file lt_cv_file_magic_test_file=`echo /usr/lib/libc.so.*` ;; esac else lt_cv_deplibs_check_method=pass_all fi ;; haiku*) lt_cv_deplibs_check_method=pass_all ;; hpux10.20* | hpux11*) lt_cv_file_magic_cmd=/usr/bin/file case $host_cpu in ia64*) lt_cv_deplibs_check_method='file_magic (s[0-9][0-9][0-9]|ELF-[0-9][0-9]) shared object file - IA64' lt_cv_file_magic_test_file=/usr/lib/hpux32/libc.so ;; hppa*64*) lt_cv_deplibs_check_method='file_magic (s[0-9][0-9][0-9]|ELF[ -][0-9][0-9])(-bit)?( [LM]SB)? shared object( file)?[, -]* PA-RISC [0-9]\.[0-9]' lt_cv_file_magic_test_file=/usr/lib/pa20_64/libc.sl ;; *) lt_cv_deplibs_check_method='file_magic (s[0-9][0-9][0-9]|PA-RISC[0-9]\.[0-9]) shared library' lt_cv_file_magic_test_file=/usr/lib/libc.sl ;; esac ;; interix[3-9]*) # PIC code is broken on Interix 3.x, that's why |\.a not |_pic\.a here lt_cv_deplibs_check_method='match_pattern /lib[^/]+(\.so|\.a)$' ;; irix5* | irix6* | nonstopux*) case $LD in *-32|*"-32 ") libmagic=32-bit;; *-n32|*"-n32 ") libmagic=N32;; *-64|*"-64 ") libmagic=64-bit;; *) libmagic=never-match;; esac lt_cv_deplibs_check_method=pass_all ;; # This must be glibc/ELF. linux* | k*bsd*-gnu | kopensolaris*-gnu | gnu*) lt_cv_deplibs_check_method=pass_all ;; netbsd*) if echo __ELF__ | $CC -E - | $GREP __ELF__ > /dev/null; then lt_cv_deplibs_check_method='match_pattern /lib[^/]+(\.so\.[0-9]+\.[0-9]+|_pic\.a)$' else lt_cv_deplibs_check_method='match_pattern /lib[^/]+(\.so|_pic\.a)$' fi ;; newos6*) lt_cv_deplibs_check_method='file_magic ELF [0-9][0-9]*-bit [ML]SB (executable|dynamic lib)' lt_cv_file_magic_cmd=/usr/bin/file lt_cv_file_magic_test_file=/usr/lib/libnls.so ;; *nto* | *qnx*) lt_cv_deplibs_check_method=pass_all ;; openbsd* | bitrig*) if test -z "`echo __ELF__ | $CC -E - | $GREP __ELF__`"; then lt_cv_deplibs_check_method='match_pattern /lib[^/]+(\.so\.[0-9]+\.[0-9]+|\.so|_pic\.a)$' else lt_cv_deplibs_check_method='match_pattern /lib[^/]+(\.so\.[0-9]+\.[0-9]+|_pic\.a)$' fi ;; osf3* | osf4* | osf5*) lt_cv_deplibs_check_method=pass_all ;; rdos*) lt_cv_deplibs_check_method=pass_all ;; solaris*) lt_cv_deplibs_check_method=pass_all ;; sysv5* | sco3.2v5* | sco5v6* | unixware* | OpenUNIX* | sysv4*uw2*) lt_cv_deplibs_check_method=pass_all ;; sysv4 | sysv4.3*) case $host_vendor in motorola) lt_cv_deplibs_check_method='file_magic ELF [0-9][0-9]*-bit [ML]SB (shared object|dynamic lib) M[0-9][0-9]* Version [0-9]' lt_cv_file_magic_test_file=`echo /usr/lib/libc.so*` ;; ncr) lt_cv_deplibs_check_method=pass_all ;; sequent) lt_cv_file_magic_cmd='/bin/file' lt_cv_deplibs_check_method='file_magic ELF [0-9][0-9]*-bit [LM]SB (shared object|dynamic lib )' ;; sni) lt_cv_file_magic_cmd='/bin/file' lt_cv_deplibs_check_method="file_magic ELF [0-9][0-9]*-bit [LM]SB dynamic lib" lt_cv_file_magic_test_file=/lib/libc.so ;; siemens) lt_cv_deplibs_check_method=pass_all ;; pc) lt_cv_deplibs_check_method=pass_all ;; esac ;; tpf*) lt_cv_deplibs_check_method=pass_all ;; os2*) lt_cv_deplibs_check_method=pass_all ;; esac fi { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_deplibs_check_method" >&5 $as_echo "$lt_cv_deplibs_check_method" >&6; } file_magic_glob= want_nocaseglob=no if test "$build" = "$host"; then case $host_os in mingw* | pw32*) if ( shopt | grep nocaseglob ) >/dev/null 2>&1; then want_nocaseglob=yes else file_magic_glob=`echo aAbBcCdDeEfFgGhHiIjJkKlLmMnNoOpPqQrRsStTuUvVwWxXyYzZ | $SED -e "s/\(..\)/s\/[\1]\/[\1]\/g;/g"` fi ;; esac fi file_magic_cmd=$lt_cv_file_magic_cmd deplibs_check_method=$lt_cv_deplibs_check_method test -z "$deplibs_check_method" && deplibs_check_method=unknown if test -n "$ac_tool_prefix"; then # Extract the first word of "${ac_tool_prefix}dlltool", so it can be a program name with args. set dummy ${ac_tool_prefix}dlltool; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_DLLTOOL+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$DLLTOOL"; then ac_cv_prog_DLLTOOL="$DLLTOOL" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_DLLTOOL="${ac_tool_prefix}dlltool" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi DLLTOOL=$ac_cv_prog_DLLTOOL if test -n "$DLLTOOL"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $DLLTOOL" >&5 $as_echo "$DLLTOOL" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi fi if test -z "$ac_cv_prog_DLLTOOL"; then ac_ct_DLLTOOL=$DLLTOOL # Extract the first word of "dlltool", so it can be a program name with args. set dummy dlltool; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_DLLTOOL+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_DLLTOOL"; then ac_cv_prog_ac_ct_DLLTOOL="$ac_ct_DLLTOOL" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_DLLTOOL="dlltool" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_DLLTOOL=$ac_cv_prog_ac_ct_DLLTOOL if test -n "$ac_ct_DLLTOOL"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_DLLTOOL" >&5 $as_echo "$ac_ct_DLLTOOL" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi if test "x$ac_ct_DLLTOOL" = x; then DLLTOOL="false" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac DLLTOOL=$ac_ct_DLLTOOL fi else DLLTOOL="$ac_cv_prog_DLLTOOL" fi test -z "$DLLTOOL" && DLLTOOL=dlltool { $as_echo "$as_me:${as_lineno-$LINENO}: checking how to associate runtime and link libraries" >&5 $as_echo_n "checking how to associate runtime and link libraries... " >&6; } if ${lt_cv_sharedlib_from_linklib_cmd+:} false; then : $as_echo_n "(cached) " >&6 else lt_cv_sharedlib_from_linklib_cmd='unknown' case $host_os in cygwin* | mingw* | pw32* | cegcc*) # two different shell functions defined in ltmain.sh; # decide which one to use based on capabilities of $DLLTOOL case `$DLLTOOL --help 2>&1` in *--identify-strict*) lt_cv_sharedlib_from_linklib_cmd=func_cygming_dll_for_implib ;; *) lt_cv_sharedlib_from_linklib_cmd=func_cygming_dll_for_implib_fallback ;; esac ;; *) # fallback: assume linklib IS sharedlib lt_cv_sharedlib_from_linklib_cmd=$ECHO ;; esac fi { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_sharedlib_from_linklib_cmd" >&5 $as_echo "$lt_cv_sharedlib_from_linklib_cmd" >&6; } sharedlib_from_linklib_cmd=$lt_cv_sharedlib_from_linklib_cmd test -z "$sharedlib_from_linklib_cmd" && sharedlib_from_linklib_cmd=$ECHO if test -n "$ac_tool_prefix"; then for ac_prog in ar do # Extract the first word of "$ac_tool_prefix$ac_prog", so it can be a program name with args. set dummy $ac_tool_prefix$ac_prog; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_AR+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$AR"; then ac_cv_prog_AR="$AR" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_AR="$ac_tool_prefix$ac_prog" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi AR=$ac_cv_prog_AR if test -n "$AR"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $AR" >&5 $as_echo "$AR" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi test -n "$AR" && break done fi if test -z "$AR"; then ac_ct_AR=$AR for ac_prog in ar do # Extract the first word of "$ac_prog", so it can be a program name with args. set dummy $ac_prog; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_AR+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_AR"; then ac_cv_prog_ac_ct_AR="$ac_ct_AR" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_AR="$ac_prog" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_AR=$ac_cv_prog_ac_ct_AR if test -n "$ac_ct_AR"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_AR" >&5 $as_echo "$ac_ct_AR" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi test -n "$ac_ct_AR" && break done if test "x$ac_ct_AR" = x; then AR="false" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac AR=$ac_ct_AR fi fi : ${AR=ar} : ${AR_FLAGS=cru} { $as_echo "$as_me:${as_lineno-$LINENO}: checking for archiver @FILE support" >&5 $as_echo_n "checking for archiver @FILE support... " >&6; } if ${lt_cv_ar_at_file+:} false; then : $as_echo_n "(cached) " >&6 else lt_cv_ar_at_file=no cat confdefs.h - <<_ACEOF >conftest.$ac_ext /* end confdefs.h. */ int main () { ; return 0; } _ACEOF if ac_fn_c_try_compile "$LINENO"; then : echo conftest.$ac_objext > conftest.lst lt_ar_try='$AR $AR_FLAGS libconftest.a @conftest.lst >&5' { { eval echo "\"\$as_me\":${as_lineno-$LINENO}: \"$lt_ar_try\""; } >&5 (eval $lt_ar_try) 2>&5 ac_status=$? $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5 test $ac_status = 0; } if test 0 -eq "$ac_status"; then # Ensure the archiver fails upon bogus file names. rm -f conftest.$ac_objext libconftest.a { { eval echo "\"\$as_me\":${as_lineno-$LINENO}: \"$lt_ar_try\""; } >&5 (eval $lt_ar_try) 2>&5 ac_status=$? $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5 test $ac_status = 0; } if test 0 -ne "$ac_status"; then lt_cv_ar_at_file=@ fi fi rm -f conftest.* libconftest.a fi rm -f core conftest.err conftest.$ac_objext conftest.$ac_ext fi { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_ar_at_file" >&5 $as_echo "$lt_cv_ar_at_file" >&6; } if test no = "$lt_cv_ar_at_file"; then archiver_list_spec= else archiver_list_spec=$lt_cv_ar_at_file fi if test -n "$ac_tool_prefix"; then # Extract the first word of "${ac_tool_prefix}strip", so it can be a program name with args. set dummy ${ac_tool_prefix}strip; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_STRIP+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$STRIP"; then ac_cv_prog_STRIP="$STRIP" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_STRIP="${ac_tool_prefix}strip" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi STRIP=$ac_cv_prog_STRIP if test -n "$STRIP"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $STRIP" >&5 $as_echo "$STRIP" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi fi if test -z "$ac_cv_prog_STRIP"; then ac_ct_STRIP=$STRIP # Extract the first word of "strip", so it can be a program name with args. set dummy strip; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_STRIP+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_STRIP"; then ac_cv_prog_ac_ct_STRIP="$ac_ct_STRIP" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_STRIP="strip" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_STRIP=$ac_cv_prog_ac_ct_STRIP if test -n "$ac_ct_STRIP"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_STRIP" >&5 $as_echo "$ac_ct_STRIP" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi if test "x$ac_ct_STRIP" = x; then STRIP=":" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac STRIP=$ac_ct_STRIP fi else STRIP="$ac_cv_prog_STRIP" fi test -z "$STRIP" && STRIP=: if test -n "$ac_tool_prefix"; then # Extract the first word of "${ac_tool_prefix}ranlib", so it can be a program name with args. set dummy ${ac_tool_prefix}ranlib; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_RANLIB+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$RANLIB"; then ac_cv_prog_RANLIB="$RANLIB" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_RANLIB="${ac_tool_prefix}ranlib" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi RANLIB=$ac_cv_prog_RANLIB if test -n "$RANLIB"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $RANLIB" >&5 $as_echo "$RANLIB" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi fi if test -z "$ac_cv_prog_RANLIB"; then ac_ct_RANLIB=$RANLIB # Extract the first word of "ranlib", so it can be a program name with args. set dummy ranlib; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_RANLIB+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_RANLIB"; then ac_cv_prog_ac_ct_RANLIB="$ac_ct_RANLIB" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_RANLIB="ranlib" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_RANLIB=$ac_cv_prog_ac_ct_RANLIB if test -n "$ac_ct_RANLIB"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_RANLIB" >&5 $as_echo "$ac_ct_RANLIB" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi if test "x$ac_ct_RANLIB" = x; then RANLIB=":" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac RANLIB=$ac_ct_RANLIB fi else RANLIB="$ac_cv_prog_RANLIB" fi test -z "$RANLIB" && RANLIB=: # Determine commands to create old-style static archives. old_archive_cmds='$AR $AR_FLAGS $oldlib$oldobjs' old_postinstall_cmds='chmod 644 $oldlib' old_postuninstall_cmds= if test -n "$RANLIB"; then case $host_os in bitrig* | openbsd*) old_postinstall_cmds="$old_postinstall_cmds~\$RANLIB -t \$tool_oldlib" ;; *) old_postinstall_cmds="$old_postinstall_cmds~\$RANLIB \$tool_oldlib" ;; esac old_archive_cmds="$old_archive_cmds~\$RANLIB \$tool_oldlib" fi case $host_os in darwin*) lock_old_archive_extraction=yes ;; *) lock_old_archive_extraction=no ;; esac # If no C compiler was specified, use CC. LTCC=${LTCC-"$CC"} # If no C compiler flags were specified, use CFLAGS. LTCFLAGS=${LTCFLAGS-"$CFLAGS"} # Allow CC to be a program name with arguments. compiler=$CC # Check for command to grab the raw symbol name followed by C symbol from nm. { $as_echo "$as_me:${as_lineno-$LINENO}: checking command to parse $NM output from $compiler object" >&5 $as_echo_n "checking command to parse $NM output from $compiler object... " >&6; } if ${lt_cv_sys_global_symbol_pipe+:} false; then : $as_echo_n "(cached) " >&6 else # These are sane defaults that work on at least a few old systems. # [They come from Ultrix. What could be older than Ultrix?!! ;)] # Character class describing NM global symbol codes. symcode='[BCDEGRST]' # Regexp to match symbols that can be accessed directly from C. sympat='\([_A-Za-z][_A-Za-z0-9]*\)' # Define system-specific variables. case $host_os in aix*) symcode='[BCDT]' ;; cygwin* | mingw* | pw32* | cegcc*) symcode='[ABCDGISTW]' ;; hpux*) if test ia64 = "$host_cpu"; then symcode='[ABCDEGRST]' fi ;; irix* | nonstopux*) symcode='[BCDEGRST]' ;; osf*) symcode='[BCDEGQRST]' ;; solaris*) symcode='[BDRT]' ;; sco3.2v5*) symcode='[DT]' ;; sysv4.2uw2*) symcode='[DT]' ;; sysv5* | sco5v6* | unixware* | OpenUNIX*) symcode='[ABDT]' ;; sysv4) symcode='[DFNSTU]' ;; esac # If we're using GNU nm, then use its standard symbol codes. case `$NM -V 2>&1` in *GNU* | *'with BFD'*) symcode='[ABCDGIRSTW]' ;; esac if test "$lt_cv_nm_interface" = "MS dumpbin"; then # Gets list of data symbols to import. lt_cv_sys_global_symbol_to_import="sed -n -e 's/^I .* \(.*\)$/\1/p'" # Adjust the below global symbol transforms to fixup imported variables. lt_cdecl_hook=" -e 's/^I .* \(.*\)$/extern __declspec(dllimport) char \1;/p'" lt_c_name_hook=" -e 's/^I .* \(.*\)$/ {\"\1\", (void *) 0},/p'" lt_c_name_lib_hook="\ -e 's/^I .* \(lib.*\)$/ {\"\1\", (void *) 0},/p'\ -e 's/^I .* \(.*\)$/ {\"lib\1\", (void *) 0},/p'" else # Disable hooks by default. lt_cv_sys_global_symbol_to_import= lt_cdecl_hook= lt_c_name_hook= lt_c_name_lib_hook= fi # Transform an extracted symbol line into a proper C declaration. # Some systems (esp. on ia64) link data and code symbols differently, # so use this general approach. lt_cv_sys_global_symbol_to_cdecl="sed -n"\ $lt_cdecl_hook\ " -e 's/^T .* \(.*\)$/extern int \1();/p'"\ " -e 's/^$symcode$symcode* .* \(.*\)$/extern char \1;/p'" # Transform an extracted symbol line into symbol name and symbol address lt_cv_sys_global_symbol_to_c_name_address="sed -n"\ $lt_c_name_hook\ " -e 's/^: \(.*\) .*$/ {\"\1\", (void *) 0},/p'"\ " -e 's/^$symcode$symcode* .* \(.*\)$/ {\"\1\", (void *) \&\1},/p'" # Transform an extracted symbol line into symbol name with lib prefix and # symbol address. lt_cv_sys_global_symbol_to_c_name_address_lib_prefix="sed -n"\ $lt_c_name_lib_hook\ " -e 's/^: \(.*\) .*$/ {\"\1\", (void *) 0},/p'"\ " -e 's/^$symcode$symcode* .* \(lib.*\)$/ {\"\1\", (void *) \&\1},/p'"\ " -e 's/^$symcode$symcode* .* \(.*\)$/ {\"lib\1\", (void *) \&\1},/p'" # Handle CRLF in mingw tool chain opt_cr= case $build_os in mingw*) opt_cr=`$ECHO 'x\{0,1\}' | tr x '\015'` # option cr in regexp ;; esac # Try without a prefix underscore, then with it. for ac_symprfx in "" "_"; do # Transform symcode, sympat, and symprfx into a raw symbol and a C symbol. symxfrm="\\1 $ac_symprfx\\2 \\2" # Write the raw and C identifiers. if test "$lt_cv_nm_interface" = "MS dumpbin"; then # Fake it for dumpbin and say T for any non-static function, # D for any global variable and I for any imported variable. # Also find C++ and __fastcall symbols from MSVC++, # which start with @ or ?. lt_cv_sys_global_symbol_pipe="$AWK '"\ " {last_section=section; section=\$ 3};"\ " /^COFF SYMBOL TABLE/{for(i in hide) delete hide[i]};"\ " /Section length .*#relocs.*(pick any)/{hide[last_section]=1};"\ " /^ *Symbol name *: /{split(\$ 0,sn,\":\"); si=substr(sn[2],2)};"\ " /^ *Type *: code/{print \"T\",si,substr(si,length(prfx))};"\ " /^ *Type *: data/{print \"I\",si,substr(si,length(prfx))};"\ " \$ 0!~/External *\|/{next};"\ " / 0+ UNDEF /{next}; / UNDEF \([^|]\)*()/{next};"\ " {if(hide[section]) next};"\ " {f=\"D\"}; \$ 0~/\(\).*\|/{f=\"T\"};"\ " {split(\$ 0,a,/\||\r/); split(a[2],s)};"\ " s[1]~/^[@?]/{print f,s[1],s[1]; next};"\ " s[1]~prfx {split(s[1],t,\"@\"); print f,t[1],substr(t[1],length(prfx))}"\ " ' prfx=^$ac_symprfx" else lt_cv_sys_global_symbol_pipe="sed -n -e 's/^.*[ ]\($symcode$symcode*\)[ ][ ]*$ac_symprfx$sympat$opt_cr$/$symxfrm/p'" fi lt_cv_sys_global_symbol_pipe="$lt_cv_sys_global_symbol_pipe | sed '/ __gnu_lto/d'" # Check to see that the pipe works correctly. pipe_works=no rm -f conftest* cat > conftest.$ac_ext <<_LT_EOF #ifdef __cplusplus extern "C" { #endif char nm_test_var; void nm_test_func(void); void nm_test_func(void){} #ifdef __cplusplus } #endif int main(){nm_test_var='a';nm_test_func();return(0);} _LT_EOF if { { eval echo "\"\$as_me\":${as_lineno-$LINENO}: \"$ac_compile\""; } >&5 (eval $ac_compile) 2>&5 ac_status=$? $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5 test $ac_status = 0; }; then # Now try to grab the symbols. nlist=conftest.nm if { { eval echo "\"\$as_me\":${as_lineno-$LINENO}: \"$NM conftest.$ac_objext \| "$lt_cv_sys_global_symbol_pipe" \> $nlist\""; } >&5 (eval $NM conftest.$ac_objext \| "$lt_cv_sys_global_symbol_pipe" \> $nlist) 2>&5 ac_status=$? $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5 test $ac_status = 0; } && test -s "$nlist"; then # Try sorting and uniquifying the output. if sort "$nlist" | uniq > "$nlist"T; then mv -f "$nlist"T "$nlist" else rm -f "$nlist"T fi # Make sure that we snagged all the symbols we need. if $GREP ' nm_test_var$' "$nlist" >/dev/null; then if $GREP ' nm_test_func$' "$nlist" >/dev/null; then cat <<_LT_EOF > conftest.$ac_ext /* Keep this code in sync between libtool.m4, ltmain, lt_system.h, and tests. */ #if defined _WIN32 || defined __CYGWIN__ || defined _WIN32_WCE /* DATA imports from DLLs on WIN32 can't be const, because runtime relocations are performed -- see ld's documentation on pseudo-relocs. */ # define LT_DLSYM_CONST #elif defined __osf__ /* This system does not cope well with relocations in const data. */ # define LT_DLSYM_CONST #else # define LT_DLSYM_CONST const #endif #ifdef __cplusplus extern "C" { #endif _LT_EOF # Now generate the symbol file. eval "$lt_cv_sys_global_symbol_to_cdecl"' < "$nlist" | $GREP -v main >> conftest.$ac_ext' cat <<_LT_EOF >> conftest.$ac_ext /* The mapping between symbol names and symbols. */ LT_DLSYM_CONST struct { const char *name; void *address; } lt__PROGRAM__LTX_preloaded_symbols[] = { { "@PROGRAM@", (void *) 0 }, _LT_EOF $SED "s/^$symcode$symcode* .* \(.*\)$/ {\"\1\", (void *) \&\1},/" < "$nlist" | $GREP -v main >> conftest.$ac_ext cat <<\_LT_EOF >> conftest.$ac_ext {0, (void *) 0} }; /* This works around a problem in FreeBSD linker */ #ifdef FREEBSD_WORKAROUND static const void *lt_preloaded_setup() { return lt__PROGRAM__LTX_preloaded_symbols; } #endif #ifdef __cplusplus } #endif _LT_EOF # Now try linking the two files. mv conftest.$ac_objext conftstm.$ac_objext lt_globsym_save_LIBS=$LIBS lt_globsym_save_CFLAGS=$CFLAGS LIBS=conftstm.$ac_objext CFLAGS="$CFLAGS$lt_prog_compiler_no_builtin_flag" if { { eval echo "\"\$as_me\":${as_lineno-$LINENO}: \"$ac_link\""; } >&5 (eval $ac_link) 2>&5 ac_status=$? $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5 test $ac_status = 0; } && test -s conftest$ac_exeext; then pipe_works=yes fi LIBS=$lt_globsym_save_LIBS CFLAGS=$lt_globsym_save_CFLAGS else echo "cannot find nm_test_func in $nlist" >&5 fi else echo "cannot find nm_test_var in $nlist" >&5 fi else echo "cannot run $lt_cv_sys_global_symbol_pipe" >&5 fi else echo "$progname: failed program was:" >&5 cat conftest.$ac_ext >&5 fi rm -rf conftest* conftst* # Do not use the global_symbol_pipe unless it works. if test yes = "$pipe_works"; then break else lt_cv_sys_global_symbol_pipe= fi done fi if test -z "$lt_cv_sys_global_symbol_pipe"; then lt_cv_sys_global_symbol_to_cdecl= fi if test -z "$lt_cv_sys_global_symbol_pipe$lt_cv_sys_global_symbol_to_cdecl"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: failed" >&5 $as_echo "failed" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: ok" >&5 $as_echo "ok" >&6; } fi # Response file support. if test "$lt_cv_nm_interface" = "MS dumpbin"; then nm_file_list_spec='@' elif $NM --help 2>/dev/null | grep '[@]FILE' >/dev/null; then nm_file_list_spec='@' fi { $as_echo "$as_me:${as_lineno-$LINENO}: checking for sysroot" >&5 $as_echo_n "checking for sysroot... " >&6; } # Check whether --with-sysroot was given. if test "${with_sysroot+set}" = set; then : withval=$with_sysroot; else with_sysroot=no fi lt_sysroot= case $with_sysroot in #( yes) if test yes = "$GCC"; then lt_sysroot=`$CC --print-sysroot 2>/dev/null` fi ;; #( /*) lt_sysroot=`echo "$with_sysroot" | sed -e "$sed_quote_subst"` ;; #( no|'') ;; #( *) { $as_echo "$as_me:${as_lineno-$LINENO}: result: $with_sysroot" >&5 $as_echo "$with_sysroot" >&6; } as_fn_error $? "The sysroot must be an absolute path." "$LINENO" 5 ;; esac { $as_echo "$as_me:${as_lineno-$LINENO}: result: ${lt_sysroot:-no}" >&5 $as_echo "${lt_sysroot:-no}" >&6; } { $as_echo "$as_me:${as_lineno-$LINENO}: checking for a working dd" >&5 $as_echo_n "checking for a working dd... " >&6; } if ${ac_cv_path_lt_DD+:} false; then : $as_echo_n "(cached) " >&6 else printf 0123456789abcdef0123456789abcdef >conftest.i cat conftest.i conftest.i >conftest2.i : ${lt_DD:=$DD} if test -z "$lt_DD"; then ac_path_lt_DD_found=false # Loop through the user's path and test for each of PROGNAME-LIST as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_prog in dd; do for ac_exec_ext in '' $ac_executable_extensions; do ac_path_lt_DD="$as_dir/$ac_prog$ac_exec_ext" as_fn_executable_p "$ac_path_lt_DD" || continue if "$ac_path_lt_DD" bs=32 count=1 conftest.out 2>/dev/null; then cmp -s conftest.i conftest.out \ && ac_cv_path_lt_DD="$ac_path_lt_DD" ac_path_lt_DD_found=: fi $ac_path_lt_DD_found && break 3 done done done IFS=$as_save_IFS if test -z "$ac_cv_path_lt_DD"; then : fi else ac_cv_path_lt_DD=$lt_DD fi rm -f conftest.i conftest2.i conftest.out fi { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_cv_path_lt_DD" >&5 $as_echo "$ac_cv_path_lt_DD" >&6; } { $as_echo "$as_me:${as_lineno-$LINENO}: checking how to truncate binary pipes" >&5 $as_echo_n "checking how to truncate binary pipes... " >&6; } if ${lt_cv_truncate_bin+:} false; then : $as_echo_n "(cached) " >&6 else printf 0123456789abcdef0123456789abcdef >conftest.i cat conftest.i conftest.i >conftest2.i lt_cv_truncate_bin= if "$ac_cv_path_lt_DD" bs=32 count=1 conftest.out 2>/dev/null; then cmp -s conftest.i conftest.out \ && lt_cv_truncate_bin="$ac_cv_path_lt_DD bs=4096 count=1" fi rm -f conftest.i conftest2.i conftest.out test -z "$lt_cv_truncate_bin" && lt_cv_truncate_bin="$SED -e 4q" fi { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_truncate_bin" >&5 $as_echo "$lt_cv_truncate_bin" >&6; } # Calculate cc_basename. Skip known compiler wrappers and cross-prefix. func_cc_basename () { for cc_temp in $*""; do case $cc_temp in compile | *[\\/]compile | ccache | *[\\/]ccache ) ;; distcc | *[\\/]distcc | purify | *[\\/]purify ) ;; \-*) ;; *) break;; esac done func_cc_basename_result=`$ECHO "$cc_temp" | $SED "s%.*/%%; s%^$host_alias-%%"` } # Check whether --enable-libtool-lock was given. if test "${enable_libtool_lock+set}" = set; then : enableval=$enable_libtool_lock; fi test no = "$enable_libtool_lock" || enable_libtool_lock=yes # Some flags need to be propagated to the compiler or linker for good # libtool support. case $host in ia64-*-hpux*) # Find out what ABI is being produced by ac_compile, and set mode # options accordingly. echo 'int i;' > conftest.$ac_ext if { { eval echo "\"\$as_me\":${as_lineno-$LINENO}: \"$ac_compile\""; } >&5 (eval $ac_compile) 2>&5 ac_status=$? $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5 test $ac_status = 0; }; then case `/usr/bin/file conftest.$ac_objext` in *ELF-32*) HPUX_IA64_MODE=32 ;; *ELF-64*) HPUX_IA64_MODE=64 ;; esac fi rm -rf conftest* ;; *-*-irix6*) # Find out what ABI is being produced by ac_compile, and set linker # options accordingly. echo '#line '$LINENO' "configure"' > conftest.$ac_ext if { { eval echo "\"\$as_me\":${as_lineno-$LINENO}: \"$ac_compile\""; } >&5 (eval $ac_compile) 2>&5 ac_status=$? $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5 test $ac_status = 0; }; then if test yes = "$lt_cv_prog_gnu_ld"; then case `/usr/bin/file conftest.$ac_objext` in *32-bit*) LD="${LD-ld} -melf32bsmip" ;; *N32*) LD="${LD-ld} -melf32bmipn32" ;; *64-bit*) LD="${LD-ld} -melf64bmip" ;; esac else case `/usr/bin/file conftest.$ac_objext` in *32-bit*) LD="${LD-ld} -32" ;; *N32*) LD="${LD-ld} -n32" ;; *64-bit*) LD="${LD-ld} -64" ;; esac fi fi rm -rf conftest* ;; mips64*-*linux*) # Find out what ABI is being produced by ac_compile, and set linker # options accordingly. echo '#line '$LINENO' "configure"' > conftest.$ac_ext if { { eval echo "\"\$as_me\":${as_lineno-$LINENO}: \"$ac_compile\""; } >&5 (eval $ac_compile) 2>&5 ac_status=$? $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5 test $ac_status = 0; }; then emul=elf case `/usr/bin/file conftest.$ac_objext` in *32-bit*) emul="${emul}32" ;; *64-bit*) emul="${emul}64" ;; esac case `/usr/bin/file conftest.$ac_objext` in *MSB*) emul="${emul}btsmip" ;; *LSB*) emul="${emul}ltsmip" ;; esac case `/usr/bin/file conftest.$ac_objext` in *N32*) emul="${emul}n32" ;; esac LD="${LD-ld} -m $emul" fi rm -rf conftest* ;; x86_64-*kfreebsd*-gnu|x86_64-*linux*|powerpc*-*linux*| \ s390*-*linux*|s390*-*tpf*|sparc*-*linux*) # Find out what ABI is being produced by ac_compile, and set linker # options accordingly. Note that the listed cases only cover the # situations where additional linker options are needed (such as when # doing 32-bit compilation for a host where ld defaults to 64-bit, or # vice versa); the common cases where no linker options are needed do # not appear in the list. echo 'int i;' > conftest.$ac_ext if { { eval echo "\"\$as_me\":${as_lineno-$LINENO}: \"$ac_compile\""; } >&5 (eval $ac_compile) 2>&5 ac_status=$? $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5 test $ac_status = 0; }; then case `/usr/bin/file conftest.o` in *32-bit*) case $host in x86_64-*kfreebsd*-gnu) LD="${LD-ld} -m elf_i386_fbsd" ;; x86_64-*linux*) case `/usr/bin/file conftest.o` in *x86-64*) LD="${LD-ld} -m elf32_x86_64" ;; *) LD="${LD-ld} -m elf_i386" ;; esac ;; powerpc64le-*linux*) LD="${LD-ld} -m elf32lppclinux" ;; powerpc64-*linux*) LD="${LD-ld} -m elf32ppclinux" ;; s390x-*linux*) LD="${LD-ld} -m elf_s390" ;; sparc64-*linux*) LD="${LD-ld} -m elf32_sparc" ;; esac ;; *64-bit*) case $host in x86_64-*kfreebsd*-gnu) LD="${LD-ld} -m elf_x86_64_fbsd" ;; x86_64-*linux*) LD="${LD-ld} -m elf_x86_64" ;; powerpcle-*linux*) LD="${LD-ld} -m elf64lppc" ;; powerpc-*linux*) LD="${LD-ld} -m elf64ppc" ;; s390*-*linux*|s390*-*tpf*) LD="${LD-ld} -m elf64_s390" ;; sparc*-*linux*) LD="${LD-ld} -m elf64_sparc" ;; esac ;; esac fi rm -rf conftest* ;; *-*-sco3.2v5*) # On SCO OpenServer 5, we need -belf to get full-featured binaries. SAVE_CFLAGS=$CFLAGS CFLAGS="$CFLAGS -belf" { $as_echo "$as_me:${as_lineno-$LINENO}: checking whether the C compiler needs -belf" >&5 $as_echo_n "checking whether the C compiler needs -belf... " >&6; } if ${lt_cv_cc_needs_belf+:} false; then : $as_echo_n "(cached) " >&6 else ac_ext=c ac_cpp='$CPP $CPPFLAGS' ac_compile='$CC -c $CFLAGS $CPPFLAGS conftest.$ac_ext >&5' ac_link='$CC -o conftest$ac_exeext $CFLAGS $CPPFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5' ac_compiler_gnu=$ac_cv_c_compiler_gnu cat confdefs.h - <<_ACEOF >conftest.$ac_ext /* end confdefs.h. */ int main () { ; return 0; } _ACEOF if ac_fn_c_try_link "$LINENO"; then : lt_cv_cc_needs_belf=yes else lt_cv_cc_needs_belf=no fi rm -f core conftest.err conftest.$ac_objext \ conftest$ac_exeext conftest.$ac_ext ac_ext=c ac_cpp='$CPP $CPPFLAGS' ac_compile='$CC -c $CFLAGS $CPPFLAGS conftest.$ac_ext >&5' ac_link='$CC -o conftest$ac_exeext $CFLAGS $CPPFLAGS $LDFLAGS conftest.$ac_ext $LIBS >&5' ac_compiler_gnu=$ac_cv_c_compiler_gnu fi { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_cc_needs_belf" >&5 $as_echo "$lt_cv_cc_needs_belf" >&6; } if test yes != "$lt_cv_cc_needs_belf"; then # this is probably gcc 2.8.0, egcs 1.0 or newer; no need for -belf CFLAGS=$SAVE_CFLAGS fi ;; *-*solaris*) # Find out what ABI is being produced by ac_compile, and set linker # options accordingly. echo 'int i;' > conftest.$ac_ext if { { eval echo "\"\$as_me\":${as_lineno-$LINENO}: \"$ac_compile\""; } >&5 (eval $ac_compile) 2>&5 ac_status=$? $as_echo "$as_me:${as_lineno-$LINENO}: \$? = $ac_status" >&5 test $ac_status = 0; }; then case `/usr/bin/file conftest.o` in *64-bit*) case $lt_cv_prog_gnu_ld in yes*) case $host in i?86-*-solaris*|x86_64-*-solaris*) LD="${LD-ld} -m elf_x86_64" ;; sparc*-*-solaris*) LD="${LD-ld} -m elf64_sparc" ;; esac # GNU ld 2.21 introduced _sol2 emulations. Use them if available. if ${LD-ld} -V | grep _sol2 >/dev/null 2>&1; then LD=${LD-ld}_sol2 fi ;; *) if ${LD-ld} -64 -r -o conftest2.o conftest.o >/dev/null 2>&1; then LD="${LD-ld} -64" fi ;; esac ;; esac fi rm -rf conftest* ;; esac need_locks=$enable_libtool_lock if test -n "$ac_tool_prefix"; then # Extract the first word of "${ac_tool_prefix}mt", so it can be a program name with args. set dummy ${ac_tool_prefix}mt; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_MANIFEST_TOOL+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$MANIFEST_TOOL"; then ac_cv_prog_MANIFEST_TOOL="$MANIFEST_TOOL" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_MANIFEST_TOOL="${ac_tool_prefix}mt" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi MANIFEST_TOOL=$ac_cv_prog_MANIFEST_TOOL if test -n "$MANIFEST_TOOL"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $MANIFEST_TOOL" >&5 $as_echo "$MANIFEST_TOOL" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi fi if test -z "$ac_cv_prog_MANIFEST_TOOL"; then ac_ct_MANIFEST_TOOL=$MANIFEST_TOOL # Extract the first word of "mt", so it can be a program name with args. set dummy mt; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_MANIFEST_TOOL+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_MANIFEST_TOOL"; then ac_cv_prog_ac_ct_MANIFEST_TOOL="$ac_ct_MANIFEST_TOOL" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_MANIFEST_TOOL="mt" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_MANIFEST_TOOL=$ac_cv_prog_ac_ct_MANIFEST_TOOL if test -n "$ac_ct_MANIFEST_TOOL"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_MANIFEST_TOOL" >&5 $as_echo "$ac_ct_MANIFEST_TOOL" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi if test "x$ac_ct_MANIFEST_TOOL" = x; then MANIFEST_TOOL=":" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac MANIFEST_TOOL=$ac_ct_MANIFEST_TOOL fi else MANIFEST_TOOL="$ac_cv_prog_MANIFEST_TOOL" fi test -z "$MANIFEST_TOOL" && MANIFEST_TOOL=mt { $as_echo "$as_me:${as_lineno-$LINENO}: checking if $MANIFEST_TOOL is a manifest tool" >&5 $as_echo_n "checking if $MANIFEST_TOOL is a manifest tool... " >&6; } if ${lt_cv_path_mainfest_tool+:} false; then : $as_echo_n "(cached) " >&6 else lt_cv_path_mainfest_tool=no echo "$as_me:$LINENO: $MANIFEST_TOOL '-?'" >&5 $MANIFEST_TOOL '-?' 2>conftest.err > conftest.out cat conftest.err >&5 if $GREP 'Manifest Tool' conftest.out > /dev/null; then lt_cv_path_mainfest_tool=yes fi rm -f conftest* fi { $as_echo "$as_me:${as_lineno-$LINENO}: result: $lt_cv_path_mainfest_tool" >&5 $as_echo "$lt_cv_path_mainfest_tool" >&6; } if test yes != "$lt_cv_path_mainfest_tool"; then MANIFEST_TOOL=: fi case $host_os in rhapsody* | darwin*) if test -n "$ac_tool_prefix"; then # Extract the first word of "${ac_tool_prefix}dsymutil", so it can be a program name with args. set dummy ${ac_tool_prefix}dsymutil; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_DSYMUTIL+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$DSYMUTIL"; then ac_cv_prog_DSYMUTIL="$DSYMUTIL" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_DSYMUTIL="${ac_tool_prefix}dsymutil" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi DSYMUTIL=$ac_cv_prog_DSYMUTIL if test -n "$DSYMUTIL"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $DSYMUTIL" >&5 $as_echo "$DSYMUTIL" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi fi if test -z "$ac_cv_prog_DSYMUTIL"; then ac_ct_DSYMUTIL=$DSYMUTIL # Extract the first word of "dsymutil", so it can be a program name with args. set dummy dsymutil; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_DSYMUTIL+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_DSYMUTIL"; then ac_cv_prog_ac_ct_DSYMUTIL="$ac_ct_DSYMUTIL" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_DSYMUTIL="dsymutil" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_DSYMUTIL=$ac_cv_prog_ac_ct_DSYMUTIL if test -n "$ac_ct_DSYMUTIL"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_DSYMUTIL" >&5 $as_echo "$ac_ct_DSYMUTIL" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi if test "x$ac_ct_DSYMUTIL" = x; then DSYMUTIL=":" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac DSYMUTIL=$ac_ct_DSYMUTIL fi else DSYMUTIL="$ac_cv_prog_DSYMUTIL" fi if test -n "$ac_tool_prefix"; then # Extract the first word of "${ac_tool_prefix}nmedit", so it can be a program name with args. set dummy ${ac_tool_prefix}nmedit; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_NMEDIT+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$NMEDIT"; then ac_cv_prog_NMEDIT="$NMEDIT" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_NMEDIT="${ac_tool_prefix}nmedit" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi NMEDIT=$ac_cv_prog_NMEDIT if test -n "$NMEDIT"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $NMEDIT" >&5 $as_echo "$NMEDIT" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi fi if test -z "$ac_cv_prog_NMEDIT"; then ac_ct_NMEDIT=$NMEDIT # Extract the first word of "nmedit", so it can be a program name with args. set dummy nmedit; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_NMEDIT+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_NMEDIT"; then ac_cv_prog_ac_ct_NMEDIT="$ac_ct_NMEDIT" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_NMEDIT="nmedit" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_NMEDIT=$ac_cv_prog_ac_ct_NMEDIT if test -n "$ac_ct_NMEDIT"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_NMEDIT" >&5 $as_echo "$ac_ct_NMEDIT" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi if test "x$ac_ct_NMEDIT" = x; then NMEDIT=":" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac NMEDIT=$ac_ct_NMEDIT fi else NMEDIT="$ac_cv_prog_NMEDIT" fi if test -n "$ac_tool_prefix"; then # Extract the first word of "${ac_tool_prefix}lipo", so it can be a program name with args. set dummy ${ac_tool_prefix}lipo; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_LIPO+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$LIPO"; then ac_cv_prog_LIPO="$LIPO" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_LIPO="${ac_tool_prefix}lipo" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi LIPO=$ac_cv_prog_LIPO if test -n "$LIPO"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $LIPO" >&5 $as_echo "$LIPO" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi fi if test -z "$ac_cv_prog_LIPO"; then ac_ct_LIPO=$LIPO # Extract the first word of "lipo", so it can be a program name with args. set dummy lipo; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_LIPO+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_LIPO"; then ac_cv_prog_ac_ct_LIPO="$ac_ct_LIPO" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_LIPO="lipo" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_LIPO=$ac_cv_prog_ac_ct_LIPO if test -n "$ac_ct_LIPO"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_LIPO" >&5 $as_echo "$ac_ct_LIPO" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi if test "x$ac_ct_LIPO" = x; then LIPO=":" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac LIPO=$ac_ct_LIPO fi else LIPO="$ac_cv_prog_LIPO" fi if test -n "$ac_tool_prefix"; then # Extract the first word of "${ac_tool_prefix}otool", so it can be a program name with args. set dummy ${ac_tool_prefix}otool; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_OTOOL+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$OTOOL"; then ac_cv_prog_OTOOL="$OTOOL" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_OTOOL="${ac_tool_prefix}otool" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi OTOOL=$ac_cv_prog_OTOOL if test -n "$OTOOL"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $OTOOL" >&5 $as_echo "$OTOOL" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi fi if test -z "$ac_cv_prog_OTOOL"; then ac_ct_OTOOL=$OTOOL # Extract the first word of "otool", so it can be a program name with args. set dummy otool; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_OTOOL+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_OTOOL"; then ac_cv_prog_ac_ct_OTOOL="$ac_ct_OTOOL" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_OTOOL="otool" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_OTOOL=$ac_cv_prog_ac_ct_OTOOL if test -n "$ac_ct_OTOOL"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_OTOOL" >&5 $as_echo "$ac_ct_OTOOL" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi if test "x$ac_ct_OTOOL" = x; then OTOOL=":" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac OTOOL=$ac_ct_OTOOL fi else OTOOL="$ac_cv_prog_OTOOL" fi if test -n "$ac_tool_prefix"; then # Extract the first word of "${ac_tool_prefix}otool64", so it can be a program name with args. set dummy ${ac_tool_prefix}otool64; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_OTOOL64+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$OTOOL64"; then ac_cv_prog_OTOOL64="$OTOOL64" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_OTOOL64="${ac_tool_prefix}otool64" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi OTOOL64=$ac_cv_prog_OTOOL64 if test -n "$OTOOL64"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $OTOOL64" >&5 $as_echo "$OTOOL64" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi fi if test -z "$ac_cv_prog_OTOOL64"; then ac_ct_OTOOL64=$OTOOL64 # Extract the first word of "otool64", so it can be a program name with args. set dummy otool64; ac_word=$2 { $as_echo "$as_me:${as_lineno-$LINENO}: checking for $ac_word" >&5 $as_echo_n "checking for $ac_word... " >&6; } if ${ac_cv_prog_ac_ct_OTOOL64+:} false; then : $as_echo_n "(cached) " >&6 else if test -n "$ac_ct_OTOOL64"; then ac_cv_prog_ac_ct_OTOOL64="$ac_ct_OTOOL64" # Let the user override the test. else as_save_IFS=$IFS; IFS=$PATH_SEPARATOR for as_dir in $PATH do IFS=$as_save_IFS test -z "$as_dir" && as_dir=. for ac_exec_ext in '' $ac_executable_extensions; do if as_fn_executable_p "$as_dir/$ac_word$ac_exec_ext"; then ac_cv_prog_ac_ct_OTOOL64="otool64" $as_echo "$as_me:${as_lineno-$LINENO}: found $as_dir/$ac_word$ac_exec_ext" >&5 break 2 fi done done IFS=$as_save_IFS fi fi ac_ct_OTOOL64=$ac_cv_prog_ac_ct_OTOOL64 if test -n "$ac_ct_OTOOL64"; then { $as_echo "$as_me:${as_lineno-$LINENO}: result: $ac_ct_OTOOL64" >&5 $as_echo "$ac_ct_OTOOL64" >&6; } else { $as_echo "$as_me:${as_lineno-$LINENO}: result: no" >&5 $as_echo "no" >&6; } fi if test "x$ac_ct_OTOOL64" = x; then OTOOL64=":" else case $cross_compiling:$ac_tool_warned in yes:) { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: using cross tools not prefixed with host triplet" >&5 $as_echo "$as_me: WARNING: using cross tools not prefixed with host triplet" >&2;} ac_tool_warned=yes ;; esac OTOOL64=$ac_ct_OTOOL64 fi else OTOOL64="$ac_cv_prog_OTOOL64" fi { $as_echo "$as_me:${as_lineno-$LINENO}: checking for -single_module linker flag" >&5 $as_echo_n "checking for -single_module linker flag... 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then : lt_aix_libpath_sed=' /Import File Strings/,/^$/ { /^0/ { s/^0 *\([^ ]*\) *$/\1/ p } }' lt_cv_aix_libpath_=`dump -H conftest$ac_exeext 2>/dev/null | $SED -n -e "$lt_aix_libpath_sed"` # Check for a 64-bit object if we didn't find anything. if test -z "$lt_cv_aix_libpath_"; then lt_cv_aix_libpath_=`dump -HX64 conftest$ac_exeext 2>/dev/null | $SED -n -e "$lt_aix_libpath_sed"` fi fi rm -f core conftest.err conftest.$ac_objext \ conftest$ac_exeext conftest.$ac_ext if test -z "$lt_cv_aix_libpath_"; then lt_cv_aix_libpath_=/usr/lib:/lib fi fi aix_libpath=$lt_cv_aix_libpath_ fi hardcode_libdir_flag_spec='$wl-blibpath:$libdir:'"$aix_libpath" archive_expsym_cmds='$CC -o $output_objdir/$soname $libobjs $deplibs $wl'$no_entry_flag' $compiler_flags `if test -n "$allow_undefined_flag"; then func_echo_all "$wl$allow_undefined_flag"; else :; fi` $wl'$exp_sym_flag:\$export_symbols' '$shared_flag else if test ia64 = "$host_cpu"; then hardcode_libdir_flag_spec='$wl-R $libdir:/usr/lib:/lib' allow_undefined_flag="-z nodefs" archive_expsym_cmds="\$CC $shared_flag"' -o $output_objdir/$soname $libobjs $deplibs '"\$wl$no_entry_flag"' $compiler_flags $wl$allow_undefined_flag '"\$wl$exp_sym_flag:\$export_symbols" else # Determine the default libpath from the value encoded in an # empty executable. if test set = "${lt_cv_aix_libpath+set}"; then aix_libpath=$lt_cv_aix_libpath else if ${lt_cv_aix_libpath_+:} false; then : $as_echo_n "(cached) " >&6 else cat confdefs.h - <<_ACEOF >conftest.$ac_ext /* end confdefs.h. */ int main () { ; return 0; } _ACEOF if ac_fn_c_try_link "$LINENO"; then : lt_aix_libpath_sed=' /Import File Strings/,/^$/ { /^0/ { s/^0 *\([^ ]*\) *$/\1/ p } }' lt_cv_aix_libpath_=`dump -H conftest$ac_exeext 2>/dev/null | $SED -n -e "$lt_aix_libpath_sed"` # Check for a 64-bit object if we didn't find anything. if test -z "$lt_cv_aix_libpath_"; then lt_cv_aix_libpath_=`dump -HX64 conftest$ac_exeext 2>/dev/null | $SED -n -e "$lt_aix_libpath_sed"` fi fi rm -f core conftest.err conftest.$ac_objext \ conftest$ac_exeext conftest.$ac_ext if test -z "$lt_cv_aix_libpath_"; then lt_cv_aix_libpath_=/usr/lib:/lib fi fi aix_libpath=$lt_cv_aix_libpath_ fi hardcode_libdir_flag_spec='$wl-blibpath:$libdir:'"$aix_libpath" # Warning - without using the other run time loading flags, # -berok will link without error, but may produce a broken library. no_undefined_flag=' $wl-bernotok' allow_undefined_flag=' $wl-berok' if test yes = "$with_gnu_ld"; then # We only use this code for GNU lds that support --whole-archive. whole_archive_flag_spec='$wl--whole-archive$convenience $wl--no-whole-archive' else # Exported symbols can be pulled into shared objects from archives whole_archive_flag_spec='$convenience' fi archive_cmds_need_lc=yes archive_expsym_cmds='$RM -r $output_objdir/$realname.d~$MKDIR $output_objdir/$realname.d' # -brtl affects multiple linker settings, -berok does not and is overridden later compiler_flags_filtered='`func_echo_all "$compiler_flags " | $SED -e "s%-brtl\\([, ]\\)%-berok\\1%g"`' if test svr4 != "$with_aix_soname"; then # This is similar to how AIX traditionally builds its shared libraries. archive_expsym_cmds="$archive_expsym_cmds"'~$CC '$shared_flag_aix' -o $output_objdir/$realname.d/$soname $libobjs $deplibs $wl-bnoentry '$compiler_flags_filtered'$wl-bE:$export_symbols$allow_undefined_flag~$AR $AR_FLAGS $output_objdir/$libname$release.a $output_objdir/$realname.d/$soname' fi if test aix != "$with_aix_soname"; then archive_expsym_cmds="$archive_expsym_cmds"'~$CC '$shared_flag_svr4' -o $output_objdir/$realname.d/$shared_archive_member_spec.o $libobjs $deplibs $wl-bnoentry '$compiler_flags_filtered'$wl-bE:$export_symbols$allow_undefined_flag~$STRIP -e $output_objdir/$realname.d/$shared_archive_member_spec.o~( func_echo_all "#! $soname($shared_archive_member_spec.o)"; if test shr_64 = "$shared_archive_member_spec"; then func_echo_all "# 64"; else func_echo_all "# 32"; fi; cat $export_symbols ) > $output_objdir/$realname.d/$shared_archive_member_spec.imp~$AR $AR_FLAGS $output_objdir/$soname $output_objdir/$realname.d/$shared_archive_member_spec.o $output_objdir/$realname.d/$shared_archive_member_spec.imp' else # used by -dlpreopen to get the symbols archive_expsym_cmds="$archive_expsym_cmds"'~$MV $output_objdir/$realname.d/$soname $output_objdir' fi archive_expsym_cmds="$archive_expsym_cmds"'~$RM -r $output_objdir/$realname.d' fi fi ;; amigaos*) case $host_cpu in powerpc) # see comment about AmigaOS4 .so support archive_cmds='$CC -shared $libobjs $deplibs $compiler_flags $wl-soname $wl$soname -o $lib' archive_expsym_cmds='' ;; m68k) archive_cmds='$RM $output_objdir/a2ixlibrary.data~$ECHO "#define NAME $libname" > $output_objdir/a2ixlibrary.data~$ECHO "#define LIBRARY_ID 1" >> $output_objdir/a2ixlibrary.data~$ECHO "#define VERSION $major" >> $output_objdir/a2ixlibrary.data~$ECHO "#define REVISION $revision" >> $output_objdir/a2ixlibrary.data~$AR $AR_FLAGS $lib $libobjs~$RANLIB $lib~(cd $output_objdir && a2ixlibrary -32)' hardcode_libdir_flag_spec='-L$libdir' hardcode_minus_L=yes ;; esac ;; bsdi[45]*) export_dynamic_flag_spec=-rdynamic ;; cygwin* | mingw* | pw32* | cegcc*) # When not using gcc, we currently assume that we are using # Microsoft Visual C++. # hardcode_libdir_flag_spec is actually meaningless, as there is # no search path for DLLs. case $cc_basename in cl*) # Native MSVC hardcode_libdir_flag_spec=' ' allow_undefined_flag=unsupported always_export_symbols=yes file_list_spec='@' # Tell ltmain to make .lib files, not .a files. libext=lib # Tell ltmain to make .dll files, not .so files. shrext_cmds=.dll # FIXME: Setting linknames here is a bad hack. archive_cmds='$CC -o $output_objdir/$soname $libobjs $compiler_flags $deplibs -Wl,-DLL,-IMPLIB:"$tool_output_objdir$libname.dll.lib"~linknames=' archive_expsym_cmds='if test DEF = "`$SED -n -e '\''s/^[ ]*//'\'' -e '\''/^\(;.*\)*$/d'\'' -e '\''s/^\(EXPORTS\|LIBRARY\)\([ ].*\)*$/DEF/p'\'' -e q $export_symbols`" ; then cp "$export_symbols" "$output_objdir/$soname.def"; echo "$tool_output_objdir$soname.def" > "$output_objdir/$soname.exp"; else $SED -e '\''s/^/-link -EXPORT:/'\'' < $export_symbols > $output_objdir/$soname.exp; fi~ $CC -o $tool_output_objdir$soname $libobjs $compiler_flags $deplibs "@$tool_output_objdir$soname.exp" -Wl,-DLL,-IMPLIB:"$tool_output_objdir$libname.dll.lib"~ linknames=' # The linker will not automatically build a static lib if we build a DLL. # _LT_TAGVAR(old_archive_from_new_cmds, )='true' enable_shared_with_static_runtimes=yes exclude_expsyms='_NULL_IMPORT_DESCRIPTOR|_IMPORT_DESCRIPTOR_.*' export_symbols_cmds='$NM $libobjs $convenience | $global_symbol_pipe | $SED -e '\''/^[BCDGRS][ ]/s/.*[ ]\([^ ]*\)/\1,DATA/'\'' | $SED -e '\''/^[AITW][ ]/s/.*[ ]//'\'' | sort | uniq > $export_symbols' # Don't use ranlib old_postinstall_cmds='chmod 644 $oldlib' postlink_cmds='lt_outputfile="@OUTPUT@"~ lt_tool_outputfile="@TOOL_OUTPUT@"~ case $lt_outputfile in *.exe|*.EXE) ;; *) lt_outputfile=$lt_outputfile.exe lt_tool_outputfile=$lt_tool_outputfile.exe ;; esac~ if test : != "$MANIFEST_TOOL" && test -f "$lt_outputfile.manifest"; then $MANIFEST_TOOL -manifest "$lt_tool_outputfile.manifest" -outputresource:"$lt_tool_outputfile" || exit 1; $RM "$lt_outputfile.manifest"; fi' ;; *) # Assume MSVC wrapper hardcode_libdir_flag_spec=' ' allow_undefined_flag=unsupported # Tell ltmain to make .lib files, not .a files. libext=lib # Tell ltmain to make .dll files, not .so files. shrext_cmds=.dll # FIXME: Setting linknames here is a bad hack. archive_cmds='$CC -o $lib $libobjs $compiler_flags `func_echo_all "$deplibs" | $SED '\''s/ -lc$//'\''` -link -dll~linknames=' # The linker will automatically build a .lib file if we build a DLL. old_archive_from_new_cmds='true' # FIXME: Should let the user specify the lib program. old_archive_cmds='lib -OUT:$oldlib$oldobjs$old_deplibs' enable_shared_with_static_runtimes=yes ;; esac ;; darwin* | rhapsody*) archive_cmds_need_lc=no hardcode_direct=no hardcode_automatic=yes hardcode_shlibpath_var=unsupported if test yes = "$lt_cv_ld_force_load"; then whole_archive_flag_spec='`for conv in $convenience\"\"; do test -n \"$conv\" && new_convenience=\"$new_convenience $wl-force_load,$conv\"; done; func_echo_all \"$new_convenience\"`' else whole_archive_flag_spec='' fi link_all_deplibs=yes allow_undefined_flag=$_lt_dar_allow_undefined case $cc_basename in ifort*|nagfor*) _lt_dar_can_shared=yes ;; *) _lt_dar_can_shared=$GCC ;; esac if test yes = "$_lt_dar_can_shared"; then output_verbose_link_cmd=func_echo_all archive_cmds="\$CC -dynamiclib \$allow_undefined_flag -o \$lib \$libobjs \$deplibs \$compiler_flags -install_name \$rpath/\$soname \$verstring $_lt_dar_single_mod$_lt_dsymutil" module_cmds="\$CC \$allow_undefined_flag -o \$lib -bundle \$libobjs \$deplibs \$compiler_flags$_lt_dsymutil" archive_expsym_cmds="sed 's|^|_|' < \$export_symbols > \$output_objdir/\$libname-symbols.expsym~\$CC -dynamiclib \$allow_undefined_flag -o \$lib \$libobjs \$deplibs \$compiler_flags -install_name \$rpath/\$soname \$verstring $_lt_dar_single_mod$_lt_dar_export_syms$_lt_dsymutil" module_expsym_cmds="sed -e 's|^|_|' < \$export_symbols > \$output_objdir/\$libname-symbols.expsym~\$CC \$allow_undefined_flag -o \$lib -bundle \$libobjs \$deplibs \$compiler_flags$_lt_dar_export_syms$_lt_dsymutil" else ld_shlibs=no fi ;; dgux*) archive_cmds='$LD -G -h $soname -o $lib $libobjs $deplibs $linker_flags' hardcode_libdir_flag_spec='-L$libdir' hardcode_shlibpath_var=no ;; # FreeBSD 2.2.[012] allows us to include c++rt0.o to get C++ constructor # support. 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linux*) case $cc_basename in tcc*) # Fabrice Bellard et al's Tiny C Compiler ld_shlibs=yes archive_cmds='$CC -shared $pic_flag -o $lib $libobjs $deplibs $compiler_flags' ;; esac ;; netbsd*) if echo __ELF__ | $CC -E - | $GREP __ELF__ >/dev/null; then archive_cmds='$LD -Bshareable -o $lib $libobjs $deplibs $linker_flags' # a.out else archive_cmds='$LD -shared -o $lib $libobjs $deplibs $linker_flags' # ELF fi hardcode_libdir_flag_spec='-R$libdir' hardcode_direct=yes hardcode_shlibpath_var=no ;; newsos6) archive_cmds='$LD -G -h $soname -o $lib $libobjs $deplibs $linker_flags' hardcode_direct=yes hardcode_libdir_flag_spec='$wl-rpath $wl$libdir' hardcode_libdir_separator=: hardcode_shlibpath_var=no ;; *nto* | *qnx*) ;; openbsd* | bitrig*) if test -f /usr/libexec/ld.so; then hardcode_direct=yes hardcode_shlibpath_var=no hardcode_direct_absolute=yes if test -z "`echo __ELF__ | $CC -E - | $GREP __ELF__`"; then archive_cmds='$CC -shared $pic_flag -o $lib $libobjs $deplibs $compiler_flags' archive_expsym_cmds='$CC -shared $pic_flag -o $lib $libobjs $deplibs $compiler_flags $wl-retain-symbols-file,$export_symbols' hardcode_libdir_flag_spec='$wl-rpath,$libdir' export_dynamic_flag_spec='$wl-E' else archive_cmds='$CC -shared $pic_flag -o $lib $libobjs $deplibs $compiler_flags' hardcode_libdir_flag_spec='$wl-rpath,$libdir' fi else ld_shlibs=no fi ;; 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fi~ prefix_cmds="$prefix_cmds -e \"s/^\(.*\)$/_\1/g\""~ cat $export_symbols | $prefix_cmds >> $output_objdir/$libname.def~ $CC -Zdll -Zcrtdll -o $output_objdir/$soname $libobjs $deplibs $compiler_flags $output_objdir/$libname.def~ emximp -o $lib $output_objdir/$libname.def' old_archive_From_new_cmds='emximp -o $output_objdir/${libname}_dll.a $output_objdir/$libname.def' enable_shared_with_static_runtimes=yes ;; osf3*) if test yes = "$GCC"; then allow_undefined_flag=' $wl-expect_unresolved $wl\*' archive_cmds='$CC -shared$allow_undefined_flag $libobjs $deplibs $compiler_flags $wl-soname $wl$soname `test -n "$verstring" && func_echo_all "$wl-set_version $wl$verstring"` $wl-update_registry $wl$output_objdir/so_locations -o $lib' else allow_undefined_flag=' -expect_unresolved \*' archive_cmds='$CC -shared$allow_undefined_flag $libobjs $deplibs $compiler_flags -soname $soname `test -n "$verstring" && func_echo_all "-set_version $verstring"` -update_registry $output_objdir/so_locations -o $lib' fi archive_cmds_need_lc='no' hardcode_libdir_flag_spec='$wl-rpath $wl$libdir' hardcode_libdir_separator=: ;; 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The import file would start with # the line '#! .'. This would cause the generated library to # depend on '.', always an invalid library. This was fixed in # development snapshots of GCC prior to 3.0. case $host_os in aix4 | aix4.[01] | aix4.[01].*) if { echo '#if __GNUC__ > 2 || (__GNUC__ == 2 && __GNUC_MINOR__ >= 97)' echo ' yes ' echo '#endif'; } | $CC -E - | $GREP yes > /dev/null; then : else can_build_shared=no fi ;; esac # Using Import Files as archive members, it is possible to support # filename-based versioning of shared library archives on AIX. While # this would work for both with and without runtime linking, it will # prevent static linking of such archives. So we do filename-based # shared library versioning with .so extension only, which is used # when both runtime linking and shared linking is enabled. # Unfortunately, runtime linking may impact performance, so we do # not want this to be the default eventually. Also, we use the # versioned .so libs for executables only if there is the -brtl # linker flag in LDFLAGS as well, or --with-aix-soname=svr4 only. # To allow for filename-based versioning support, we need to create # libNAME.so.V as an archive file, containing: # *) an Import File, referring to the versioned filename of the # archive as well as the shared archive member, telling the # bitwidth (32 or 64) of that shared object, and providing the # list of exported symbols of that shared object, eventually # decorated with the 'weak' keyword # *) the shared object with the F_LOADONLY flag set, to really avoid # it being seen by the linker. # At run time we better use the real file rather than another symlink, # but for link time we create the symlink libNAME.so -> libNAME.so.V case $with_aix_soname,$aix_use_runtimelinking in # AIX (on Power*) has no versioning support, so currently we cannot hardcode correct # soname into executable. Probably we can add versioning support to # collect2, so additional links can be useful in future. aix,yes) # traditional libtool dynamic_linker='AIX unversionable lib.so' # If using run time linking (on AIX 4.2 or later) use lib.so # instead of lib.a to let people know that these are not # typical AIX shared libraries. library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' ;; aix,no) # traditional AIX only dynamic_linker='AIX lib.a(lib.so.V)' # We preserve .a as extension for shared libraries through AIX4.2 # and later when we are not doing run time linking. library_names_spec='$libname$release.a $libname.a' soname_spec='$libname$release$shared_ext$major' ;; svr4,*) # full svr4 only dynamic_linker="AIX lib.so.V($shared_archive_member_spec.o)" library_names_spec='$libname$release$shared_ext$major $libname$shared_ext' # We do not specify a path in Import Files, so LIBPATH fires. shlibpath_overrides_runpath=yes ;; *,yes) # both, prefer svr4 dynamic_linker="AIX lib.so.V($shared_archive_member_spec.o), lib.a(lib.so.V)" library_names_spec='$libname$release$shared_ext$major $libname$shared_ext' # unpreferred sharedlib libNAME.a needs extra handling postinstall_cmds='test -n "$linkname" || linkname="$realname"~func_stripname "" ".so" "$linkname"~$install_shared_prog "$dir/$func_stripname_result.$libext" "$destdir/$func_stripname_result.$libext"~test -z "$tstripme" || test -z "$striplib" || $striplib "$destdir/$func_stripname_result.$libext"' postuninstall_cmds='for n in $library_names $old_library; do :; done~func_stripname "" ".so" "$n"~test "$func_stripname_result" = "$n" || func_append rmfiles " $odir/$func_stripname_result.$libext"' # We do not specify a path in Import Files, so LIBPATH fires. shlibpath_overrides_runpath=yes ;; *,no) # both, prefer aix dynamic_linker="AIX lib.a(lib.so.V), lib.so.V($shared_archive_member_spec.o)" library_names_spec='$libname$release.a $libname.a' soname_spec='$libname$release$shared_ext$major' # unpreferred sharedlib libNAME.so.V and symlink libNAME.so need extra handling postinstall_cmds='test -z "$dlname" || $install_shared_prog $dir/$dlname $destdir/$dlname~test -z "$tstripme" || test -z "$striplib" || $striplib $destdir/$dlname~test -n "$linkname" || linkname=$realname~func_stripname "" ".a" "$linkname"~(cd "$destdir" && $LN_S -f $dlname $func_stripname_result.so)' postuninstall_cmds='test -z "$dlname" || func_append rmfiles " $odir/$dlname"~for n in $old_library $library_names; do :; done~func_stripname "" ".a" "$n"~func_append rmfiles " $odir/$func_stripname_result.so"' ;; esac shlibpath_var=LIBPATH fi ;; amigaos*) case $host_cpu in powerpc) # Since July 2007 AmigaOS4 officially supports .so libraries. # When compiling the executable, add -use-dynld -Lsobjs: to the compileline. library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' ;; m68k) library_names_spec='$libname.ixlibrary $libname.a' # Create ${libname}_ixlibrary.a entries in /sys/libs. finish_eval='for lib in `ls $libdir/*.ixlibrary 2>/dev/null`; do libname=`func_echo_all "$lib" | $SED '\''s%^.*/\([^/]*\)\.ixlibrary$%\1%'\''`; $RM /sys/libs/${libname}_ixlibrary.a; $show "cd /sys/libs && $LN_S $lib ${libname}_ixlibrary.a"; cd /sys/libs && $LN_S $lib ${libname}_ixlibrary.a || exit 1; done' ;; esac ;; beos*) library_names_spec='$libname$shared_ext' dynamic_linker="$host_os ld.so" shlibpath_var=LIBRARY_PATH ;; bsdi[45]*) version_type=linux # correct to gnu/linux during the next big refactor need_version=no library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' finish_cmds='PATH="\$PATH:/sbin" ldconfig $libdir' shlibpath_var=LD_LIBRARY_PATH sys_lib_search_path_spec="/shlib /usr/lib /usr/X11/lib /usr/contrib/lib /lib /usr/local/lib" sys_lib_dlsearch_path_spec="/shlib /usr/lib /usr/local/lib" # the default ld.so.conf also contains /usr/contrib/lib and # /usr/X11R6/lib (/usr/X11 is a link to /usr/X11R6), but let us allow # libtool to hard-code these into programs ;; cygwin* | mingw* | pw32* | cegcc*) version_type=windows shrext_cmds=.dll need_version=no need_lib_prefix=no case $GCC,$cc_basename in yes,*) # gcc library_names_spec='$libname.dll.a' # DLL is installed to $(libdir)/../bin by postinstall_cmds postinstall_cmds='base_file=`basename \$file`~ dlpath=`$SHELL 2>&1 -c '\''. $dir/'\''\$base_file'\''i; echo \$dlname'\''`~ dldir=$destdir/`dirname \$dlpath`~ test -d \$dldir || mkdir -p \$dldir~ $install_prog $dir/$dlname \$dldir/$dlname~ chmod a+x \$dldir/$dlname~ if test -n '\''$stripme'\'' && test -n '\''$striplib'\''; then eval '\''$striplib \$dldir/$dlname'\'' || exit \$?; fi' postuninstall_cmds='dldll=`$SHELL 2>&1 -c '\''. $file; echo \$dlname'\''`~ dlpath=$dir/\$dldll~ $RM \$dlpath' shlibpath_overrides_runpath=yes case $host_os in cygwin*) # Cygwin DLLs use 'cyg' prefix rather than 'lib' soname_spec='`echo $libname | sed -e 's/^lib/cyg/'``echo $release | $SED -e 's/[.]/-/g'`$versuffix$shared_ext' sys_lib_search_path_spec="$sys_lib_search_path_spec /usr/lib/w32api" ;; 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esac ;; haiku*) version_type=linux # correct to gnu/linux during the next big refactor need_lib_prefix=no need_version=no dynamic_linker="$host_os runtime_loader" library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' shlibpath_var=LIBRARY_PATH shlibpath_overrides_runpath=no sys_lib_dlsearch_path_spec='/boot/home/config/lib /boot/common/lib /boot/system/lib' hardcode_into_libs=yes ;; hpux9* | hpux10* | hpux11*) # Give a soname corresponding to the major version so that dld.sl refuses to # link against other versions. version_type=sunos need_lib_prefix=no need_version=no case $host_cpu in ia64*) shrext_cmds='.so' hardcode_into_libs=yes dynamic_linker="$host_os dld.so" shlibpath_var=LD_LIBRARY_PATH shlibpath_overrides_runpath=yes # Unless +noenvvar is specified. library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' if test 32 = "$HPUX_IA64_MODE"; then sys_lib_search_path_spec="/usr/lib/hpux32 /usr/local/lib/hpux32 /usr/local/lib" sys_lib_dlsearch_path_spec=/usr/lib/hpux32 else sys_lib_search_path_spec="/usr/lib/hpux64 /usr/local/lib/hpux64" sys_lib_dlsearch_path_spec=/usr/lib/hpux64 fi ;; hppa*64*) shrext_cmds='.sl' hardcode_into_libs=yes dynamic_linker="$host_os dld.sl" shlibpath_var=LD_LIBRARY_PATH # How should we handle SHLIB_PATH shlibpath_overrides_runpath=yes # Unless +noenvvar is specified. library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' sys_lib_search_path_spec="/usr/lib/pa20_64 /usr/ccs/lib/pa20_64" sys_lib_dlsearch_path_spec=$sys_lib_search_path_spec ;; *) shrext_cmds='.sl' dynamic_linker="$host_os dld.sl" shlibpath_var=SHLIB_PATH shlibpath_overrides_runpath=no # +s is required to enable SHLIB_PATH library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' ;; esac # HP-UX runs *really* slowly unless shared libraries are mode 555, ... postinstall_cmds='chmod 555 $lib' # or fails outright, so override atomically: install_override_mode=555 ;; interix[3-9]*) version_type=linux # correct to gnu/linux during the next big refactor need_lib_prefix=no need_version=no library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' dynamic_linker='Interix 3.x ld.so.1 (PE, like ELF)' shlibpath_var=LD_LIBRARY_PATH shlibpath_overrides_runpath=no hardcode_into_libs=yes ;; irix5* | irix6* | nonstopux*) case $host_os in nonstopux*) version_type=nonstopux ;; *) if test yes = "$lt_cv_prog_gnu_ld"; then version_type=linux # correct to gnu/linux during the next big refactor else version_type=irix fi ;; esac need_lib_prefix=no need_version=no soname_spec='$libname$release$shared_ext$major' library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$release$shared_ext $libname$shared_ext' case $host_os in irix5* | nonstopux*) libsuff= shlibsuff= ;; *) case $LD in # libtool.m4 will add one of these switches to LD *-32|*"-32 "|*-melf32bsmip|*"-melf32bsmip ") libsuff= shlibsuff= libmagic=32-bit;; *-n32|*"-n32 "|*-melf32bmipn32|*"-melf32bmipn32 ") libsuff=32 shlibsuff=N32 libmagic=N32;; *-64|*"-64 "|*-melf64bmip|*"-melf64bmip ") libsuff=64 shlibsuff=64 libmagic=64-bit;; *) libsuff= shlibsuff= libmagic=never-match;; esac ;; esac shlibpath_var=LD_LIBRARY${shlibsuff}_PATH shlibpath_overrides_runpath=no sys_lib_search_path_spec="/usr/lib$libsuff /lib$libsuff /usr/local/lib$libsuff" sys_lib_dlsearch_path_spec="/usr/lib$libsuff /lib$libsuff" hardcode_into_libs=yes ;; # No shared lib support for Linux oldld, aout, or coff. linux*oldld* | linux*aout* | linux*coff*) dynamic_linker=no ;; linux*android*) version_type=none # Android doesn't support versioned libraries. need_lib_prefix=no need_version=no library_names_spec='$libname$release$shared_ext' soname_spec='$libname$release$shared_ext' finish_cmds= shlibpath_var=LD_LIBRARY_PATH shlibpath_overrides_runpath=yes # This implies no fast_install, which is unacceptable. # Some rework will be needed to allow for fast_install # before this can be enabled. hardcode_into_libs=yes dynamic_linker='Android linker' # Don't embed -rpath directories since the linker doesn't support them. hardcode_libdir_flag_spec='-L$libdir' ;; # This must be glibc/ELF. linux* | k*bsd*-gnu | kopensolaris*-gnu | gnu*) version_type=linux # correct to gnu/linux during the next big refactor need_lib_prefix=no need_version=no library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' finish_cmds='PATH="\$PATH:/sbin" ldconfig -n $libdir' shlibpath_var=LD_LIBRARY_PATH shlibpath_overrides_runpath=no # Some binutils ld are patched to set DT_RUNPATH if ${lt_cv_shlibpath_overrides_runpath+:} false; then : $as_echo_n "(cached) " >&6 else lt_cv_shlibpath_overrides_runpath=no save_LDFLAGS=$LDFLAGS save_libdir=$libdir eval "libdir=/foo; wl=\"$lt_prog_compiler_wl\"; \ LDFLAGS=\"\$LDFLAGS $hardcode_libdir_flag_spec\"" cat confdefs.h - <<_ACEOF >conftest.$ac_ext /* end confdefs.h. */ int main () { ; return 0; } _ACEOF if ac_fn_c_try_link "$LINENO"; then : if ($OBJDUMP -p conftest$ac_exeext) 2>/dev/null | grep "RUNPATH.*$libdir" >/dev/null; then : lt_cv_shlibpath_overrides_runpath=yes fi fi rm -f core conftest.err conftest.$ac_objext \ conftest$ac_exeext conftest.$ac_ext LDFLAGS=$save_LDFLAGS libdir=$save_libdir fi shlibpath_overrides_runpath=$lt_cv_shlibpath_overrides_runpath # This implies no fast_install, which is unacceptable. # Some rework will be needed to allow for fast_install # before this can be enabled. hardcode_into_libs=yes # Ideally, we could use ldconfig to report *all* directores which are # searched for libraries, however this is still not possible. 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esac fi sys_lib_dlsearch_path_spec='/usr/lib' ;; tpf*) # TPF is a cross-target only. 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" >&6; } if ${ac_cv_lib_dl_dlopen+:} false; then : $as_echo_n "(cached) " >&6 else ac_check_lib_save_LIBS=$LIBS LIBS="-ldl $LIBS" cat confdefs.h - <<_ACEOF >conftest.$ac_ext /* end confdefs.h. */ /* Override any GCC internal prototype to avoid an error. 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" >&6; } if ${ac_cv_lib_svld_dlopen+:} false; then : $as_echo_n "(cached) " >&6 else ac_check_lib_save_LIBS=$LIBS LIBS="-lsvld $LIBS" cat confdefs.h - <<_ACEOF >conftest.$ac_ext /* end confdefs.h. */ /* Override any GCC internal prototype to avoid an error. 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esac ;; haiku*) version_type=linux # correct to gnu/linux during the next big refactor need_lib_prefix=no need_version=no dynamic_linker="$host_os runtime_loader" library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' shlibpath_var=LIBRARY_PATH shlibpath_overrides_runpath=no sys_lib_dlsearch_path_spec='/boot/home/config/lib /boot/common/lib /boot/system/lib' hardcode_into_libs=yes ;; hpux9* | hpux10* | hpux11*) # Give a soname corresponding to the major version so that dld.sl refuses to # link against other versions. version_type=sunos need_lib_prefix=no need_version=no case $host_cpu in ia64*) shrext_cmds='.so' hardcode_into_libs=yes dynamic_linker="$host_os dld.so" shlibpath_var=LD_LIBRARY_PATH shlibpath_overrides_runpath=yes # Unless +noenvvar is specified. library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' if test 32 = "$HPUX_IA64_MODE"; then sys_lib_search_path_spec="/usr/lib/hpux32 /usr/local/lib/hpux32 /usr/local/lib" sys_lib_dlsearch_path_spec=/usr/lib/hpux32 else sys_lib_search_path_spec="/usr/lib/hpux64 /usr/local/lib/hpux64" sys_lib_dlsearch_path_spec=/usr/lib/hpux64 fi ;; hppa*64*) shrext_cmds='.sl' hardcode_into_libs=yes dynamic_linker="$host_os dld.sl" shlibpath_var=LD_LIBRARY_PATH # How should we handle SHLIB_PATH shlibpath_overrides_runpath=yes # Unless +noenvvar is specified. library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' sys_lib_search_path_spec="/usr/lib/pa20_64 /usr/ccs/lib/pa20_64" sys_lib_dlsearch_path_spec=$sys_lib_search_path_spec ;; *) shrext_cmds='.sl' dynamic_linker="$host_os dld.sl" shlibpath_var=SHLIB_PATH shlibpath_overrides_runpath=no # +s is required to enable SHLIB_PATH library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' ;; esac # HP-UX runs *really* slowly unless shared libraries are mode 555, ... postinstall_cmds='chmod 555 $lib' # or fails outright, so override atomically: install_override_mode=555 ;; interix[3-9]*) version_type=linux # correct to gnu/linux during the next big refactor need_lib_prefix=no need_version=no library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' dynamic_linker='Interix 3.x ld.so.1 (PE, like ELF)' shlibpath_var=LD_LIBRARY_PATH shlibpath_overrides_runpath=no hardcode_into_libs=yes ;; irix5* | irix6* | nonstopux*) case $host_os in nonstopux*) version_type=nonstopux ;; *) if test yes = "$lt_cv_prog_gnu_ld"; then version_type=linux # correct to gnu/linux during the next big refactor else version_type=irix fi ;; esac need_lib_prefix=no need_version=no soname_spec='$libname$release$shared_ext$major' library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$release$shared_ext $libname$shared_ext' case $host_os in irix5* | nonstopux*) libsuff= shlibsuff= ;; *) case $LD in # libtool.m4 will add one of these switches to LD *-32|*"-32 "|*-melf32bsmip|*"-melf32bsmip ") libsuff= shlibsuff= libmagic=32-bit;; *-n32|*"-n32 "|*-melf32bmipn32|*"-melf32bmipn32 ") libsuff=32 shlibsuff=N32 libmagic=N32;; *-64|*"-64 "|*-melf64bmip|*"-melf64bmip ") libsuff=64 shlibsuff=64 libmagic=64-bit;; *) libsuff= shlibsuff= libmagic=never-match;; esac ;; esac shlibpath_var=LD_LIBRARY${shlibsuff}_PATH shlibpath_overrides_runpath=no sys_lib_search_path_spec="/usr/lib$libsuff /lib$libsuff /usr/local/lib$libsuff" sys_lib_dlsearch_path_spec="/usr/lib$libsuff /lib$libsuff" hardcode_into_libs=yes ;; # No shared lib support for Linux oldld, aout, or coff. linux*oldld* | linux*aout* | linux*coff*) dynamic_linker=no ;; linux*android*) version_type=none # Android doesn't support versioned libraries. need_lib_prefix=no need_version=no library_names_spec='$libname$release$shared_ext' soname_spec='$libname$release$shared_ext' finish_cmds= shlibpath_var=LD_LIBRARY_PATH shlibpath_overrides_runpath=yes # This implies no fast_install, which is unacceptable. # Some rework will be needed to allow for fast_install # before this can be enabled. hardcode_into_libs=yes dynamic_linker='Android linker' # Don't embed -rpath directories since the linker doesn't support them. hardcode_libdir_flag_spec_CXX='-L$libdir' ;; # This must be glibc/ELF. linux* | k*bsd*-gnu | kopensolaris*-gnu | gnu*) version_type=linux # correct to gnu/linux during the next big refactor need_lib_prefix=no need_version=no library_names_spec='$libname$release$shared_ext$versuffix $libname$release$shared_ext$major $libname$shared_ext' soname_spec='$libname$release$shared_ext$major' finish_cmds='PATH="\$PATH:/sbin" ldconfig -n $libdir' shlibpath_var=LD_LIBRARY_PATH shlibpath_overrides_runpath=no # Some binutils ld are patched to set DT_RUNPATH if ${lt_cv_shlibpath_overrides_runpath+:} false; then : $as_echo_n "(cached) " >&6 else lt_cv_shlibpath_overrides_runpath=no save_LDFLAGS=$LDFLAGS save_libdir=$libdir eval "libdir=/foo; wl=\"$lt_prog_compiler_wl_CXX\"; \ LDFLAGS=\"\$LDFLAGS $hardcode_libdir_flag_spec_CXX\"" cat confdefs.h - <<_ACEOF >conftest.$ac_ext /* end confdefs.h. */ int main () { ; return 0; } _ACEOF if ac_fn_cxx_try_link "$LINENO"; then : if ($OBJDUMP -p conftest$ac_exeext) 2>/dev/null | grep "RUNPATH.*$libdir" >/dev/null; 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"ql/models/marketmodels/products/pathwise/Makefile") CONFIG_FILES="$CONFIG_FILES ql/models/marketmodels/products/pathwise/Makefile" ;; "ql/models/shortrate/Makefile") CONFIG_FILES="$CONFIG_FILES ql/models/shortrate/Makefile" ;; "ql/models/shortrate/calibrationhelpers/Makefile") CONFIG_FILES="$CONFIG_FILES ql/models/shortrate/calibrationhelpers/Makefile" ;; "ql/models/shortrate/onefactormodels/Makefile") CONFIG_FILES="$CONFIG_FILES ql/models/shortrate/onefactormodels/Makefile" ;; "ql/models/shortrate/twofactormodels/Makefile") CONFIG_FILES="$CONFIG_FILES ql/models/shortrate/twofactormodels/Makefile" ;; "ql/models/volatility/Makefile") CONFIG_FILES="$CONFIG_FILES ql/models/volatility/Makefile" ;; "ql/patterns/Makefile") CONFIG_FILES="$CONFIG_FILES ql/patterns/Makefile" ;; "ql/pricingengines/Makefile") CONFIG_FILES="$CONFIG_FILES ql/pricingengines/Makefile" ;; "ql/pricingengines/asian/Makefile") CONFIG_FILES="$CONFIG_FILES ql/pricingengines/asian/Makefile" ;; 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"write failure creating $CONFIG_STATUS" "$LINENO" 5 # configure is writing to config.log, and then calls config.status. # config.status does its own redirection, appending to config.log. # Unfortunately, on DOS this fails, as config.log is still kept open # by configure, so config.status won't be able to write to it; its # output is simply discarded. So we exec the FD to /dev/null, # effectively closing config.log, so it can be properly (re)opened and # appended to by config.status. When coming back to configure, we # need to make the FD available again. if test "$no_create" != yes; then ac_cs_success=: ac_config_status_args= test "$silent" = yes && ac_config_status_args="$ac_config_status_args --quiet" exec 5>/dev/null $SHELL $CONFIG_STATUS $ac_config_status_args || ac_cs_success=false exec 5>>config.log # Use ||, not &&, to avoid exiting from the if with $? = 1, which # would make configure fail if this is the last instruction. $ac_cs_success || as_fn_exit 1 fi if test -n "$ac_unrecognized_opts" && test "$enable_option_checking" != no; then { $as_echo "$as_me:${as_lineno-$LINENO}: WARNING: unrecognized options: $ac_unrecognized_opts" >&5 $as_echo "$as_me: WARNING: unrecognized options: $ac_unrecognized_opts" >&2;} fi QuantLib-1.12/config/000755 000765 000024 00000000000 13234102424 015500 5ustar00lballabiostaff000000 000000 QuantLib-1.12/News.txt000644 000765 000024 00000007135 13234065632 015727 0ustar00lballabiostaff000000 000000 Changes for QuantLib 1.12: ========================== QuantLib 1.12 includes 54 pull requests from several contributors. The most notable changes are included below. A detailed list of changes is available in ChangeLog.txt and at . PORTABILITY - As announced in the previous release, support for the Dev-C++ IDE was removed. - In April 2018, Microsoft will end its support for Microsoft Visual C++ 2008. Therefore, this is the last version of QuantLib to support it with maintained project files. The next release will only contain project files for Visual C++ 2010 and later. - It is now possible to build a usable library with CMake on Windows (thanks to Javier G. Sogo). - Fix autotools build outside the source tree (thanks to Joshua Ulrich). INSTRUMENTS AND PRICING ENGINES - Added OAS calculation to experimental callable bonds (thanks to Bojan Nikolic). - Avoided infinite loop for some sets of parameters in experimental variance-gamma engine (thanks to Roy Zywina). CASH FLOWS - It is now possible to build a cash-flow leg from a schedule created from a precalculated vector of dates (thanks to Peter Caspers). MODELS - Affine models can now be used to bootstrap a default-probability curve (thanks to Jose Aparicio). - Added Andreasen-Huge volatility interpolation and local volatility calibration (thanks to Klaus Spanderen). - Added Rannacher smoothing steps for Heston stochastic local volatility calibration (thanks to Klaus Spanderen). TERM STRUCTURES - Added L2 penalty to fitted parameters of fitted bond discount curve (thanks to Robin Northcott). - Added an optional trading calendar to the FX-swap rate helper and and optional payment lag to the OIS rate helper (thanks to Wojciech Slusarski). - Fixed inconsistent treatment of strike in experimental CPI cap/floor term price surface (thanks to Francis Duffy). - Correctly handled the case of overlapping strike regions for caps and floors in experimental CPI cap/floor term price surface (thanks to Peter Caspers). - Fixed calculation of seasonality correction for interpolated inflation indexes (thanks to Francis Duffy). - Implemented composite zero-yield curve as combination of two existing curves via a given binary function (thanks to Francois Botha). - Fixed interpolation of shift in swaption volatility matrix (thanks to Peter Caspers). DATE/TIME - Updated Chinese calendar for 2018 (thanks to Cheng Li). - Added Botswana calendar (thanks to Francois Botha). - Fixed a few problems with US calendars (thanks to Mike DelMedico and to GitHub user ittegrat). - User-added holidays now work correctly when intraday calculations are enabled (thanks to Klaus Spanderen for the fix and to GitHub user volchemist for the report). MATH - Fixed monotonicity of Fritsch-Butland and prevented NaNs in some cases (thanks to GitHub user Grant6899 for the fix and to Tom Anderson for the report). DEPRECATED FEATURES - The ChiSquareDistribution, NonCentralChiSquareDistribution, InverseNonCentralChiSquareDistribution and GammaDistribution were renamed to CumulativeChiSquareDistribution, NonCentralCumulativeChiSquareDistribution, InverseNonCentralCumulativeChiSquareDistribution and CumulativeGammaDistribution, respectively (thanks to GitHub user IGonza). The old names are still available as typedefs and will be removed in a future release. Thanks go also to Marco Craveiro, Dirk Eddelbuettel, Lakshay Garg, Guillaume Horel, Alix Lassauzet, Patrick Lewis, and GitHub users bmmay, bingoko and tournierjc for smaller fixes and enhancements. 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.\build\$(qlCompilerTag)\$(Platform)\$(Configuration)\ .\build\$(qlCompilerTag)\$(Platform)\$(Configuration)\ Level3 true ProgramDatabase Default true _DEBUG;%(PreprocessorDefinitions) 0x0409 Make build directory if not exist lib mkdir lib $(OutDir)$(TargetName)$(TargetExt) true false QuantLib-1.12/QuantLib_vc9.sln000644 000765 000024 00000113761 13215702207 017266 0ustar00lballabiostaff000000 000000 Microsoft Visual Studio Solution File, Format Version 10.00 # Visual C++ Express 2008 Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "QuantLib", "QuantLib_vc9.vcproj", "{AD0A27DA-91DA-46A2-ACBD-296C419ED3AA}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "testsuite", "test-suite\testsuite_vc9.vcproj", "{A613045C-34AF-4706-AA3C-730C92524F74}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Swap", "Examples\Swap\Swap_vc9.vcproj", "{4EAC6A0E-20F2-4B5A-8250-7E930CCE3AD0}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "EquityOption", "Examples\EquityOption\EquityOption_vc9.vcproj", "{EF6D982C-CF99-4442-B297-776DBECFAFC9}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ConvertibleBonds", "Examples\ConvertibleBonds\ConvertibleBonds_vc9.vcproj", "{7C32702E-ED12-49F1-B476-656DD1EBCE66}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "FRA", "Examples\FRA\FRA_vc9.vcproj", "{B96E9E0A-99DA-4E9F-B8D0-941F46CDF634}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Repo", "Examples\Repo\Repo_vc9.vcproj", "{1B660588-A923-4D84-9092-16DA67869773}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Replication", "Examples\Replication\Replication_vc9.vcproj", "{7FF22935-8C7D-4903-908C-B77A9CDBA840}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "BermudanSwaption", "Examples\BermudanSwaption\BermudanSwaption_vc9.vcproj", "{940A0AFC-9F9F-4797-A0FF-99543F67C1D9}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "DiscreteHedging", "Examples\DiscreteHedging\DiscreteHedging_vc9.vcproj", "{C3E22CAD-0CAF-42DC-ADE0-B2FF4F644BCE}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "FittedBondCurve", "Examples\FittedBondCurve\FittedBondCurve_vc9.vcproj", "{4E262A25-90B4-449A-BFC0-95311CADF91D}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "CallableBonds", "Examples\CallableBonds\CallableBonds_vc9.vcproj", "{0214688B-CE8A-4446-9BDD-1AE7F486EB8B}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "CDS", "Examples\CDS\CDS_vc9.vcproj", "{65F5530B-D97E-4BDB-949F-9C31C56104B0}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Bonds", "Examples\Bonds\Bonds_vc9.vcproj", "{C8AFC9D1-704C-4AB5-911B-3C93C27C63D0}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "MarketModels", "Examples\MarketModels\MarketModels_vc9.vcproj", "{47CE2A41-091A-42A3-B40D-F6F0DD689349}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Gaussian1dModels", "Examples\Gaussian1dModels\Gaussian1dModels_vc9.vcproj", "{B62FC7BE-C1BC-4AB0-BB11-BBF627CC3BA6}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "MultidimIntegral", "Examples\MultidimIntegral\MultidimIntegral_vc9.vcproj", "{D3E10D43-57DF-42D7-AEA6-44AD48CAE119}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "LatentModel", "Examples\LatentModel\LatentModel_vc9.vcproj", "{E4098DFF-FD34-48A6-955F-C1E3F97FBA26}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "BasketLosses", "Examples\BasketLosses\BasketLosses_vc9.vcproj", "{43A17E5B-EC94-4EB5-9D68-788BF234AE1F}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "CVAIRS", "Examples\CVAIRS\CVAIRS_vc9.vcproj", "{D85EA161-361A-4CAC-8B77-39E174FCFFE2}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "GlobalOptimizer", "Examples\GlobalOptimizer\GlobalOptimizer_vc9.vcproj", "{ED7AED39-312A-4330-8ADF-DD24F848A754}" ProjectSection(ProjectDependencies) = postProject {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} = {AD0A27DA-91DA-46A2-ACBD-296C419ED3AA} EndProjectSection 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GlobalSection(SolutionProperties) = preSolution HideSolutionNode = FALSE EndGlobalSection EndGlobal QuantLib-1.12/Bugs.txt000644 000765 000024 00000003302 12743145553 015710 0ustar00lballabiostaff000000 000000 The QuantLib reference manual contains a list of allegedly known bugs (see .) We're looking to volunteers to help us verify them. Your mission, should you accept it, is to check the bugs (details later) and add the legitimate ones to the Sourceforge bug tracker at so that they can be fixed. Offering to provide a patch is welcome, but not necessary---the aim at this time is just to have them filed in the tracker. Karma points will go to those that file the bugs using their Sourceforge username instead of doing it anonymously. As for the bugs: - some of them were reproduced; for instance, the AssetSwap test cases would fail if run with QL_USE_INDEXED_COUPON defined. In this case, the only step needed is to file the bug with a reference to the test cases. - some of them generically state that "the results are not reliable". Each such class should be stress-tested with different input values and the results should be checked (Greeks can be tested numerically; values can be tested against known good values.) For each class, a bug should be filed in the tracker including the input values that yield bad results (or better yet, the code triggering them.) - some of them generically state that "the class was not tested enough" or some such wording. For each such class, please reply to the list if you used it and found that it gives decent results. - the remaining bugs pinpoint a particular failure. Each should be reproduced (if still present) and filed in the bug tracker together with the code triggering the error. If the bug cannot be reproduced, post a message to the list. QuantLib-1.12/QuantLib.spec000644 000765 000024 00000010002 13230677113 016627 0ustar00lballabiostaff000000 000000 # Define some specific macros %define _aclocaldir %{_datadir}/aclocal %define docdir %{_prefix}/doc/QuantLib-%{version} Summary: The free/open-source library for quantitative finance. Name: QuantLib Version: 1.12 Epoch: 0 Release: 0 License: BSD License Group: System Environment/Libraries Packager: Liguo Song (Leo) Vendor: QuantLib.org Source0: http://prdownloads.sourceforge.net/quantlib/QuantLib-%{version}.tar.gz URL: http://quantlib.org/ BuildRoot:%(mktemp -ud %{_tmppath}/%{name}-%{version}-%{release}-XXXXXX) BuildRequires: autoconf BuildRequires: automake BuildRequires: libtool BuildRequires: gcc BuildRequires: gcc-c++ BuildRequires: rpmlib(FileDigests) BuildRequires: rpmlib(CompressedFileNames) %description QuantLib is an open source C++ library for financial quantitative analysts and developers. %package devel Summary: The header files and the static library. Group: Development/Libraries Requires: QuantLib = %{version}, boost >= 1.43.0 BuildRequires: boost-devel >= 1.43.0 %description devel QuantLib is an open source C++ library for financial quantitative analysts and developers. Install QuantLib-devel if you are going to develop programs which will use the QuantLib C++ libraries. %package test-suite Summary: The test-suite to check the setup of quantlib installation. Group: Development/Tools Requires: QuantLib = %{version}, boost-test >= 1.43.0 BuildRequires: boost-test >= 1.43.0 %description test-suite QuantLib is an open source C++ library for financial quantitative analysts and developers. The QuantLib-test-suite will validate the compiled code against pre-constructed test cases, and helps in validating the library. %package docs Summary: The documentations for QuantLib. Group: Documentation Requires: QuantLib = %{version} BuildRequires: doxygen >= 1.3, graphviz Obsoletes: QuantLib-doc %description docs QuantLib is an open source C++ library for financial quantitative analysts and developers. This package contains documentation files generated from the source code of QuantLib. You'll want to install this package if you need a reference to QuantLib. %prep %setup -q %build CFLAGS="${CFLAGS:-%optflags}" ; export CFLAGS ; \ CXXFLAGS="${CXXFLAGS:-%optflags}" ; export CXXFLAGS ; \ FFLAGS="${FFLAGS:-%optflags}" ; export FFLAGS ; \ %configure --prefix=%{_prefix} make %{?_smp_mflags} # make documentations cd Docs make docs-all %install rm -rf $RPM_BUILD_ROOT make install DESTDIR=$RPM_BUILD_ROOT # install the documentation mkdir -p %{buildroot}%{docdir} mkdir -p %{buildroot}%{_mandir} cp -p Authors.txt LICENSE.TXT ChangeLog.txt Readme.txt %{buildroot}%{docdir} cp -p Contributors.txt %{buildroot}%{docdir} cp -p News.txt %{buildroot}%{docdir} cp -pr Examples %{buildroot}%{docdir} cp -pr Docs/html %{buildroot}%{docdir} rm -f %{buildroot}%{docdir}/html/*.dot cp -pr Docs/man/man3 %{buildroot}%{_mandir}/ %clean rm -rf $RPM_BUILD_ROOT %post -p /sbin/ldconfig %postun -p /sbin/ldconfig %files %defattr(-,root,root) %{docdir}/Authors.txt %{docdir}/LICENSE.TXT %{docdir}/ChangeLog.txt %{docdir}/Readme.txt %{docdir}/News.txt %{docdir}/Contributors.txt %{_libdir}/* %files devel %defattr(-,root,root) %{docdir}/Examples %{_includedir}/ql/ %{_libdir}/* %{_datadir}/aclocal/* %{_bindir}/quantlib-config %{_mandir}/man1/quantlib-config.1.gz %files test-suite %defattr(-,root,root) %{_mandir}/man1/quantlib-test-suite.1.gz %{_bindir}/quantlib-test-suite %files docs %defattr(-,root,root) %{_mandir}/man3/* %{docdir}/html %changelog * Wed Sep 14 2011 Matt Fair - Updated spec file to work with current QuantLib versions * Tue Nov 18 2003 Liguo Song - Initial release of 0.3.4 - Rename QuantLib-doc to QuantLib-docs for consistency with the docs tar package * Thu Oct 2 2003 Liguo Song - Add docs package - Modified Makefile.am and Makefile.in in Docs/: $(DVIPS) refman -> $(DVIPS) -o refman.ps refman * Tue Aug 22 2003 Liguo Song - Initial package. Refer to Changelog.txt for previous changes. - RPM package beta test QuantLib-1.12/Docs/000755 000765 000024 00000000000 13234102423 015122 5ustar00lballabiostaff000000 000000 QuantLib-1.12/QuantLib.spec.in000644 000765 000024 00000010017 13210271662 017237 0ustar00lballabiostaff000000 000000 # Define some specific macros %define _aclocaldir %{_datadir}/aclocal %define docdir %{_prefix}/doc/QuantLib-%{version} Summary: The free/open-source library for quantitative finance. Name: QuantLib Version: @PACKAGE_VERSION@ Epoch: 0 Release: 0 License: BSD License Group: System Environment/Libraries Packager: Liguo Song (Leo) Vendor: QuantLib.org Source0: http://prdownloads.sourceforge.net/quantlib/QuantLib-%{version}.tar.gz URL: http://quantlib.org/ BuildRoot:%(mktemp -ud %{_tmppath}/%{name}-%{version}-%{release}-XXXXXX) BuildRequires: autoconf BuildRequires: automake BuildRequires: libtool BuildRequires: gcc BuildRequires: gcc-c++ BuildRequires: rpmlib(FileDigests) BuildRequires: rpmlib(CompressedFileNames) %description QuantLib is an open source C++ library for financial quantitative analysts and developers. %package devel Summary: The header files and the static library. Group: Development/Libraries Requires: QuantLib = %{version}, boost >= 1.43.0 BuildRequires: boost-devel >= 1.43.0 %description devel QuantLib is an open source C++ library for financial quantitative analysts and developers. Install QuantLib-devel if you are going to develop programs which will use the QuantLib C++ libraries. %package test-suite Summary: The test-suite to check the setup of quantlib installation. Group: Development/Tools Requires: QuantLib = %{version}, boost-test >= 1.43.0 BuildRequires: boost-test >= 1.43.0 %description test-suite QuantLib is an open source C++ library for financial quantitative analysts and developers. The QuantLib-test-suite will validate the compiled code against pre-constructed test cases, and helps in validating the library. %package docs Summary: The documentations for QuantLib. Group: Documentation Requires: QuantLib = %{version} BuildRequires: doxygen >= 1.3, graphviz Obsoletes: QuantLib-doc %description docs QuantLib is an open source C++ library for financial quantitative analysts and developers. This package contains documentation files generated from the source code of QuantLib. You'll want to install this package if you need a reference to QuantLib. %prep %setup -q %build CFLAGS="${CFLAGS:-%optflags}" ; export CFLAGS ; \ CXXFLAGS="${CXXFLAGS:-%optflags}" ; export CXXFLAGS ; \ FFLAGS="${FFLAGS:-%optflags}" ; export FFLAGS ; \ %configure --prefix=%{_prefix} make %{?_smp_mflags} # make documentations cd Docs make docs-all %install rm -rf $RPM_BUILD_ROOT make install DESTDIR=$RPM_BUILD_ROOT # install the documentation mkdir -p %{buildroot}%{docdir} mkdir -p %{buildroot}%{_mandir} cp -p Authors.txt LICENSE.TXT ChangeLog.txt Readme.txt %{buildroot}%{docdir} cp -p Contributors.txt %{buildroot}%{docdir} cp -p News.txt %{buildroot}%{docdir} cp -pr Examples %{buildroot}%{docdir} cp -pr Docs/html %{buildroot}%{docdir} rm -f %{buildroot}%{docdir}/html/*.dot cp -pr Docs/man/man3 %{buildroot}%{_mandir}/ %clean rm -rf $RPM_BUILD_ROOT %post -p /sbin/ldconfig %postun -p /sbin/ldconfig %files %defattr(-,root,root) %{docdir}/Authors.txt %{docdir}/LICENSE.TXT %{docdir}/ChangeLog.txt %{docdir}/Readme.txt %{docdir}/News.txt %{docdir}/Contributors.txt %{_libdir}/* %files devel %defattr(-,root,root) %{docdir}/Examples %{_includedir}/ql/ %{_libdir}/* %{_datadir}/aclocal/* %{_bindir}/quantlib-config %{_mandir}/man1/quantlib-config.1.gz %files test-suite %defattr(-,root,root) %{_mandir}/man1/quantlib-test-suite.1.gz %{_bindir}/quantlib-test-suite %files docs %defattr(-,root,root) %{_mandir}/man3/* %{docdir}/html %changelog * Wed Sep 14 2011 Matt Fair - Updated spec file to work with current QuantLib versions * Tue Nov 18 2003 Liguo Song - Initial release of 0.3.4 - Rename QuantLib-doc to QuantLib-docs for consistency with the docs tar package * Thu Oct 2 2003 Liguo Song - Add docs package - Modified Makefile.am and Makefile.in in Docs/: $(DVIPS) refman -> $(DVIPS) -o refman.ps refman * Tue Aug 22 2003 Liguo Song - Initial package. Refer to Changelog.txt for previous changes. - RPM package beta test QuantLib-1.12/quantlib.pc.in000644 000765 000024 00000000507 12763761357 017033 0ustar00lballabiostaff000000 000000 prefix=@prefix@ exec_prefix=@exec_prefix@ libdir=@libdir@ includedir=@includedir@ Name: QuantLib Description: The free/open-source library for quantitative finance. 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VisualStudioVersion = 14.0.25420.1 MinimumVisualStudioVersion = 10.0.40219.1 Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "QuantLib", "QuantLib.vcxproj", "{AD0A27DA-91DA-46A2-ACBD-296C419ED3AA}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "testsuite", "test-suite\testsuite.vcxproj", "{A613045C-34AF-4706-AA3C-730C92524F74}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Swap", "Examples\Swap\Swap.vcxproj", "{4EAC6A0E-20F2-4B5A-8250-7E930CCE3AD0}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "EquityOption", "Examples\EquityOption\EquityOption.vcxproj", "{EF6D982C-CF99-4442-B297-776DBECFAFC9}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ConvertibleBonds", "Examples\ConvertibleBonds\ConvertibleBonds.vcxproj", "{7C32702E-ED12-49F1-B476-656DD1EBCE66}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "FRA", "Examples\FRA\FRA.vcxproj", "{B96E9E0A-99DA-4E9F-B8D0-941F46CDF634}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Repo", "Examples\Repo\Repo.vcxproj", "{1B660588-A923-4D84-9092-16DA67869773}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Replication", "Examples\Replication\Replication.vcxproj", "{7FF22935-8C7D-4903-908C-B77A9CDBA840}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "BermudanSwaption", "Examples\BermudanSwaption\BermudanSwaption.vcxproj", "{940A0AFC-9F9F-4797-A0FF-99543F67C1D9}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "DiscreteHedging", "Examples\DiscreteHedging\DiscreteHedging.vcxproj", "{C3E22CAD-0CAF-42DC-ADE0-B2FF4F644BCE}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "FittedBondCurve", "Examples\FittedBondCurve\FittedBondCurve.vcxproj", "{4E262A25-90B4-449A-BFC0-95311CADF91D}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "CallableBonds", "Examples\CallableBonds\CallableBonds.vcxproj", "{0214688B-CE8A-4446-9BDD-1AE7F486EB8B}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "CDS", "Examples\CDS\CDS.vcxproj", "{65F5530B-D97E-4BDB-949F-9C31C56104B0}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Bonds", "Examples\Bonds\Bonds.vcxproj", "{C8AFC9D1-704C-4AB5-911B-3C93C27C63D0}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "MarketModels", "Examples\MarketModels\MarketModels.vcxproj", "{47CE2A41-091A-42A3-B40D-F6F0DD689349}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "Gaussian1dModels", "Examples\Gaussian1dModels\Gaussian1dModels.vcxproj", "{B62FC7BE-C1BC-4AB0-BB11-BBF627CC3BA6}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "MultidimIntegral", "Examples\MultidimIntegral\MultidimIntegral.vcxproj", "{D3E10D43-57DF-42D7-AEA6-44AD48CAE119}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "LatentModel", "Examples\LatentModel\LatentModel.vcxproj", "{E4098DFF-FD34-48A6-955F-C1E3F97FBA26}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "BasketLosses", "Examples\BasketLosses\BasketLosses.vcxproj", "{43A17E5B-EC94-4EB5-9D68-788BF234AE1F}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "CVAIRS", "Examples\CVAIRS\CVAIRS.vcxproj", "{D85EA161-361A-4CAC-8B77-39E174FCFFE2}" EndProject Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "GlobalOptimizer", "Examples\GlobalOptimizer\GlobalOptimizer.vcxproj", "{ED7AED39-312A-4330-8ADF-DD24F848A754}" EndProject Global GlobalSection(SolutionConfigurationPlatforms) = preSolution Debug (static runtime)|Win32 = Debug (static runtime)|Win32 Debug (static runtime)|x64 = Debug (static runtime)|x64 Debug|Win32 = Debug|Win32 Debug|x64 = Debug|x64 Release (static runtime)|Win32 = Release (static runtime)|Win32 Release (static runtime)|x64 = Release (static runtime)|x64 Release|Win32 = Release|Win32 Release|x64 = Release|x64 EndGlobalSection GlobalSection(ProjectConfigurationPlatforms) = postSolution 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Luigi Ballabio Date: Thu, 25 Jan 2018 15:47:52 +0100 Merge pull request #398. commit 6039f2ab0128290eaf8796e114fed5df6ae39b34 Author: Marco Craveiro Date: Wed, 24 Jan 2018 10:37:13 +0000 CMake: generate and install config.hpp CMake builds are broken at present because they are not generating config.hpp. This is done as part of configure, and cannot be easily replicated in CMake without some duplication. This patch takes the easy approach and simply copies across the ANSI configuration and installs it as part of make install. For details on the discussion, see [1] [1] https://github.com/lballabio/QuantLib/issues/396 CMakeLists.txt | 8 ++++++++ 1 file changed, 8 insertions(+) commit a00d43fabf30ab1e7fcaeaa9f497a551b0de528c Author: Luigi Ballabio Date: Sat, 20 Jan 2018 19:21:39 +0100 Fix Doxygen warnings. ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp | 2 +- .../volatility/equityfx/andreasenhugevolatilityinterpl.hpp | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) commit 10438c34f4f0412f591ebe3e128cc12edbe95684 Author: Luigi Ballabio Date: Sat, 20 Jan 2018 19:08:07 +0100 Update copyrights. LICENSE.TXT | 9 ++++++--- ql/time/daycounter.hpp | 2 +- test-suite/asianoptions.cpp | 2 +- 3 files changed, 8 insertions(+), 5 deletions(-) commit 7ef794ce4cc7e28dab402b64419fcda29f9f7c5e Author: Luigi Ballabio Date: Fri, 19 Jan 2018 18:08:01 +0100 Avoid uninitialized variable. ql/experimental/callablebonds/callablebond.cpp | 2 ++ 1 file changed, 2 insertions(+) commit afeec9c9d0a38caf29dc0d7b92e26116e16ca952 Author: Luigi Ballabio Date: Fri, 19 Jan 2018 16:47:37 +0100 Enforce conventions in test messages. test-suite/andreasenhugevolatilityinterpl.cpp | 4 ++-- test-suite/cashflows.cpp | 6 +++--- test-suite/hestonslvmodel.cpp | 2 +- 3 files changed, 6 insertions(+), 6 deletions(-) commit fae10222bf3d93138718049c3375d1c51a296a24 Author: Luigi Ballabio Date: Fri, 19 Jan 2018 04:45:40 -0800 Prevent ambiguous call on VC++9. test-suite/asianoptions.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit a8ce9e585d6bcf6800da62c540666800997837cf Author: Luigi Ballabio Date: Fri, 19 Jan 2018 04:44:38 -0800 Avoid using make_shared with no arguments. Unfortunately, this doesn't compile on Visual C++ 9, which we still support for the time being. .../volatility/equityfx/andreasenhugevolatilityinterpl.hpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 10c5e11e9da90001238b32c27d1bc632e59f5d99 Author: Luigi Ballabio Date: Thu, 18 Jan 2018 12:29:59 +0100 Clean up headers. - enforced self-consistency; - reordered inclusions. ql/experimental/credit/onefactoraffinesurvival.hpp | 1 + ql/math/randomnumbers/sobolrsg.hpp | 2 +- 2 files changed, 2 insertions(+), 1 deletion(-) commit e47d481b8a5a9ed8f6002dd8d1c0ffc13001306f Merge: 05185a389 6d48c3dff Author: Luigi Ballabio Date: Wed, 17 Jan 2018 18:19:12 +0100 Merge pull request #380. commit 6d48c3dffceabcc7a6cd6a0adb9b2a268ecc8b71 Author: Luigi Ballabio Date: Mon, 8 Jan 2018 11:00:25 +0100 Update VC++ projects. QuantLib.vcxproj.filters | 18 ++++++++++++++++++ QuantLib_vc9.vcproj | 24 ++++++++++++++++++++++++ test-suite/testsuite.vcxproj.filters | 6 ++++++ test-suite/testsuite_vc9.vcproj | 8 ++++++++ 4 files changed, 56 insertions(+) commit d88ba66b0ebb31f09fbd93f239c79ab25fc7f756 Author: klausspanderen Date: Wed, 17 Jan 2018 16:48:07 +0100 reduce eps for AndreasenHugeVolatilityAdapter to 1e-6 .../equityfx/andreasenhugevolatilityadapter.hpp | 2 +- test-suite/andreasenhugevolatilityinterpl.cpp | 23 ++++++++++++---------- 2 files changed, 14 insertions(+), 11 deletions(-) commit 05185a389fce853e9e66755e6fa6a1ecbd8f45aa Merge: 5c796e782 3f777cd8d Author: Luigi Ballabio Date: Wed, 17 Jan 2018 16:43:58 +0100 Merge pull request #390. commit 3f777cd8d0c4cdf4978ce2ddc571e92a42a1b0d6 Author: Luigi Ballabio Date: Wed, 17 Jan 2018 15:49:31 +0100 Add test cases. test-suite/interpolations.cpp | 47 +++++++++++++++++++++++++++++++++++++++++++ test-suite/interpolations.hpp | 1 + 2 files changed, 48 insertions(+) commit 5c796e7827bbdb0b405751ac79ba9b47eed4b032 Merge: b5737ac03 765f33217 Author: Luigi Ballabio Date: Wed, 17 Jan 2018 15:02:44 +0100 Merge pull request #393. commit b5737ac03c5cc675b1f3f9d6eced63a28457afa2 Merge: 12d15c6e9 cf19443b0 Author: Luigi Ballabio Date: Wed, 17 Jan 2018 13:36:40 +0100 Merge pull request #391. commit 765f33217b84f01e81e052ea210b4194a34eb1c7 Author: bmmay Date: Wed, 17 Jan 2018 11:15:06 +0100 avoid exception if default fixLegDayCounter is unknown ql/instruments/makecapfloor.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 733963a2fe088255032820add9a4c484f5e41b89 Author: 刘一铭 Date: Tue, 16 Jan 2018 20:22:36 -0500 apply monotonity filter for FritschButland ql/math/interpolations/cubicinterpolation.hpp | 13 +++++++++++-- 1 file changed, 11 insertions(+), 2 deletions(-) commit 12d15c6e91a7a7a0b171d9d5484d965af082dd08 Merge: 72f987990 c193bc2a2 Author: Luigi Ballabio Date: Tue, 16 Jan 2018 11:51:41 +0100 Merge pull request #347. commit 72f9879900b637bfb618731ca66a061636534f95 Merge: b605d1731 dd956bd67 Author: Luigi Ballabio Date: Mon, 15 Jan 2018 15:20:07 +0100 Merge pull request #386. commit dd956bd6737b951888f40f2cb83d1ebd8c7e727a Author: Luigi Ballabio Date: Mon, 15 Jan 2018 14:58:50 +0100 Move helper function to anonymous namespace. test-suite/inflation.cpp | 6 +++++- test-suite/inflation.hpp | 6 ------ 2 files changed, 5 insertions(+), 7 deletions(-) commit b605d173103f043788798c9ca9b4d95f7628bfb4 Merge: d9352361f e31252503 Author: Luigi Ballabio Date: Mon, 15 Jan 2018 11:47:15 +0100 Merge pull request #388. commit d9352361fa82400846d2c348adfd0d78e9a31205 Merge: 612027233 e9c7bcbcb Author: Luigi Ballabio Date: Mon, 15 Jan 2018 11:23:30 +0100 Merge pull request #387. commit cf19443b0d2db9280f9aae3ba5561050b29b2007 Author: francis Date: Sun, 14 Jan 2018 17:58:51 +0000 Fix CI failure due to unused variable test-suite/inflationcpicapfloor.cpp | 2 -- 1 file changed, 2 deletions(-) commit 4baf818a4538dceafe683bf7d19962d330ebcbf5 Author: francis Date: Sun, 14 Jan 2018 15:43:46 +0000 Fix inconsistency with strike units on CPI cap/floor price surface ql/experimental/inflation/cpicapfloortermpricesurface.hpp | 2 +- test-suite/inflationcpicapfloor.cpp | 15 ++++----------- 2 files changed, 5 insertions(+), 12 deletions(-) commit a294761c1ef7bd6cc323ef4b1490a54f41919c56 Author: francis Date: Sun, 14 Jan 2018 15:16:24 +0000 Add failing test to show issue with the price method In the price method, strike k is compared with atm but units of percent are assumed for strike k because of the way CPICapFloorTermPriceSurface is set up. test-suite/inflationcpicapfloor.cpp | 12 ++++++++++++ 1 file changed, 12 insertions(+) commit e9ee6cd381fd7c61c922d63e2a2ba3855fe5b556 Author: francis Date: Sun, 14 Jan 2018 14:48:00 +0000 Show error with CPICapFloorTermPriceSurface construction Strikes are fed in and treated as percent, e.g. 0.01 is 1. It leads to error in unit test when look up prices with actual strike values. test-suite/inflationcpicapfloor.cpp | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) commit 974ba432bac5a5d544e35617eff8642605d8209a Author: 刘一铭 Date: Sat, 13 Jan 2018 00:26:16 -0500 Resolve NaN issue when data to fit is indentical ql/math/interpolations/cubicinterpolation.hpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit e31252503305a62c6764a5785e4fd76bec175af2 Author: Guillaume Horel Date: Fri, 12 Jan 2018 13:05:09 -0500 Do not error when using CDS2015 rule the test was already amended in the pure running cds case. ql/instruments/creditdefaultswap.cpp | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) commit e9c7bcbcb611b5703b9f768e465e9ea36f361650 Author: Pepe Date: Thu, 11 Jan 2018 22:04:34 +0100 More appropriately use NullCalendar instead, thanks Luigi ql/pricingengines/swap/cvaswapengine.cpp | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) commit 462581632bcf378fd62d544b43ad88ba0ba45ba7 Author: Pepe Date: Thu, 11 Jan 2018 19:17:57 +0100 Fixes bug: When the original ctpty curve has no calendar (fix date) calls to reference date calculation fail. Any calendar will do since the intended effect is to have a TS that has zero default probability at all times. Seems silly to use HR rather than probabilities for this, will change it. ql/pricingengines/swap/cvaswapengine.cpp | 7 ++++--- 1 file changed, 4 insertions(+), 3 deletions(-) commit 062f78d2372b5cedb3c7186a5316712666b3a5b3 Author: francis Date: Thu, 11 Jan 2018 10:48:21 +0000 Fix compilation errors (warnings treated as errors) test-suite/inflation.cpp | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) commit 8af481ae26d45aa7c5d320fa812295bae68ca91a Author: francis Date: Thu, 11 Jan 2018 10:07:25 +0000 Avoid changing seasonalityCorrection signature unless necessary ql/termstructures/inflation/seasonality.cpp | 17 +++++------------ ql/termstructures/inflation/seasonality.hpp | 5 +---- 2 files changed, 6 insertions(+), 16 deletions(-) commit e33cd9d98abab7b31e0668732460cd3cec5cb79f Author: francis Date: Thu, 11 Jan 2018 00:43:46 +0000 Fix seasonality for zero inflation curves. The fix is checked in unit tests for an inflation index with and without interpolation. The fix is required so that when you take the ratio of projected inflation fixings from a zero inflation term structure, with and without seasonality, that you get back the input seasonalities. The unit test was not picking this up because the tolerance of 0.01 for comparing index fixings was too large. ql/termstructures/inflation/seasonality.cpp | 26 ++- ql/termstructures/inflation/seasonality.hpp | 5 +- test-suite/inflation.cpp | 267 +++++++++++++--------------- test-suite/inflation.hpp | 6 + 4 files changed, 150 insertions(+), 154 deletions(-) commit 4c63e9fb894042bd1df24abf245ba9fecb9290a2 Author: klausspanderen Date: Tue, 9 Jan 2018 20:33:43 +0100 moved code from update method to performCalculations .../finitedifferences/operators/fdmhestonop.cpp | 3 +- .../finitedifferences/operators/fdmhestonop.hpp | 1 - .../equityfx/andreasenhugelocalvoladapter.cpp | 8 +-- .../equityfx/andreasenhugevolatilityinterpl.cpp | 57 ++++++++++------------ .../equityfx/andreasenhugevolatilityinterpl.hpp | 8 ++- 5 files changed, 34 insertions(+), 43 deletions(-) commit 612027233c953cfbbe57c3f2b0537ce0b54b28dc Merge: 0f7d08de4 369fe1086 Author: Luigi Ballabio Date: Tue, 9 Jan 2018 12:27:07 +0100 Merge pull request #384. commit 0f7d08de4918055f8198ca341b2f56c4aa30d2c8 Merge: 9d597afdf 8fc5b23b5 Author: Luigi Ballabio Date: Tue, 9 Jan 2018 11:43:43 +0100 Merge pull request #382. commit 8fc5b23b580485368a460d4f66fe001d82fac23f Author: Luigi Ballabio Date: Tue, 9 Jan 2018 11:13:18 +0100 Add test case for the integration fix. test-suite/variancegamma.cpp | 46 ++++++++++++++++++++++++++++++++++++++++++++ test-suite/variancegamma.hpp | 2 ++ 2 files changed, 48 insertions(+) commit 369fe1086334dfe426c9ef1ad4330bbf03762c13 Author: Peter Caspers Date: Tue, 9 Jan 2018 10:35:39 +0100 no empty namespace in header ql/experimental/inflation/cpicapfloortermpricesurface.hpp | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) commit 9d597afdfdb7593531104265c1a7b764857785a3 Merge: 969255af1 567f66b47 Author: Luigi Ballabio Date: Tue, 9 Jan 2018 09:23:32 +0100 Merge pull request #383. commit 518db528e481b80d74ecf03e8ce5d2523130bad0 Author: Peter Caspers Date: Mon, 8 Jan 2018 19:42:17 +0100 avoid c++11 .../inflation/cpicapfloortermpricesurface.hpp | 18 ++++++++++-------- 1 file changed, 10 insertions(+), 8 deletions(-) commit 48e868e103a484f6a24886c8c0aa3faf810c601b Author: Peter Caspers Date: Mon, 8 Jan 2018 19:24:26 +0100 handle case of overlapping strike regions for caps and floors .../inflation/cpicapfloortermpricesurface.hpp | 189 ++++++++++----------- 1 file changed, 88 insertions(+), 101 deletions(-) commit 567f66b472e4d6bea4653d3b1ae266e118f8f423 Author: Luigi Ballabio Date: Mon, 8 Jan 2018 15:25:48 +0100 Add missing constructor. ql/experimental/credit/onefactoraffinesurvival.hpp | 12 ++++++++++++ 1 file changed, 12 insertions(+) commit 969255af1a68bab51e964b7f6850156284d13789 Merge: a7e0eab20 83bd07ea5 Author: Luigi Ballabio Date: Mon, 8 Jan 2018 10:39:39 +0100 Merge pull request #381. commit 0aa6c7c12505e119a5c1d950ec6f71927a32fec0 Author: Roy Zywina Date: Sun, 7 Jan 2018 22:29:46 -0500 fixed crash in analytic VarianceGamma engine occasionaly there is a singularity at 0 and the simpson integrtor couldnt handle it .../variancegamma/analyticvariancegammaengine.cpp | 29 ++++++++++++++++------ .../variancegamma/analyticvariancegammaengine.hpp | 4 ++- 2 files changed, 24 insertions(+), 9 deletions(-) commit 83bd07ea54e4ab336c94123b989474a9bfdf4333 Author: Joshua Ulrich Date: Sun, 7 Jan 2018 14:07:39 -0600 Put builddir before srcdir in AM_CPPFLAGS The top_srcdir/ql/config.hpp would be found before the top_builddir/ql/config.hpp when srcdir is before builddir in the include path and QuantLib is built outside the source tree. Fixes #379. Examples/BasketLosses/Makefile.am | 2 +- Examples/BermudanSwaption/Makefile.am | 2 +- Examples/Bonds/Makefile.am | 2 +- Examples/CDS/Makefile.am | 2 +- Examples/CVAIRS/Makefile.am | 2 +- Examples/CallableBonds/Makefile.am | 2 +- Examples/ConvertibleBonds/Makefile.am | 2 +- Examples/DiscreteHedging/Makefile.am | 2 +- Examples/EquityOption/Makefile.am | 2 +- Examples/FRA/Makefile.am | 2 +- Examples/FittedBondCurve/Makefile.am | 2 +- Examples/Gaussian1dModels/Makefile.am | 2 +- Examples/GlobalOptimizer/Makefile.am | 2 +- Examples/LatentModel/Makefile.am | 2 +- Examples/Makefile.am | 2 +- Examples/MarketModels/Makefile.am | 2 +- Examples/MultidimIntegral/Makefile.am | 2 +- Examples/Replication/Makefile.am | 2 +- Examples/Repo/Makefile.am | 2 +- Examples/Swap/Makefile.am | 2 +- ql/Makefile.am | 2 +- ql/cashflows/Makefile.am | 2 +- ql/currencies/Makefile.am | 2 +- ql/experimental/Makefile.am | 2 +- ql/experimental/amortizingbonds/Makefile.am | 2 +- ql/experimental/averageois/Makefile.am | 2 +- ql/experimental/barrieroption/Makefile.am | 2 +- ql/experimental/callablebonds/Makefile.am | 2 +- ql/experimental/catbonds/Makefile.am | 2 +- ql/experimental/commodities/Makefile.am | 2 +- ql/experimental/convertiblebonds/Makefile.am | 2 +- ql/experimental/coupons/Makefile.am | 2 +- ql/experimental/credit/Makefile.am | 2 +- ql/experimental/exoticoptions/Makefile.am | 2 +- ql/experimental/finitedifferences/Makefile.am | 2 +- ql/experimental/fx/Makefile.am | 2 +- ql/experimental/inflation/Makefile.am | 2 +- ql/experimental/lattices/Makefile.am | 2 +- ql/experimental/math/Makefile.am | 2 +- ql/experimental/mcbasket/Makefile.am | 2 +- ql/experimental/models/Makefile.am | 2 +- ql/experimental/processes/Makefile.am | 2 +- ql/experimental/risk/Makefile.am | 2 +- ql/experimental/shortrate/Makefile.am | 2 +- ql/experimental/swaptions/Makefile.am | 2 +- ql/experimental/termstructures/Makefile.am | 2 +- ql/experimental/variancegamma/Makefile.am | 2 +- ql/experimental/varianceoption/Makefile.am | 2 +- ql/experimental/volatility/Makefile.am | 2 +- ql/indexes/Makefile.am | 2 +- ql/indexes/ibor/Makefile.am | 2 +- ql/indexes/inflation/Makefile.am | 2 +- ql/indexes/swap/Makefile.am | 2 +- ql/instruments/Makefile.am | 2 +- ql/instruments/bonds/Makefile.am | 2 +- ql/legacy/Makefile.am | 2 +- ql/legacy/libormarketmodels/Makefile.am | 2 +- ql/math/Makefile.am | 2 +- ql/math/copulas/Makefile.am | 2 +- ql/math/distributions/Makefile.am | 2 +- ql/math/integrals/Makefile.am | 2 +- ql/math/interpolations/Makefile.am | 2 +- ql/math/matrixutilities/Makefile.am | 2 +- ql/math/ode/Makefile.am | 2 +- ql/math/optimization/Makefile.am | 2 +- ql/math/randomnumbers/Makefile.am | 2 +- ql/math/solvers1d/Makefile.am | 2 +- ql/math/statistics/Makefile.am | 2 +- ql/methods/Makefile.am | 2 +- ql/methods/finitedifferences/Makefile.am | 2 +- ql/methods/finitedifferences/meshers/Makefile.am | 2 +- ql/methods/finitedifferences/operators/Makefile.am | 2 +- ql/methods/finitedifferences/schemes/Makefile.am | 2 +- ql/methods/finitedifferences/solvers/Makefile.am | 2 +- ql/methods/finitedifferences/stepconditions/Makefile.am | 2 +- ql/methods/finitedifferences/utilities/Makefile.am | 2 +- ql/methods/lattices/Makefile.am | 2 +- ql/methods/montecarlo/Makefile.am | 2 +- ql/models/Makefile.am | 2 +- ql/models/equity/Makefile.am | 2 +- ql/models/marketmodels/Makefile.am | 2 +- ql/models/marketmodels/browniangenerators/Makefile.am | 2 +- ql/models/marketmodels/callability/Makefile.am | 2 +- ql/models/marketmodels/correlations/Makefile.am | 2 +- ql/models/marketmodels/curvestates/Makefile.am | 2 +- ql/models/marketmodels/driftcomputation/Makefile.am | 2 +- ql/models/marketmodels/evolvers/Makefile.am | 2 +- ql/models/marketmodels/evolvers/volprocesses/Makefile.am | 2 +- ql/models/marketmodels/models/Makefile.am | 2 +- ql/models/marketmodels/pathwisegreeks/Makefile.am | 2 +- ql/models/marketmodels/products/Makefile.am | 2 +- ql/models/marketmodels/products/multistep/Makefile.am | 2 +- ql/models/marketmodels/products/onestep/Makefile.am | 2 +- ql/models/marketmodels/products/pathwise/Makefile.am | 2 +- ql/models/shortrate/Makefile.am | 2 +- ql/models/shortrate/calibrationhelpers/Makefile.am | 2 +- ql/models/shortrate/onefactormodels/Makefile.am | 2 +- ql/models/shortrate/twofactormodels/Makefile.am | 2 +- ql/models/volatility/Makefile.am | 2 +- ql/patterns/Makefile.am | 2 +- ql/pricingengines/Makefile.am | 2 +- ql/pricingengines/asian/Makefile.am | 2 +- ql/pricingengines/barrier/Makefile.am | 2 +- ql/pricingengines/basket/Makefile.am | 2 +- ql/pricingengines/bond/Makefile.am | 2 +- ql/pricingengines/capfloor/Makefile.am | 2 +- ql/pricingengines/cliquet/Makefile.am | 2 +- ql/pricingengines/credit/Makefile.am | 2 +- ql/pricingengines/forward/Makefile.am | 2 +- ql/pricingengines/inflation/Makefile.am | 2 +- ql/pricingengines/lookback/Makefile.am | 2 +- ql/pricingengines/quanto/Makefile.am | 2 +- ql/pricingengines/swap/Makefile.am | 2 +- ql/pricingengines/swaption/Makefile.am | 2 +- ql/pricingengines/vanilla/Makefile.am | 2 +- ql/processes/Makefile.am | 2 +- ql/quotes/Makefile.am | 2 +- ql/termstructures/Makefile.am | 2 +- ql/termstructures/credit/Makefile.am | 2 +- ql/termstructures/inflation/Makefile.am | 2 +- ql/termstructures/volatility/Makefile.am | 2 +- ql/termstructures/volatility/capfloor/Makefile.am | 2 +- ql/termstructures/volatility/equityfx/Makefile.am | 2 +- ql/termstructures/volatility/inflation/Makefile.am | 2 +- ql/termstructures/volatility/optionlet/Makefile.am | 2 +- ql/termstructures/volatility/swaption/Makefile.am | 2 +- ql/termstructures/yield/Makefile.am | 2 +- ql/time/Makefile.am | 2 +- ql/time/calendars/Makefile.am | 2 +- ql/time/daycounters/Makefile.am | 2 +- ql/utilities/Makefile.am | 2 +- test-suite/Makefile.am | 2 +- 132 files changed, 132 insertions(+), 132 deletions(-) commit 2d5ba821822c50c03de0bb3dd38dc6db6e131f38 Author: klausspanderen Date: Fri, 5 Jan 2018 23:22:09 +0100 removed old include statement test-suite/interpolations.cpp | 1 - 1 file changed, 1 deletion(-) commit c99a3fcdf7bb054271fc635ab5153f4f2009f617 Author: klausspanderen Date: Fri, 5 Jan 2018 23:03:32 +0100 - AndreasHugeVolatilityInterpl: allow for moving reference date - replace PiecewiseConstantInterpolation with BackwardFlatInterpolation ql/math/interpolations/Makefile.am | 1 - ql/math/interpolations/all.hpp | 1 - .../interpolations/backwardflatinterpolation.hpp | 9 +- .../piecewiseconstantinterpolation.hpp | 118 --------------------- ql/processes/blackscholesprocess.cpp | 8 +- ql/processes/blackscholesprocess.hpp | 1 + .../equityfx/andreasenhugelocalvoladapter.cpp | 18 +++- .../equityfx/andreasenhugelocalvoladapter.hpp | 7 +- .../equityfx/andreasenhugevolatilityadapter.cpp | 21 ++-- .../equityfx/andreasenhugevolatilityadapter.hpp | 7 +- .../equityfx/andreasenhugevolatilityinterpl.cpp | 18 ++-- test-suite/andreasenhugevolatilityinterpl.cpp | 76 +++++++++++++ test-suite/andreasenhugevolatilityinterpl.hpp | 1 + test-suite/interpolations.cpp | 78 +------------- test-suite/interpolations.hpp | 3 +- 15 files changed, 140 insertions(+), 227 deletions(-) commit bbd5e2398e99c0246711a7a37ce524571a7bbe0a Author: klausspanderen Date: Fri, 5 Jan 2018 13:37:11 +0100 declare constructor with 1 argument "explicit" ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 2e2ac097f636235cdefcf7219a70a082de04067b Author: klausspanderen Date: Fri, 5 Jan 2018 12:06:25 +0100 added Andreasen-Huge volatility interpolation and local volatility calibration ql/processes/blackscholesprocess.cpp | 22 +- ql/processes/blackscholesprocess.hpp | 12 +- .../equityfx/andreasenhugelocalvoladapter.cpp | 50 ++ .../equityfx/andreasenhugelocalvoladapter.hpp | 54 ++ .../equityfx/andreasenhugevolatilityadapter.cpp | 65 ++ .../equityfx/andreasenhugevolatilityadapter.hpp | 55 ++ .../equityfx/andreasenhugevolatilityinterpl.cpp | 668 +++++++++++++++ .../equityfx/andreasenhugevolatilityinterpl.hpp | 161 ++++ test-suite/andreasenhugevolatilityinterpl.cpp | 950 +++++++++++++++++++++ test-suite/andreasenhugevolatilityinterpl.hpp | 47 + test-suite/quantlibbenchmark.cpp | 12 +- test-suite/quantlibtestsuite.cpp | 301 +++---- 12 files changed, 2236 insertions(+), 161 deletions(-) commit a7e0eab20014587e9f7d9749eab3700a866bf361 Merge: 53af24d37 8221c8e95 Author: Luigi Ballabio Date: Thu, 4 Jan 2018 09:48:39 +0100 Merge pull request #378. commit 8221c8e95ea5b08cd6281554d6339a35e34aacf5 Author: Patrick Lewis Date: Wed, 3 Jan 2018 19:42:51 -0800 Update documentation for Calendar::isEndOfMonth ql/time/calendar.hpp | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) commit 53af24d37ed47c0b910ee4a128a421254a08c82f Merge: 2201ed8fd 00af227f0 Author: Luigi Ballabio Date: Thu, 21 Dec 2017 16:05:33 +0100 Merge pull request #285. commit 00af227f0988cb37dd7ccf52da0f0fd582024226 Author: Luigi Ballabio Date: Thu, 21 Dec 2017 15:03:01 +0100 Initialize spread explicitly. ql/models/shortrate/onefactormodel.cpp | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) commit 19e1c753191312e037cb94404df5757debcc9302 Author: Luigi Ballabio Date: Thu, 21 Dec 2017 09:50:03 +0100 Explicitly enable ccache. .travis.yml | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) commit cde3c5ad226acf6b5e00e284a125a8d5166938c8 Merge: a3c335ff6 e873e9044 Author: Luigi Ballabio Date: Wed, 20 Dec 2017 18:36:49 +0100 Merge pull request #350. commit a3c335ff61d7225d3858c1e8d277e9c4a9274b70 Merge: 93f295406 fc3c34d9c Author: Luigi Ballabio Date: Wed, 20 Dec 2017 12:34:31 +0100 Merge pull request #370. commit f952cbb6b7c838dbd439266d227fb1007096c072 Author: Bojan Nikolic Date: Wed, 20 Dec 2017 00:14:58 +0000 Make NPVSpreadHelper constructor explicit ql/experimental/callablebonds/callablebond.hpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 3f7ce0f8e471ec50e6d06523a18cb1c1c3e3ef0c Author: Bojan Nikolic Date: Tue, 19 Dec 2017 14:50:56 +0000 Update according to PR feedback - Renamed to engine function to calculateWithSpread and made private - The design of helper classes now much closer to ImpliedVolHelper - const Handle<> rather than relinkable - Spread rather than double ql/experimental/callablebonds/callablebond.cpp | 92 ++++++++++------------ ql/experimental/callablebonds/callablebond.hpp | 23 ++++-- .../callablebonds/treecallablebondengine.cpp | 18 ++--- .../callablebonds/treecallablebondengine.hpp | 2 +- ql/models/shortrate/onefactormodel.hpp | 4 +- 5 files changed, 68 insertions(+), 71 deletions(-) commit 93f295406f077f60fa488c615bc723bd1592343d Merge: 4bd609a90 b0ccb50fa Author: Luigi Ballabio Date: Tue, 19 Dec 2017 16:28:12 +0100 Merge pull request #368. commit fc3c34d9c33a7e33f4a1f52f4333e57c47bbb605 Author: klausspanderen Date: Tue, 19 Dec 2017 16:01:53 +0100 make the parameter order more explicit ql/experimental/models/hestonslvfdmmodel.hpp | 6 +++--- test-suite/hestonslvmodel.cpp | 30 +++++++++++----------------- test-suite/squarerootclvmodel.cpp | 2 +- 3 files changed, 16 insertions(+), 22 deletions(-) commit 4bd609a9040d9e4d6fa7320024febcbda94660be Merge: ba8744daf 674ebd57c Author: Luigi Ballabio Date: Tue, 19 Dec 2017 09:45:06 +0100 Merge pull request #369. commit 272e53e68bb9218925ad0872281af8e23bf4dca7 Author: klausspanderen Date: Mon, 18 Dec 2017 22:09:19 +0100 added Rannacher smoothing steps for Heston stochastic local volatility calibration .../finitedifferences/fdmhestonfwdop.cpp | 2 +- ql/experimental/models/hestonslvfdmmodel.cpp | 7 ++++- ql/experimental/models/hestonslvfdmmodel.hpp | 3 +++ test-suite/hestonslvmodel.cpp | 30 +++++++++++++--------- 4 files changed, 28 insertions(+), 14 deletions(-) commit ba8744daf973405f5a7a4f4fd50f1bc7fb828273 Merge: 2838f54ca 43ae5dc2f Author: Luigi Ballabio Date: Mon, 18 Dec 2017 16:10:55 +0100 Merge pull request #367. commit 674ebd57c39659192255fec533bd0283f47a700f Author: Luigi Ballabio Date: Mon, 18 Dec 2017 13:46:34 +0100 Add clang 4.0 to build matrix. .travis.yml | 4 ++++ 1 file changed, 4 insertions(+) commit b0ccb50fa32e02282f61826ea614da2ece839e77 Author: Bojan Nikolic Date: Mon, 18 Dec 2017 12:11:25 +0000 Correct RendistatoCalculator declaration Should inherit publicly from Lazy Object ql/instruments/bonds/btp.hpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 350e8c713716a0c683fd2088878ccef3841ffa2a Author: Luigi Ballabio Date: Mon, 18 Dec 2017 10:33:59 +0100 Avoid CC and CXX being redefined. .travis.yml | 10 +++++----- 1 file changed, 5 insertions(+), 5 deletions(-) commit a352df6d4a58ee55ed05a8482899a6b0a249de23 Author: Luigi Ballabio Date: Mon, 18 Dec 2017 10:29:06 +0100 Define compiler and use ccache explicitly. .travis.yml | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) commit 43ae5dc2ff827602996cbcf22695b1cbf26036ae Merge: 3c95fe13a 2838f54ca Author: Luigi Ballabio Date: Mon, 18 Dec 2017 10:08:12 +0100 Sync with master and resolve conflicts. commit 3c95fe13a7d6350a21466f1a12d1c8932796fe83 Author: Pepe Date: Sat, 16 Dec 2017 19:17:14 +0100 Update LatentModel.cpp Avoid warnings Examples/LatentModel/LatentModel.cpp | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) commit db1dc7b1ff43eccb4a90dc35fac0f74108d1b936 Author: Pepe Date: Sat, 16 Dec 2017 19:15:29 +0100 Update BasketLosses.cpp Avoid warnings Examples/BasketLosses/BasketLosses.cpp | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) commit 050ae0dee5f9e7f274f733c1fc32fd746a41b99f Author: Pepe Date: Sat, 16 Dec 2017 19:12:52 +0100 Update randomlosslatentmodel.hpp Avoid warnings ql/experimental/credit/randomlosslatentmodel.hpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 54be4d116c5ce0c1fdee1360e1649cb03f38e5ce Author: Pepe Date: Sat, 16 Dec 2017 19:10:31 +0100 Update randomdefaultlatentmodel.hpp Avoid warnings ql/experimental/credit/randomdefaultlatentmodel.hpp | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) commit 2838f54ca68a35382ab337838d28a12cef387a4a Merge: acc24fadc e20df6871 Author: Luigi Ballabio Date: Wed, 13 Dec 2017 15:25:42 +0100 Merge pull request #337. commit e20df6871e284386b377c911ad19d1a1400f50cb Author: Luigi Ballabio Date: Wed, 13 Dec 2017 15:25:20 +0100 Update project and header files. QuantLib_vc9.vcproj | 4 ++++ ql/termstructures/yield/all.hpp | 1 + 2 files changed, 5 insertions(+) commit acc24fadcb938d586fa719f42437f0fcca8921a4 Merge: fca71084c 431f9e6fc Author: Luigi Ballabio Date: Wed, 13 Dec 2017 11:28:18 +0100 Merge pull request #366. commit fca71084c3bd3b7abdb05ee0077544cd2a9aa242 Merge: d053752a3 faca3f838 Author: Luigi Ballabio Date: Mon, 11 Dec 2017 11:25:52 +0100 Merge pull request #358. commit 431f9e6fc14bc5733ce8db8ac7adf5e3a0ac845a Author: Roy Zywina Date: Sun, 10 Dec 2017 12:07:06 -0500 Entire library now compliant with openmp 2.0 Compiles with openmp enabled in VS2015. ql/experimental/volatility/zabrsmilesection.hpp | 4 ++-- ql/methods/finitedifferences/operators/triplebandlinearop.cpp | 4 ++-- ql/methods/lattices/lattice.hpp | 4 ++-- ql/pricingengines/swaption/gaussian1dswaptionengine.cpp | 2 +- 4 files changed, 7 insertions(+), 7 deletions(-) commit a1b97a12b1207cb17a24dafa2f74ff33a0d2726e Author: Roy Zywina Date: Sat, 9 Dec 2017 19:20:53 -0500 integer in '#pragma omp for' loop must be signed please see http://www.openmp.org/wp-content/uploads/cspec20.pdf page 12. Only MSVC seems to enforce this. I've only commented out the ones in .hpp files. there is one remaining instance in gaussian1dswaptionengine.cpp, which works fine as I only compile QuantLib with default options. ql/experimental/volatility/zabrsmilesection.hpp | 2 +- ql/methods/lattices/lattice.hpp | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) commit d053752a31ff3f3f12bc2dd248da420e01c6421c Merge: bcea852ba 662e801a1 Author: Luigi Ballabio Date: Tue, 5 Dec 2017 15:42:27 +0100 Merge pull request #357. commit bcea852badc8469df0b42393251f5114aa1ae44c Merge: 4919fbace 69f767ccb Author: Luigi Ballabio Date: Tue, 5 Dec 2017 14:36:49 +0100 Merge pull request #330. commit 69f767ccbd9e645d822fc91d360fe10bbff9aa48 Author: Luigi Ballabio Date: Tue, 5 Dec 2017 12:52:13 +0100 Add cmake macro file to distribution. Makefile.am | 3 +++ 1 file changed, 3 insertions(+) commit 111a6ce2ba3224ca4df4fba9026eeb40007ef8ef Author: Luigi Ballabio Date: Tue, 5 Dec 2017 12:39:27 +0100 Select default build type on single-configuration builds. CMakeLists.txt | 6 ++++++ 1 file changed, 6 insertions(+) commit faca3f838d401ffabe78981185dbab35d6051a92 Author: wegamekinglc Date: Tue, 5 Dec 2017 16:49:24 +0800 update china calendar for the year 2018 ql/time/calendars/china.cpp | 16 +++++++++++++++- test-suite/calendars.cpp | 31 +++++++++++++++++++++++++++++-- 2 files changed, 44 insertions(+), 3 deletions(-) commit 662e801a12b46ab34ae3fd19f9a63def77c168a7 Author: Lakshay Garg Date: Tue, 5 Dec 2017 00:52:11 +0530 make setPricer virtual, closes #174 ql/cashflows/floatingratecoupon.hpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit a5e0f9a92fab4780888d642d02b6387a066f7648 Author: Javier G. Sogo Date: Mon, 4 Dec 2017 18:59:54 +0100 FATA_ERROR for BUILD_SHARED_LIBS in Windows: it won't generate an usable library ql/CMakeLists.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 921612d102f900a5a4cb452539455fe163706fb1 Author: Javier G. Sogo Date: Sat, 2 Dec 2017 10:45:14 +0100 Use BUILD_SHARED_LIBS option CMakeLists.txt | 1 + ql/CMakeLists.txt | 9 ++++++--- 2 files changed, 7 insertions(+), 3 deletions(-) commit 4919fbace7c4eb89cc97646c898348b8ae23c670 Merge: 45586c015 19e9f375c Author: Luigi Ballabio Date: Fri, 1 Dec 2017 17:45:24 +0100 Merge pull request #353. commit 45586c01547bfeba1341ac80f5e629768a3b1a04 Merge: c3f62f21c 1a3f732b3 Author: Luigi Ballabio Date: Fri, 1 Dec 2017 17:41:22 +0100 Merge pull request #356. commit 1a3f732b3ad727f06b4247d4accc684b470d6b99 Author: Luigi Ballabio Date: Fri, 1 Dec 2017 15:58:14 +0100 Update VC++ projects. QuantLib.vcxproj | 2 ++ QuantLib.vcxproj.filters | 6 ++++++ QuantLib_vc9.vcproj | 8 ++++++++ 3 files changed, 16 insertions(+) commit d9f395129a716dc7a5d89901814798a96faeba4d Author: Bingoko Date: Fri, 1 Dec 2017 14:51:10 +0000 fix Clang error for legacy code: ordered comparison between pointer and zero ql/pricingengines/vanilla/analytichestonengine.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit c3f62f21c30cb269d152bbcf88348ed48ce8e3e7 Merge: 3efeb8017 5cf1d9489 Author: Luigi Ballabio Date: Fri, 1 Dec 2017 15:12:16 +0100 Merge pull request #348. commit 3efeb8017514680e5b653295a2ff38b63f4ffe56 Merge: 71c004666 824afba77 Author: Luigi Ballabio Date: Fri, 1 Dec 2017 08:48:45 +0100 Merge pull request #355. commit 1017948ccefbff351465e88de7c415bd91209673 Author: Javier G. Sogo Date: Thu, 30 Nov 2017 21:58:01 +0100 set BOOST_ALL_DYN_LINK instead of BOOST_DYN_LINK CMakeLists.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 21c1b11ef81c1916b91c39f3ac5f19a2cc6a9bd5 Author: Javier G. Sogo Date: Thu, 30 Nov 2017 21:43:48 +0100 downgrade cmake requirement cmake/quantlib.cmake | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 5350e85ab94d21e81f80ce4f25e4027b4d1e5d50 Author: Javier G. Sogo Date: Thu, 30 Nov 2017 21:42:00 +0100 default to dynamically linked msvc runtime CMakeLists.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit fce29246ea18287ce6fcb25d99e0cc83d38d3cb7 Author: Javier G. Sogo Date: Thu, 30 Nov 2017 21:40:33 +0100 remove warning from MSVC compilation CMakeLists.txt | 3 +++ 1 file changed, 3 insertions(+) commit 673d14f3aeec99c213471f7536c161e5267d8082 Author: Javier G. Sogo Date: Thu, 30 Nov 2017 21:36:29 +0100 default to dynamically linked msvc runtime cmake/quantlib.cmake | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) commit ec995a8d415fc87b37cd53d28cddfcad9591958a Author: Javier G. Sogo Date: Thu, 30 Nov 2017 21:24:30 +0100 Set USE_BOOST_DYNAMIC_LIBRARIES to ON by default in UNIX systems CMakeLists.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 31cf28f80f5ef35849f038a89ce6d9eaf25c6235 Author: Javier G. Sogo Date: Thu, 30 Nov 2017 21:24:00 +0100 fix typo: export what is being built ql/CMakeLists.txt | 7 +------ 1 file changed, 1 insertion(+), 6 deletions(-) commit fc2c495a5f32fa5ec285afab77a94de4cbaeb19e Author: Bingoko Date: Wed, 29 Nov 2017 19:03:17 +0000 add crypto currency ql/currencies/Makefile.am | 2 + ql/currencies/all.hpp | 1 + ql/currencies/crypto.cpp | 125 ++++++++++++++++++++++++++++++++++++++++++++++ ql/currencies/crypto.hpp | 123 +++++++++++++++++++++++++++++++++++++++++++++ 4 files changed, 251 insertions(+) commit 824afba77cee27dbe26e603d673adf7b886e40f5 Author: Luigi Ballabio Date: Wed, 29 Nov 2017 15:22:51 +0100 Remove unneeded check. test-suite/piecewiseyieldcurve.cpp | 9 +++------ 1 file changed, 3 insertions(+), 6 deletions(-) commit f01ca096da85aa648716d581bf534c47ce6b0c01 Author: Luigi Ballabio Date: Wed, 29 Nov 2017 11:16:12 +0100 Only run regression test when it makes sense. test-suite/piecewiseyieldcurve.cpp | 5 +++++ 1 file changed, 5 insertions(+) commit 71c004666817937db9dc49890b6e105461f8f02b Merge: 72dc028a7 eda9e04ec Author: Luigi Ballabio Date: Tue, 28 Nov 2017 17:19:50 +0100 Merge pull request #349. commit 72dc028a75805e0ef06e90076a7e3039f3f7a64b Merge: 39faaf092 cdd3616ac Author: Luigi Ballabio Date: Tue, 28 Nov 2017 14:44:45 +0100 Merge pull request #352. commit cdd3616acb5f353b1a14ad23208733dfeae2c85e Author: Roy Zywina Date: Mon, 27 Nov 2017 17:58:46 -0500 replaced uint32_t with boost::uint_least32_t to maximize portability ql/math/randomnumbers/sobolrsg.cpp | 77930 +++++++++++++++---------------- ql/math/randomnumbers/sobolrsg.hpp | 14 +- test-suite/lowdiscrepancysequences.cpp | 4 +- 3 files changed, 38974 insertions(+), 38974 deletions(-) commit 19e9f375c13830e7353386d1068e3ce420dc39ab Author: Luigi Ballabio Date: Mon, 27 Nov 2017 14:03:28 +0100 Add badge from isitmaintained.com. README.md | 1 + 1 file changed, 1 insertion(+) commit 2ff095315c32152dd20558ef47f7bfa50067df8b Author: klausspanderen Date: Sun, 26 Nov 2017 01:25:16 +0100 adapt parallel unit test runner for the upcoming boost 1.66 release test-suite/distributions.cpp | 7 +++++++ test-suite/paralleltestrunner.hpp | 23 ++++++++++++++--------- test-suite/squarerootclvmodel.cpp | 8 ++++++++ 3 files changed, 29 insertions(+), 9 deletions(-) commit 8c50a94740c99813a7c227fb17c7aa1e2119cc11 Author: Roy Zywina Date: Sun, 26 Nov 2017 17:25:52 -0500 small fixes, ensure uint32_t is defined ql/math/randomnumbers/sobolrsg.cpp | 2 +- ql/math/randomnumbers/sobolrsg.hpp | 3 ++- 2 files changed, 3 insertions(+), 2 deletions(-) commit 8b1ccb46879ee48dfb7186f7269b665458e97d28 Author: Roy Zywina Date: Sun, 26 Nov 2017 16:38:21 -0500 Replaced "unsigned long" with "uint32_t" in SobolRsg. Due to differing definitions by compiler/OS unsigned long can be either a 32 or 64 bit integer. Given the huge number of constants used in the algorithm, this cuts executable size by about 2.5 megabytes on 64 bit Mac and Linux. ql/math/randomnumbers/sobolrsg.cpp | 77936 +++++++++++++++---------------- ql/math/randomnumbers/sobolrsg.hpp | 15 +- test-suite/lowdiscrepancysequences.cpp | 4 +- 3 files changed, 38978 insertions(+), 38977 deletions(-) commit e873e90440c627b152c6fa7570cd85db6a98ed12 Author: klausspanderen Date: Sun, 26 Nov 2017 01:30:41 +0100 better comment test-suite/paralleltestrunner.hpp | 1 + 1 file changed, 1 insertion(+) commit 56e5b3aaaea4060cf3d9f55ae5f1393522da915a Author: klausspanderen Date: Sun, 26 Nov 2017 01:25:16 +0100 adapt parallel unit test runner for the upcoming boost 1.66 release test-suite/distributions.cpp | 7 +++++++ test-suite/paralleltestrunner.hpp | 22 +++++++++++++--------- test-suite/squarerootclvmodel.cpp | 8 ++++++++ 3 files changed, 28 insertions(+), 9 deletions(-) commit eda9e04ec42509eab26ef3b0e9046a1aca0622d0 Author: klausspanderen Date: Sat, 25 Nov 2017 19:15:02 +0100 added deepUpdate() method to thread-safe observer ql/patterns/observable.hpp | 12 ++++++++++++ test-suite/observable.cpp | 2 +- 2 files changed, 13 insertions(+), 1 deletion(-) commit edfca37fe7c16872f6fbe401493e077e901a52d4 Author: klausspanderen Date: Sat, 25 Nov 2017 17:19:54 +0100 update visual studio files QuantLib.vcxproj | 8 +++++++- test-suite/testsuite.vcxproj | 6 ++++-- 2 files changed, 11 insertions(+), 3 deletions(-) commit 5cf1d9489508d1098011d9887702b4734e9c645c Author: klausspanderen Date: Sat, 25 Nov 2017 16:15:21 +0100 fixed issue 346: Holidays and --enable-intraday ql/time/calendar.cpp | 26 ++++++++++---- ql/time/calendar.hpp | 14 ++++++-- test-suite/calendars.cpp | 92 ++++++++++++++++++++++++++++++++++++++++++++++++ test-suite/calendars.hpp | 2 ++ 4 files changed, 125 insertions(+), 9 deletions(-) commit b931fd7b0b746da10bfcb5f485ef41a402c9da4a Author: klausspanderen Date: Sat, 25 Nov 2017 12:17:15 +0100 first light from Andreasen-Huge Volatility interpolation ql/math/interpolations/Makefile.am | 1 + ql/math/interpolations/all.hpp | 1 + .../piecewiseconstantinterpolation.hpp | 118 ++++++++ .../meshers/fdmblackscholesmultistrikemesher.hpp | 6 - .../operators/fdmblackscholesop.cpp | 4 +- ql/processes/blackscholesprocess.cpp | 8 +- ql/processes/blackscholesprocess.hpp | 5 +- ql/termstructures/volatility/equityfx/Makefile.am | 6 + ql/termstructures/volatility/equityfx/all.hpp | 3 + test-suite/Makefile.am | 1 + test-suite/interpolations.cpp | 111 ++++++++ test-suite/interpolations.hpp | 2 + test-suite/quantlibbenchmark.cpp | 63 +++-- test-suite/quantlibtestsuite.cpp | 302 +++++++++++---------- 14 files changed, 441 insertions(+), 190 deletions(-) commit c193bc2a26bad62faccbc464b969ea33a6ba8cbd Author: tournierjc Date: Thu, 23 Nov 2017 14:35:03 +0100 Add files via upload ql/math/optimization/projectedconstraint.hpp | 4 ++-- 1 file changed, 2 insertions(+), 2 deletions(-) commit 39faaf0925d8b40be7ba6a79275dc3b0009b7b21 Merge: e1417313e 8797eb169 Author: Luigi Ballabio Date: Wed, 22 Nov 2017 15:53:47 +0100 Merge pull request #345. commit e1417313e5bb3002d262fdd461bbb9a81a52f7a2 Merge: bc638e810 3c6806117 Author: Luigi Ballabio Date: Wed, 22 Nov 2017 12:44:14 +0100 Merge pull request #341. commit bc638e8108ced3fb24336e943d2fb6f996b19799 Merge: 8e4f3a41f 3ce0832b8 Author: Luigi Ballabio Date: Wed, 22 Nov 2017 12:38:18 +0100 Merge pull request #339. commit 3ce0832b8d06d914794e0b39e68acbc6f8c4ec77 Author: Luigi Ballabio Date: Wed, 22 Nov 2017 12:14:13 +0100 Update missing project and header. QuantLib_vc9.vcproj | 8 ++++++++ ql/time/calendars/all.hpp | 1 + 2 files changed, 9 insertions(+) commit 8e4f3a41fe4b114cc0f25c929b41106924114cde Merge: e2c4162d5 78b8025f8 Author: Luigi Ballabio Date: Wed, 22 Nov 2017 11:28:41 +0100 Merge pull request #338. commit e2c4162d563456003fcf391aa71448a709ac0b0c Merge: bb8a83d8f 90e9a3722 Author: Luigi Ballabio Date: Wed, 22 Nov 2017 10:54:37 +0100 Merge pull request #336. commit 8797eb1699d9f5e9ed0805d78edb1ac5a5679a4b Author: IGonza Date: Tue, 21 Nov 2017 13:35:52 -0500 Renamed InverseNonCentralChiSquareDistribution to InverseNonCentralCumulativeChiSquareDistribution ql/math/distributions/chisquaredistribution.cpp | 6 +++--- ql/math/distributions/chisquaredistribution.hpp | 10 ++++++++-- .../finitedifferences/meshers/fdmhestonvariancemesher.cpp | 4 ++-- ql/processes/hestonprocess.cpp | 2 +- 4 files changed, 14 insertions(+), 8 deletions(-) commit bb8a83d8f32910500a402c984abbb3f24a5a5b72 Merge: fcbc50235 ffc383bc5 Author: Luigi Ballabio Date: Tue, 21 Nov 2017 14:23:51 +0100 Merge pull request #133. commit ffc383bc5c255e124de260865c0090e5f6351fb0 Author: Luigi Ballabio Date: Tue, 21 Nov 2017 12:39:28 +0100 Update projects. QuantLib.vcxproj | 2 ++ QuantLib.vcxproj.filters | 6 ++++++ QuantLib_vc9.vcproj | 8 ++++++++ ql/experimental/credit/Makefile.am | 2 ++ 4 files changed, 18 insertions(+) commit a5e3abdd19b87b02647c7b5825b6b7f4b88dde1a Author: Luigi Ballabio Date: Tue, 21 Nov 2017 12:34:03 +0100 Clean up Doxygen comments. .../credit/interpolatedaffinehazardratecurve.hpp | 2 +- ql/experimental/credit/onefactoraffinesurvival.hpp | 15 ++++++++------- 2 files changed, 9 insertions(+), 8 deletions(-) commit fcbc502352fa3c516458fc34c3e73669bfda44ef Merge: 1df23f72e db00a4d03 Author: Luigi Ballabio Date: Tue, 21 Nov 2017 11:14:19 +0100 Merge pull request #342. commit 90ef906de5a8956a46ac1210f8d68468e7fa7e70 Author: Peter Caspers Date: Mon, 20 Nov 2017 21:05:36 +0100 fix interpolation of shift ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp | 7 +++---- 1 file changed, 3 insertions(+), 4 deletions(-) commit 708784e5dbd93344179d5034cfddadd5c440a30d Merge: 06dfff93d e00d1d76f Author: Luigi Ballabio Date: Tue, 21 Nov 2017 10:21:44 +0100 Merge pull request #344. commit 3f734ee6c07c1365ad177fe736fd4acbe35a0567 Author: Pepe Date: Tue, 21 Nov 2017 09:05:39 +0100 Update interpolatedaffinehazardratecurve.hpp Remove comment, I had decided not to include that class in the PR and forgot to remove the comment, sorry ql/experimental/credit/interpolatedaffinehazardratecurve.hpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 8d5c90461455d0539699d506dc83a7ea0097e7d8 Author: Pepe Date: Tue, 21 Nov 2017 09:04:19 +0100 Update interpolatedaffinehazardratecurve.hpp Add header ql/experimental/credit/interpolatedaffinehazardratecurve.hpp | 1 + 1 file changed, 1 insertion(+) commit e00d1d76f414697921baafe9aa18f82656af1479 Author: Peter Caspers Date: Mon, 20 Nov 2017 21:05:36 +0100 fix interpolation of shift ql/termstructures/volatility/swaption/swaptionvolmatrix.cpp | 7 +++---- 1 file changed, 3 insertions(+), 4 deletions(-) commit db00a4d03a900d86996db9e3068f4836c7840aa4 Author: Luigi Ballabio Date: Mon, 20 Nov 2017 18:01:44 +0100 Add Codecov badge to README. README.md | 1 + 1 file changed, 1 insertion(+) commit 5ce1543eec8239f271db7f109e9bdab71f7459e2 Author: Luigi Ballabio Date: Mon, 20 Nov 2017 17:59:47 +0100 Add Codacy badge to README. README.md | 1 + 1 file changed, 1 insertion(+) commit dd035ae3e3f35caeed512945ba4d35af1fcaf5a2 Author: Luigi Ballabio Date: Mon, 20 Nov 2017 17:56:14 +0100 Add Travis badge. README.md | 4 ++++ 1 file changed, 4 insertions(+) commit 06dfff93ddb2b7f83e64a4f0b4139c30df3e1e77 Merge: 625d96d96 138c122bc Author: Luigi Ballabio Date: Mon, 20 Nov 2017 15:18:16 +0100 Merge pull request #331. commit 138c122bcb6461ae21f3d1f41506d65b3ea5761a Author: Luigi Ballabio Date: Mon, 20 Nov 2017 12:50:42 +0100 Restore file mode. QuantLib.vcxproj | 0 1 file changed, 0 insertions(+), 0 deletions(-) commit d4ad05507c812efbcca2bffeff5ac619ab7e5079 Author: Luigi Ballabio Date: Mon, 20 Nov 2017 12:49:33 +0100 Add docs to deprecated typedefs. ql/math/distributions/chisquaredistribution.hpp | 19 +++++++++++++------ ql/math/distributions/gammadistribution.hpp | 7 +++++-- 2 files changed, 18 insertions(+), 8 deletions(-) commit 625d96d96e11a48a466b46b9b35eeebc65771a39 Merge: d5ce116db 67431abdc Author: Luigi Ballabio Date: Mon, 20 Nov 2017 11:23:07 +0100 Merge pull request #121. commit d5ce116db47b027ec55b974f81c872310c8ebd6c Merge: 9ba8afa8d 1c7fb6c6c Author: Luigi Ballabio Date: Fri, 17 Nov 2017 16:46:33 +0100 Merge pull request #329. commit bd594325424430759aa94e981059f5e94b40a803 Author: Luigi Ballabio Date: Fri, 17 Nov 2017 15:19:35 +0100 Moved new traits class to experimental folder. .../credit/interpolatedaffinehazardratecurve.hpp | 98 +++++++++++++++++++++- ql/termstructures/credit/piecewisedefaultcurve.hpp | 3 +- ql/termstructures/credit/probabilitytraits.hpp | 93 -------------------- 3 files changed, 98 insertions(+), 96 deletions(-) commit 3c6806117d96c674077799b03cc9a5d657d9a3ad Author: francis Date: Fri, 17 Nov 2017 14:11:47 +0000 Minor fix for man page generation. There is no requirement for sed command in Makefile.am as QuantLib.3 is generated by Doxygen (version >= 1.8.5) already. Docs/Makefile.am | 6 +----- 1 file changed, 1 insertion(+), 5 deletions(-) commit c1a8ae649c8b047fbb3d95fb0ca78bd485f82ecf Author: Francois Botha Date: Fri, 17 Nov 2017 11:57:06 +0200 Add Botswana calendar implementation QuantLib.vcxproj | 4 ++- QuantLib.vcxproj.filters | 6 ++++ ql/time/calendars/Makefile.am | 2 ++ ql/time/calendars/botswana.cpp | 72 ++++++++++++++++++++++++++++++++++++++++ ql/time/calendars/botswana.hpp | 74 ++++++++++++++++++++++++++++++++++++++++++ 5 files changed, 157 insertions(+), 1 deletion(-) commit 662708eb945d216b48a9c7d8cd492dd555c11538 Author: Javier G. Sogo Date: Thu, 16 Nov 2017 20:56:48 +0100 move BOOST_DYN_LINK to global scope (win/unix) at root level and BOOST_TEST_DYN_LINK to test-suite directory CMakeLists.txt | 19 ++++++++----------- test-suite/CMakeLists.txt | 4 ++++ 2 files changed, 12 insertions(+), 11 deletions(-) commit 67431abdc56d9a24dae789488a66f50644889558 Author: Luigi Ballabio Date: Thu, 16 Nov 2017 17:54:40 +0100 Don't hard-code the business-center calendar. ql/termstructures/yield/ratehelpers.cpp | 27 +++++++------- ql/termstructures/yield/ratehelpers.hpp | 62 ++++++++++++++++++++------------- 2 files changed, 50 insertions(+), 39 deletions(-) commit 78b8025f86da2e52b0c0436a1d5d48d9247ce2b2 Author: Peter Caspers Date: Wed, 8 Nov 2017 09:43:01 +0100 be precise ql/experimental/coupons/lognormalcmsspreadpricer.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 93828787b21da85ef283d964fe6010ad683a4568 Author: Peter Caspers Date: Wed, 8 Nov 2017 06:50:44 +0100 handle past fixings ql/experimental/coupons/lognormalcmsspreadpricer.cpp | 6 +++++- 1 file changed, 5 insertions(+), 1 deletion(-) commit 808db7b7d10efc951d6c57fc378e66656d84ab0c Author: Peter Caspers Date: Wed, 8 Nov 2017 06:49:36 +0100 fix output ql/experimental/coupons/swapspreadindex.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 5c75b92f74afaf37a136a86998ed67f67e5b5496 Author: Peter Caspers Date: Wed, 8 Nov 2017 06:49:17 +0100 return null if one of the swap index fixings is null ql/experimental/coupons/swapspreadindex.hpp | 11 ++++++++--- 1 file changed, 8 insertions(+), 3 deletions(-) commit fb17969f95ef7185abe56974f47cabcfadd0e75d Author: Peter Caspers Date: Tue, 31 Oct 2017 12:51:29 +0100 short cut if no convexity is present, add comments ql/cashflows/couponpricer.cpp | 15 +++++++++++---- 1 file changed, 11 insertions(+), 4 deletions(-) commit c111fca406de806e0d689da427dcc66d4fb1ae13 Author: Peter Caspers Date: Tue, 31 Oct 2017 12:50:58 +0100 remove silly formatting, remove experimental disclaimer ql/cashflows/couponpricer.hpp | 15 ++++++--------- 1 file changed, 6 insertions(+), 9 deletions(-) commit 7dc819291e287792f5c843dcdd0c807c0042fe1c Author: Javier G. Sogo Date: Wed, 15 Nov 2017 18:45:14 +0100 cmake_suffix preserves previous behaviour QuantLib.vcxproj | 2 +- cmake/quantlib.cmake | 8 ++++---- ql/auto_link.hpp | 2 +- 3 files changed, 6 insertions(+), 6 deletions(-) commit 21fe670fc4c6a220bcec7c47350531d8be9d82ae Author: Javier G. Sogo Date: Wed, 15 Nov 2017 18:21:10 +0100 use of flags: boost dyn and msvc runtime CMakeLists.txt | 29 +++++++++++++++++++++++------ test-suite/CMakeLists.txt | 11 ----------- 2 files changed, 23 insertions(+), 17 deletions(-) commit a608a411bc5dee511fb8e4fdb25aee3f16a8052b Author: Francois Botha Date: Wed, 15 Nov 2017 18:01:33 +0200 Remove forwardImpl Remove dc_ Update test to check zeroRates .../yield/compositezeroyieldstructure.hpp | 27 ++++------------------ test-suite/termstructures.cpp | 19 ++++++++------- 2 files changed, 16 insertions(+), 30 deletions(-) commit f391914eeea97c4ac1b8b2627353d4630ebbc56d Author: Francois Botha Date: Wed, 15 Nov 2017 14:02:17 +0200 Fix signed vs unsigned type error test-suite/termstructures.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 1043e0f21d1f430ce06c5e187f551edcad9adae9 Author: Francois Botha Date: Wed, 15 Nov 2017 12:23:06 +0200 Remove unused variables. test-suite/termstructures.cpp | 5 ----- 1 file changed, 5 deletions(-) commit 6c5a63136a843b55216c33de6831ca978c7e08d1 Author: Francois Botha Date: Tue, 14 Nov 2017 15:02:29 +0200 Appropriate error message test-suite/termstructures.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit e17672acf078c310d414964e293989b354d09c6f Author: Francois Botha Date: Tue, 14 Nov 2017 14:56:11 +0200 Implement CompositeZeroYieldStructure QuantLib.vcxproj | 1 + QuantLib.vcxproj.filters | 3 + ql/termstructures/yield/Makefile.am | 1 + .../yield/compositezeroyieldstructure.hpp | 157 +++++++++++++++++++++ test-suite/termstructures.cpp | 133 ++++++++++++++++- test-suite/termstructures.hpp | 1 + 6 files changed, 295 insertions(+), 1 deletion(-) commit 90e9a3722ea5fc9a512e3370746d3b91b3276f3f Author: IGonza Date: Mon, 13 Nov 2017 22:02:01 -0500 Changed the code according to coding style test-suite/inflation.cpp | 181 ++++++++++++++++++----------------------------- 1 file changed, 68 insertions(+), 113 deletions(-) commit 1a2860b29f7a029272a987e54da495bb245ed44c Author: Javier G. Sogo Date: Mon, 13 Nov 2017 23:27:10 +0100 boost proposal (not working) CMakeLists.txt | 3 +++ ql/CMakeLists.txt | 3 --- test-suite/CMakeLists.txt | 8 +++++++- 3 files changed, 10 insertions(+), 4 deletions(-) commit 82ea5366d3124aec3e2634c1cfd9fd2f927dc5ac Author: Javier G. Sogo Date: Mon, 13 Nov 2017 20:38:06 +0100 consider flag MSVC_RUNTIME to generate with static/dynamic runtime cmake/quantlib.cmake | 50 +++++++++++++++++++++++++++++++++++++++++++++++--- ql/CMakeLists.txt | 18 ++++++++---------- ql/auto_link.hpp | 16 ++++++++++++---- 3 files changed, 67 insertions(+), 17 deletions(-) commit 39ca5057ae3e058d7c8fbfa1d28723c8959976d5 Author: Javier G. Sogo Date: Mon, 13 Nov 2017 19:57:09 +0100 do not generate code below version vc90 cmake/quantlib.cmake | 10 ++-------- 1 file changed, 2 insertions(+), 8 deletions(-) commit 7b1d191471eb3e6e5f9d135d2faf9402bebe530e Author: IGonza Date: Sun, 12 Nov 2017 00:18:28 -0500 Inflation period test test-suite/inflation.cpp | 114 ++++++++++++++++++++++++++++++++++++++++++++--- 1 file changed, 107 insertions(+), 7 deletions(-) commit 9ba8afa8dbac25ed921ac77a6a536912bf9204ff Merge: 507b95d30 d08fb78b4 Author: Luigi Ballabio Date: Fri, 10 Nov 2017 16:07:15 +0100 Merge pull request #334. commit 507b95d3055cdfacde9b20deca0d6d6840f99a53 Author: Luigi Ballabio Date: Fri, 10 Nov 2017 14:47:13 +0100 Mark the version in which features were deprecated. ql/cashflows/lineartsrpricer.hpp | 9 +++++++++ ql/math/generallinearleastsquares.hpp | 3 +++ ql/math/matrixutilities/bicgstab.hpp | 4 +++- ql/termstructures/volatility/optionlet/optionletstripper1.hpp | 3 +++ ql/time/daycounters/actual365nl.hpp | 3 ++- 5 files changed, 20 insertions(+), 2 deletions(-) commit d08fb78b4a39491cfddd5bf5495c0eda659c5a81 Author: Luigi Ballabio Date: Fri, 10 Nov 2017 09:25:38 +0100 Make constructors of abstract base classes explicit. Since the classes are abstract, the constructor can't be invoked as such. Thus, it can be made explicit without breaking backward compatibility. ql/cashflows/couponpricer.hpp | 18 ++++++++++++------ ql/instruments/payoffs.hpp | 2 +- ql/math/optimization/linesearch.hpp | 2 +- ql/math/optimization/linesearchbasedmethod.hpp | 3 ++- ql/methods/lattices/tree.hpp | 2 +- .../marketmodels/products/multiproductmultistep.hpp | 2 +- .../marketmodels/products/multiproductonestep.hpp | 2 +- ql/models/model.hpp | 4 ++-- ql/models/shortrate/onefactormodel.hpp | 6 +++--- ql/models/shortrate/twofactormodel.hpp | 2 +- ql/models/volatility/garmanklass.hpp | 2 +- ql/numericalmethod.hpp | 2 +- ql/pricingengines/genericmodelengine.hpp | 5 +++-- ql/processes/forwardmeasureprocess.hpp | 10 ++++++---- ql/stochasticprocess.hpp | 4 ++-- ql/termstructure.hpp | 8 ++++---- ql/termstructures/bootstraphelper.hpp | 8 ++++---- ql/time/daycounter.hpp | 5 +++-- 18 files changed, 49 insertions(+), 38 deletions(-) commit a39ecc4af8ab8e74cafab47738990e4344ccdbf2 Merge: 3cbc102a5 93a08c339 Author: Luigi Ballabio Date: Thu, 9 Nov 2017 17:19:32 +0100 Merge pull request #328. commit 3cbc102a57a120ad12a06cd0ff8d05577f39dbb3 Merge: 940c6d1f3 84268d226 Author: Luigi Ballabio Date: Thu, 9 Nov 2017 14:27:11 +0100 Merge pull request #226. commit 84268d22691bb1bc4303b40e8d9292c3553888fe Author: Luigi Ballabio Date: Thu, 9 Nov 2017 13:22:20 +0100 Restore notifications even if exceptions occur. test-suite/observable.cpp | 12 ++++++++++-- 1 file changed, 10 insertions(+), 2 deletions(-) commit 951abdfb378d80a87527d75ee6f0d38a77a08fe1 Author: Peter Caspers Date: Wed, 8 Nov 2017 20:46:32 +0100 enable notifications after test again test-suite/observable.cpp | 2 ++ 1 file changed, 2 insertions(+) commit 39615533d8a513f62239884d26495c0f57ad9675 Author: Luigi Ballabio Date: Wed, 8 Nov 2017 17:47:36 +0100 Add explicit constructors to a few private classes. ql/models/model.hpp | 2 +- ql/models/parameter.hpp | 2 +- ql/time/calendars/bespokecalendar.hpp | 2 +- ql/time/daycounters/business252.hpp | 2 +- 4 files changed, 4 insertions(+), 4 deletions(-) commit 940c6d1f398e508d1e692a03d89695c3e1db924a Merge: 38b11429a 0692a9ba9 Author: Luigi Ballabio Date: Wed, 8 Nov 2017 15:43:34 +0100 Merge pull request #327. commit 38b11429a45001995ca2633fdf7abe8cf57052e2 Merge: 58a06f0f8 0060e94e1 Author: Luigi Ballabio Date: Wed, 8 Nov 2017 14:18:10 +0100 Merge pull request #247. commit 00e7eec642d01e4d48847e7cef4e3423fe647037 Author: IGonza Date: Tue, 7 Nov 2017 21:33:07 -0500 Renamed distribution classes QuantLib.vcxproj | 0 ql/math/distributions/chisquaredistribution.cpp | 6 +++--- ql/math/distributions/chisquaredistribution.hpp | 17 ++++++++++++----- ql/math/distributions/gammadistribution.cpp | 2 +- ql/math/distributions/gammadistribution.hpp | 7 +++++-- .../meshers/fdmhestonvariancemesher.cpp | 2 +- .../shortrate/onefactormodels/coxingersollross.cpp | 4 ++-- .../onefactormodels/extendedcoxingersollross.cpp | 4 ++-- 8 files changed, 26 insertions(+), 16 deletions(-) commit 94f48bd4b1ffd9c74e0a79671555f0a7bc7d8c03 Author: Javier G. Sogo Date: Mon, 6 Nov 2017 20:06:02 +0100 add missing file cmake/quantlib.cmake | 52 ++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 52 insertions(+) commit 1c7fb6c6cce77cd7879dc7695a565d6220e25bd5 Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com> Date: Mon, 6 Nov 2017 11:27:57 -0600 Update unitedstates.cpp ql/time/calendars/unitedstates.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 27b3697999279516e016e682613f142c55855d0e Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com> Date: Mon, 6 Nov 2017 10:30:49 -0600 Update unitedstates.hpp ql/time/calendars/unitedstates.hpp | 8 ++------ 1 file changed, 2 insertions(+), 6 deletions(-) commit c9af803858bd9d474c2108113a40b6d85cde89ed Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com> Date: Mon, 6 Nov 2017 09:49:16 -0600 Update unitedstates.cpp ql/time/calendars/unitedstates.cpp | 8 ++++---- 1 file changed, 4 insertions(+), 4 deletions(-) commit eb5e6d8590de286f58d576723bcf3923995a804e Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com> Date: Sun, 5 Nov 2017 22:47:41 -0600 Update fedfunds.cpp switched default calendar to Federal Reserve from Settlement ql/indexes/ibor/fedfunds.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 61f0220825860e56af04624de29c67c7d68831fe Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com> Date: Sun, 5 Nov 2017 22:45:32 -0600 Update unitedstates.hpp added Federal Reserve calendar ql/time/calendars/unitedstates.hpp | 10 +++++++++- 1 file changed, 9 insertions(+), 1 deletion(-) commit 385613fc79d43f221ff4cb00557d308056f5a9ae Author: mdelmedico <33408870+mdelmedico@users.noreply.github.com> Date: Sun, 5 Nov 2017 22:39:22 -0600 Update unitedstates.cpp added Federal Reserve calendar; fixed Veternan's Day bug in GovernmentBond calendar ql/time/calendars/unitedstates.cpp | 52 +++++++++++++++++++++++++++++++++++--- 1 file changed, 49 insertions(+), 3 deletions(-) commit 457e89b4e3939744033fffc68b76c492cd34b737 Author: Javier G. Sogo Date: Sun, 5 Nov 2017 20:46:43 +0100 we are compiling as static, so use '-s' suffix QuantLib.vcxproj | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) commit 8777ad03c80c5e3364f8a6814ce4278f52e93c54 Author: Javier G. Sogo Date: Sun, 5 Nov 2017 13:13:14 +0100 give proper names to test-suit and benchmark projects test-suite/CMakeLists.txt | 8 ++++++-- 1 file changed, 6 insertions(+), 2 deletions(-) commit 390bd8be3a3fd32151424c846aa7b5899d917332 Author: Javier G. Sogo Date: Sun, 5 Nov 2017 12:01:35 +0100 auto-link in sources uses static libs test-suite/CMakeLists.txt | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) commit c0f8402af3e0e2b0819e507c054339c740179ca1 Author: Javier G. Sogo Date: Sat, 4 Nov 2017 21:37:05 +0100 cannot link to shared DLL cause there is nothing exported ql/auto_link.hpp | 16 ++++------------ 1 file changed, 4 insertions(+), 12 deletions(-) commit 4e54918f1763f2faf92c92fdc672d21d2b2133df Author: Javier G. Sogo Date: Sat, 4 Nov 2017 20:22:52 +0100 Windows needs to link against static as no symbol is exported from shared lib Examples/BasketLosses/CMakeLists.txt | 2 +- Examples/BermudanSwaption/CMakeLists.txt | 2 +- Examples/Bonds/CMakeLists.txt | 2 +- Examples/CDS/CMakeLists.txt | 2 +- Examples/CVAIRS/CMakeLists.txt | 2 +- Examples/CallableBonds/CMakeLists.txt | 2 +- Examples/ConvertibleBonds/CMakeLists.txt | 2 +- Examples/DiscreteHedging/CMakeLists.txt | 2 +- Examples/EquityOption/CMakeLists.txt | 2 +- Examples/FRA/CMakeLists.txt | 2 +- Examples/FittedBondCurve/CMakeLists.txt | 2 +- Examples/Gaussian1dModels/CMakeLists.txt | 2 +- Examples/GlobalOptimizer/CMakeLists.txt | 2 +- Examples/LatentModel/CMakeLists.txt | 2 +- Examples/MarketModels/CMakeLists.txt | 2 +- Examples/MultidimIntegral/CMakeLists.txt | 2 +- Examples/Replication/CMakeLists.txt | 2 +- Examples/Repo/CMakeLists.txt | 2 +- Examples/Swap/CMakeLists.txt | 2 +- ql/CMakeLists.txt | 9 ++++++++- 20 files changed, 27 insertions(+), 20 deletions(-) commit 0b72e296b8c7d9d656f10eab7b644c41783f98ff Author: Javier G. Sogo Date: Sat, 4 Nov 2017 20:21:31 +0100 first the library, then the examples that link the library CMakeLists.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 37adfa40347d1f9fd3bd62fe5b74480663e869bd Author: Javier G. Sogo Date: Sat, 4 Nov 2017 19:32:34 +0100 name the project CMakeLists.txt | 2 ++ 1 file changed, 2 insertions(+) commit 93a08c33989c8c82261358a039c107d114d2ab5b Author: alas Date: Fri, 3 Nov 2017 14:13:49 +0100 refactore class to be in line with InterpolatedHazardRateCurve and InterpolatedDefaultDensityCurve .../interpolatedsurvivalprobabilitycurve.hpp | 53 +++++++++++++++++++++- 1 file changed, 51 insertions(+), 2 deletions(-) commit abd5c5acc970445e19eb51e68833f5e29ef2da69 Author: Javier G. Sogo Date: Thu, 2 Nov 2017 22:57:35 +0100 first try renaming lib using CMake properties Examples/BasketLosses/CMakeLists.txt | 2 +- Examples/BermudanSwaption/CMakeLists.txt | 2 +- Examples/Bonds/CMakeLists.txt | 2 +- Examples/CDS/CMakeLists.txt | 2 +- Examples/CVAIRS/CMakeLists.txt | 2 +- Examples/CallableBonds/CMakeLists.txt | 2 +- Examples/ConvertibleBonds/CMakeLists.txt | 2 +- Examples/DiscreteHedging/CMakeLists.txt | 2 +- Examples/EquityOption/CMakeLists.txt | 2 +- Examples/FRA/CMakeLists.txt | 2 +- Examples/FittedBondCurve/CMakeLists.txt | 2 +- Examples/Gaussian1dModels/CMakeLists.txt | 2 +- Examples/GlobalOptimizer/CMakeLists.txt | 2 +- Examples/LatentModel/CMakeLists.txt | 2 +- Examples/MarketModels/CMakeLists.txt | 2 +- Examples/MultidimIntegral/CMakeLists.txt | 2 +- Examples/Replication/CMakeLists.txt | 2 +- Examples/Repo/CMakeLists.txt | 2 +- Examples/Swap/CMakeLists.txt | 2 +- ql/CMakeLists.txt | 17 ++++++++++++----- ql/auto_link.hpp | 2 +- test-suite/CMakeLists.txt | 4 ++-- 22 files changed, 34 insertions(+), 27 deletions(-) commit 0692a9ba970bb33c2691dc16b72d9808d886548e Author: Luigi Ballabio Date: Thu, 2 Nov 2017 15:51:38 +0100 Remove autogenerated config folder from VCS. Makefile.am | 2 +- config/Makefile.am | 4 ---- configure.ac | 1 - 3 files changed, 1 insertion(+), 6 deletions(-) commit 58a06f0f8bd03f401ddc46db26f22d98f07c9293 Merge: 60461d0d2 ba1d92aa2 Author: Luigi Ballabio Date: Mon, 30 Oct 2017 15:04:21 +0100 Merge pull request #319. commit 60461d0d28fd75b15ea3ca11931e1cc0464fa915 Merge: 74cddf643 c0855a2f2 Author: Luigi Ballabio Date: Mon, 30 Oct 2017 14:33:32 +0100 Merge pull request #321. commit 74cddf643e276b78134b214425c6ddc0478a38d0 Merge: b86b2a90a 64126acd0 Author: Luigi Ballabio Date: Mon, 30 Oct 2017 14:04:29 +0100 Merge pull request #317. commit b86b2a90aff3e7079b9dc0919d8fb981bff2fb0f Merge: 49f019cae 426399954 Author: Luigi Ballabio Date: Mon, 30 Oct 2017 13:24:16 +0100 Merge pull request #316. commit 49f019cae79a7e8abc193fa10d45d7c7bcefae91 Merge: ff80e3a49 55d5cbcb8 Author: Luigi Ballabio Date: Mon, 30 Oct 2017 12:41:39 +0100 Merge pull request #310. commit 8b820145ecdc7595ea62ae920028220ba992eafa Author: ittegrat Date: Thu, 5 Oct 2017 11:39:05 +0200 Fix UnitedStates calendar selection ql/time/calendars/unitedstates.cpp | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) commit ff80e3a498a89e4b656ce26baee3ae30b2115c34 Merge: 92ba704cd 2a46f88e6 Author: Luigi Ballabio Date: Fri, 27 Oct 2017 16:45:38 +0200 Merge pull request #314. commit 92ba704cd2c42f424f3f9016d8af059f655fc43b Merge: 61f836f33 e514c1383 Author: Luigi Ballabio Date: Thu, 19 Oct 2017 13:58:22 +0200 Merge pull request #313. commit c0855a2f2f250dd7106ef8638820db84d62fa3aa Author: Dirk Eddelbuettel Date: Fri, 13 Oct 2017 12:16:53 -0500 add missing manual page for GlobalOptimizer man/GlobalOptimizer.1 | 40 ++++++++++++++++++++++++++++++++++++++++ man/Makefile.am | 2 ++ 2 files changed, 42 insertions(+) commit ba1d92aa25c9bb8afafe9b4bab34741eba50a5b3 Author: Wojciech Slusarski Date: Fri, 13 Oct 2017 00:35:18 +0200 Updated implementation of OISRateHelper - extended configuration options as allowed by MakeOIS ql/termstructures/yield/oisratehelper.cpp | 23 +++++++++++++++++++---- ql/termstructures/yield/oisratehelper.hpp | 15 ++++++++++++++- 2 files changed, 33 insertions(+), 5 deletions(-) commit 64126acd07b99d05005501c00b3623d94077cb1a Author: Luigi Ballabio Date: Thu, 12 Oct 2017 12:16:40 +0200 Perform clean bootstrap when the previous curve is a bad guess. ql/termstructures/iterativebootstrap.hpp | 13 ++++-- test-suite/piecewiseyieldcurve.cpp | 75 +++++++++++++++++++++++++++++++- test-suite/piecewiseyieldcurve.hpp | 4 +- 3 files changed, 85 insertions(+), 7 deletions(-) commit fc0f18c4197e66169527418292c2173553615c67 Author: Wojciech Slusarski Date: Wed, 11 Oct 2017 23:28:35 +0200 Adding default value to a boolean parameter requireUSCalendar ql/termstructures/yield/ratehelpers.hpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit ae83fbf9835d7494dfdb887e00ecd4eba3194af7 Author: Wojciech Slusarski Date: Sun, 8 Oct 2017 02:03:29 +0200 Improved handling fx market calendar conventions Added comment on how to handle ON and TN swaps ql/termstructures/yield/ratehelpers.cpp | 24 ++++++++++-------------- ql/termstructures/yield/ratehelpers.hpp | 20 ++++++++++++++++---- 2 files changed, 26 insertions(+), 18 deletions(-) commit acacd7aa5b9936637baba3a82f47ce9c9c6a2d8a Author: Wojciech Slusarski Date: Sat, 7 Oct 2017 22:48:13 +0200 git ignore Visual Studio Code configuration folder .gitignore | 3 +++ 1 file changed, 3 insertions(+) commit 426399954c05afa65ade0a1024c4b0789a6d8af3 Author: Luigi Ballabio Date: Fri, 6 Oct 2017 18:16:07 +0200 Recognize corner case and raise an appropriate exception. ql/pricingengines/asian/mcdiscreteasianengine.hpp | 28 ++++++++++++++++++++++- test-suite/asianoptions.cpp | 14 ++++++------ 2 files changed, 34 insertions(+), 8 deletions(-) commit fbd4cd7f7c7ac98af4e4f6897ccc70e637fdb68d Author: Luigi Ballabio Date: Fri, 6 Oct 2017 17:13:40 +0200 Add tests for Asian options with past fixings only. test-suite/asianoptions.cpp | 141 +++++++++++++++++++++++++++++++++++++++++++- test-suite/asianoptions.hpp | 3 +- 2 files changed, 141 insertions(+), 3 deletions(-) commit 67ce8abe93b03eb884cdbabde980cbc8895f5612 Author: Luigi Ballabio Date: Fri, 6 Oct 2017 16:29:10 +0200 Avoid access violation when creating a grid from an empty sequence. ql/timegrid.hpp | 2 ++ 1 file changed, 2 insertions(+) commit 377a55371d1df172d8558e5cf8d1ac7245a91f67 Author: Luigi Ballabio Date: Fri, 6 Oct 2017 15:36:32 +0200 Discount payoff from exercise date, not last fixing date. ql/pricingengines/asian/mc_discr_arith_av_price.hpp | 2 +- ql/pricingengines/asian/mc_discr_arith_av_strike.hpp | 2 +- ql/pricingengines/asian/mc_discr_geom_av_price.hpp | 2 +- 3 files changed, 3 insertions(+), 3 deletions(-) commit 2a46f88e681f053da3adc80c35d305b5974ca0b1 Author: ittegrat Date: Thu, 5 Oct 2017 11:39:05 +0200 Fix UnitedStates calendar selection ql/time/calendars/unitedstates.cpp | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) commit e514c1383e070836958e4cc406bcb3938855e288 Author: Luigi Ballabio Date: Tue, 3 Oct 2017 10:29:07 +0200 Remove support for obsolete Dev-C++ IDE. Examples/BasketLosses/BasketLosses.dev | 59 - Examples/BasketLosses/Makefile.am | 1 - Examples/BermudanSwaption/BermudanSwaption.dev | 69 - Examples/BermudanSwaption/Makefile.am | 1 - Examples/Bonds/Bonds.dev | 69 - Examples/Bonds/Makefile.am | 1 - Examples/CDS/CDS.dev | 69 - Examples/CDS/Makefile.am | 1 - Examples/CVAIRS/CVAIRS.dev | 59 - Examples/CVAIRS/Makefile.am | 1 - Examples/CallableBonds/CallableBonds.dev | 69 - Examples/CallableBonds/Makefile.am | 1 - Examples/ConvertibleBonds/ConvertibleBonds.dev | 69 - Examples/ConvertibleBonds/Makefile.am | 1 - Examples/DiscreteHedging/DiscreteHedging.dev | 69 - Examples/DiscreteHedging/Makefile.am | 1 - Examples/EquityOption/EquityOption.dev | 69 - Examples/EquityOption/Makefile.am | 1 - Examples/FRA/FRA.dev | 69 - Examples/FRA/Makefile.am | 1 - Examples/FittedBondCurve/FittedBondCurve.dev | 69 - Examples/FittedBondCurve/Makefile.am | 1 - Examples/Gaussian1dModels/Gaussian1dModels.dev | 59 - Examples/Gaussian1dModels/Makefile.am | 1 - Examples/GlobalOptimizer/GlobalOptimizer.dev | 69 - Examples/GlobalOptimizer/Makefile.am | 1 - Examples/LatentModel/LatentModel.dev | 59 - Examples/LatentModel/Makefile.am | 1 - Examples/MarketModels/Makefile.am | 1 - Examples/MarketModels/MarketModels.dev | 69 - Examples/MultidimIntegral/Makefile.am | 1 - Examples/MultidimIntegral/MultidimIntegral.dev | 59 - Examples/Replication/Makefile.am | 1 - Examples/Replication/Replication.dev | 69 - Examples/Repo/Makefile.am | 1 - Examples/Repo/Repo.dev | 69 - Examples/Swap/Makefile.am | 1 - Examples/Swap/Swap.dev | 59 - Makefile.am | 1 - QuantLib.dev | 21738 ----------------------- test-suite/Makefile.am | 6 +- test-suite/testsuite.dev | 2888 --- tools/sync_projects.sh | 21 +- 43 files changed, 3 insertions(+), 25921 deletions(-) commit 55d5cbcb83f267fb1a2a8ed6d38cf2f471edbf77 Author: Robin Northcott Date: Tue, 3 Oct 2017 11:34:16 +1100 restore original input order, add new order constructors .../yield/fittedbonddiscountcurve.cpp | 5 +- .../yield/fittedbonddiscountcurve.hpp | 6 +- .../yield/nonlinearfittingmethods.cpp | 82 +++++++++++++++++----- .../yield/nonlinearfittingmethods.hpp | 33 ++++++--- 4 files changed, 92 insertions(+), 34 deletions(-) commit e5d14200214c55039907ffb370c4ebb40f5c0ee7 Author: Luigi Ballabio Date: Mon, 2 Oct 2017 13:10:37 +0200 Remove Announce file. Announce.txt | 13 ------------- Makefile.am | 1 - tools/version_number.txt | 3 --- 3 files changed, 17 deletions(-) commit 13f93ea75eed531b56b84015ee883715fa98c7ed Author: Luigi Ballabio Date: Mon, 2 Oct 2017 13:02:26 +0200 Increase version number to 1.12. Announce.txt | 2 +- configure.ac | 2 +- ql/version.hpp | 8 ++++---- 3 files changed, 6 insertions(+), 6 deletions(-) commit 639aac40c458e3c19aebac2c368f848de4c42c7b Author: Luigi Ballabio Date: Mon, 2 Oct 2017 12:05:25 +0200 Increase version number to 1.11.1. Announce.txt | 2 +- configure.ac | 2 +- ql/version.hpp | 8 ++++---- 3 files changed, 6 insertions(+), 6 deletions(-) commit 9fc653fc295620135e775bd5136c95bf654717af Author: Robin Northcott Date: Thu, 28 Sep 2017 11:19:41 +1000 changed tabs to spaces .../yield/fittedbonddiscountcurve.cpp | 56 ++++++++-------- .../yield/fittedbonddiscountcurve.hpp | 76 +++++++++++----------- .../yield/nonlinearfittingmethods.cpp | 50 +++++++------- .../yield/nonlinearfittingmethods.hpp | 20 +++--- 4 files changed, 101 insertions(+), 101 deletions(-) commit 28d858a129c9e99531f4c51ef2afd2a1538b8e53 Author: Robin Northcott Date: Wed, 27 Sep 2017 16:48:28 +1000 added L2 penalty to fitted parameters of FittedBondDiscountCurve::FittingMethod ql/termstructures/yield/fittedbonddiscountcurve.cpp | 19 +++++++++++++++++-- ql/termstructures/yield/fittedbonddiscountcurve.hpp | 13 +++++++++++++ ql/termstructures/yield/nonlinearfittingmethods.cpp | 16 +++++++++++----- ql/termstructures/yield/nonlinearfittingmethods.hpp | 5 +++++ 4 files changed, 46 insertions(+), 7 deletions(-) commit 0060e94e1c6830142a1d04561c6004af8a74bcc7 Author: Peter Caspers Date: Fri, 15 Sep 2017 21:17:35 +0200 fix from unit testing ql/cashflows/fixedratecoupon.cpp | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) commit 56ca1a2282e96635dd6a6137740aad5eece2b79f Author: Peter Caspers Date: Fri, 15 Sep 2017 21:17:26 +0200 add unit test test-suite/cashflows.cpp | 114 ++++++++++++++++++++++++++++++++++++++++++++++- test-suite/cashflows.hpp | 1 + 2 files changed, 114 insertions(+), 1 deletion(-) commit 9c96c244e6c3ebd2b5ef15322faa3ff612005728 Author: Peter Caspers Date: Fri, 8 Sep 2017 16:29:05 +0200 fixes ql/cashflows/averagebmacoupon.cpp | 6 ++++-- ql/cashflows/fixedratecoupon.cpp | 2 +- 2 files changed, 5 insertions(+), 3 deletions(-) commit c464c4405f0f70d8c1c194ac6bcef71ea03ab0b4 Author: Peter Caspers Date: Sat, 2 Sep 2017 20:05:29 +0200 remove restriction on first period dc ql/cashflows/fixedratecoupon.cpp | 38 ++++++++++++++------------------------ 1 file changed, 14 insertions(+), 24 deletions(-) commit ab2dab86b894dc6c9e1b65811e8fad278db9b112 Author: Peter Caspers Date: Sat, 2 Sep 2017 16:38:31 +0200 fix fallback ql/cashflows/fixedratecoupon.cpp | 22 +++++++--------------- 1 file changed, 7 insertions(+), 15 deletions(-) commit 422272e031e17822c6433d07aabbdb25851c3cc1 Author: Bojan Nikolic Date: Fri, 4 Aug 2017 14:47:29 +0100 Correct the order of member initialisations ql/experimental/callablebonds/callablebond.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 079024e44a808cb1e2a0bd30975b9b83b7a2633a Author: Bojan Nikolic Date: Fri, 4 Aug 2017 14:32:57 +0100 Make the EngSpreadHelper constructor explicit ql/experimental/callablebonds/callablebond.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit 686305bdb6c75f5ef655e4d6e4e071d373b5bc3f Author: Bojan Nikolic Date: Sun, 23 Jul 2017 15:51:43 +0100 Check pointer before setting spread ql/experimental/callablebonds/treecallablebondengine.cpp | 3 ++- 1 file changed, 2 insertions(+), 1 deletion(-) commit 3d2af5fb498757119c42632c5504d10397295042 Author: Bojan Nikolic Date: Fri, 21 Jul 2017 16:16:06 +0100 Effective duration to use 2-point numerical derivative estimate ql/experimental/callablebonds/callablebond.cpp | 74 +++++++++++++------------- 1 file changed, 38 insertions(+), 36 deletions(-) commit 0b5274b9aece7a5a1cddf521ce98b824019cfbec Author: Bojan Nikolic Date: Mon, 17 Jul 2017 21:54:08 +0100 Implement spread as an additional discount in the Lattice ql/experimental/callablebonds/callablebond.cpp | 249 +++++++++++++-------- ql/experimental/callablebonds/callablebond.hpp | 26 +-- .../callablebonds/treecallablebondengine.cpp | 14 ++ .../callablebonds/treecallablebondengine.hpp | 1 + ql/models/shortrate/onefactormodel.cpp | 2 +- ql/models/shortrate/onefactormodel.hpp | 7 +- 6 files changed, 186 insertions(+), 113 deletions(-) commit 301641995fcba00579ae8d956e00a38b439bc204 Author: Bojan Nikolic Date: Thu, 4 May 2017 14:08:50 +0100 Bump size is a parameter ql/experimental/callablebonds/callablebond.cpp | 10 ++++++---- ql/experimental/callablebonds/callablebond.hpp | 6 ++++-- 2 files changed, 10 insertions(+), 6 deletions(-) commit 1370c0831a7ffdfcb24a74aae9801ba19988db6e Author: Bojan Nikolic Date: Wed, 3 May 2017 23:39:14 +0100 Correct convention for effective duration ql/experimental/callablebonds/callablebond.cpp | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) commit e64ff075ce4f4caf7660f1df307d6d0bc3be96c2 Author: Peter Caspers Date: Sat, 29 Apr 2017 16:12:43 +0200 leg construction with partial interface schedule ql/cashflows/averagebmacoupon.cpp | 4 ++-- ql/cashflows/cashflowvectors.hpp | 8 ++++---- ql/cashflows/cpicoupon.cpp | 4 ++-- ql/cashflows/fixedratecoupon.cpp | 13 +++++++++++-- ql/cashflows/overnightindexedcoupon.cpp | 4 ++-- ql/cashflows/rangeaccrual.cpp | 4 ++-- ql/cashflows/yoyinflationcoupon.cpp | 4 ++-- ql/time/schedule.cpp | 6 +++++- ql/time/schedule.hpp | 30 ++++++++++++++++++++++++++---- 9 files changed, 56 insertions(+), 21 deletions(-) commit 1d65a785dccdfe5c95c339c99a4025a70eb6b441 Author: Bojan Nikolic Date: Thu, 20 Apr 2017 14:37:17 +0100 Remove unneeded params, change cleanPrice name ql/experimental/callablebonds/callablebond.cpp | 20 +++++++++----------- ql/experimental/callablebonds/callablebond.hpp | 18 ++++++++---------- 2 files changed, 17 insertions(+), 21 deletions(-) commit 05aac167b2aec8760d10ae3ffd652fadf6128179 Author: Bojan Nikolic Date: Thu, 20 Apr 2017 12:58:47 +0100 Add cleanPrice from OAS ql/experimental/callablebonds/callablebond.cpp | 23 +++++++++++++++++++++++ ql/experimental/callablebonds/callablebond.hpp | 10 ++++++++++ 2 files changed, 33 insertions(+) commit 580a25cd1a66fcb95945442d31f60a18b74f63a5 Author: Bojan Nikolic Date: Thu, 20 Apr 2017 10:58:56 +0100 Add effectiveDuration, effective Convexity functions Also refactor implementation of OAS to reduce code repetition with new functions ql/experimental/callablebonds/callablebond.cpp | 155 +++++++++++++++++++++---- ql/experimental/callablebonds/callablebond.hpp | 19 +++ 2 files changed, 151 insertions(+), 23 deletions(-) commit 1b539e51c0cbda62e00757d0d3a840f57bc7e679 Author: Bojan Nikolic Date: Wed, 19 Apr 2017 21:41:26 +0100 Update the OAS function to more complete interface ql/experimental/callablebonds/callablebond.cpp | 19 ++++++++++++++++--- ql/experimental/callablebonds/callablebond.hpp | 12 ++++++++---- 2 files changed, 24 insertions(+), 7 deletions(-) commit e36c09c73b39b0859a0d22eebb8d065688d4f3ef Author: Bojan Nikolic Date: Wed, 19 Apr 2017 21:12:33 +0100 Add Copyright statement ql/experimental/callablebonds/callablebond.cpp | 1 + ql/experimental/callablebonds/callablebond.hpp | 1 + 2 files changed, 2 insertions(+) commit a6a2de37248430711fde54b3b55b4255e647c9a1 Author: Bojan Nikolic Date: Tue, 18 Apr 2017 22:37:29 +0100 First cut at OAS calculation ql/experimental/callablebonds/callablebond.cpp | 54 +++++++++++++++++++++++++- ql/experimental/callablebonds/callablebond.hpp | 31 +++++++++++++++ 2 files changed, 84 insertions(+), 1 deletion(-) commit 45b9810a7527af28990766650f2bffab6c175d08 Author: Peter Caspers Date: Fri, 24 Mar 2017 21:05:38 +0100 add unit test test-suite/observable.cpp | 47 +++++++++++++++++++++++++++++++++++++++++++++++ test-suite/observable.hpp | 1 + 2 files changed, 48 insertions(+) commit c112fc76a60765dd0beaa500ee256daf1601a1c0 Author: Peter Caspers Date: Fri, 24 Mar 2017 10:46:44 +0100 introduce deepUpdate to observer interface ql/instruments/compositeinstrument.cpp | 7 +++++++ ql/instruments/compositeinstrument.hpp | 4 ++++ ql/patterns/observable.hpp | 10 ++++++++++ .../volatility/optionlet/strippedoptionletadapter.hpp | 10 ++++++++++ 4 files changed, 31 insertions(+) commit 238de21e299ed16d566bda2fb205832a337ac6f5 Author: Pepe Date: Mon, 19 Sep 2016 10:35:08 +0200 Affine models are introduced in credit piecewise curves to allow bootstrapping of the deterministic TS. The affine model given is fully specified (with known parameters; these are not calibrated by the CDS market). ql/experimental/credit/all.hpp | 2 + .../credit/interpolatedaffinehazardratecurve.hpp | 378 +++++++++++++++++++++ ql/experimental/credit/onefactoraffinesurvival.hpp | 167 +++++++++ ql/termstructures/credit/piecewisedefaultcurve.hpp | 26 +- ql/termstructures/credit/probabilitytraits.hpp | 95 +++++- 5 files changed, 666 insertions(+), 2 deletions(-) commit 98fc992939a332159250c5fd47476f71df19f94a Author: Wojciech Slusarski Date: Wed, 31 Aug 2016 22:26:00 +0200 Added handling of FX spot market conventions related to calendar. earliestDate is adjusted for US calendar if required. latestDate is advanced from earliestDate with JointCalendar including US calendar if required. TODO: handling swap points for tenors of O/N and T/N. ql/termstructures/yield/ratehelpers.cpp | 28 ++++++++++++++++++++++++---- ql/termstructures/yield/ratehelpers.hpp | 16 +++++++++++++--- 2 files changed, 37 insertions(+), 7 deletions(-) QuantLib-1.12/Readme.txt000644 000765 000024 00000004406 12763761357 016223 0ustar00lballabiostaff000000 000000 QuantLib: the free/open-source library for quantitative finance =============================================================== The QuantLib project () is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. QuantLib is Non-Copylefted Free Software and OSI Certified Open Source Software. Download and usage ------------------ QuantLib can be downloaded from ; installation instructions are available at for most platforms. Documentation for the usage and the design of the QuantLib library is available from . A list of changes for each past versions of the library can be browsed at . Questions and feedback ---------------------- Bugs can be reported as a GitHub issue at ; if you have a patch available, you can open a pull request instead (see "Contributing" below). You can also use the `quantlib-users` and `quantlib-dev` mailing lists for feedback, questions, etc. More information and instructions for subscribing are at . Contributing ------------ The easiest way to contribute is through pull requests on GitHub. Get a GitHub account if you don't have it already and clone the repository at with the "Fork" button in the top right corner of the page. Check out your clone to your machine, code away, push your changes to your clone and submit a pull request; instructions are available at . (In case you need them, more detailed instructions for creating pull requests are at , and a basic guide to GitHub is at . It's likely that we won't merge your code right away, and we'll ask for some changes instead. Don't be discouraged! That's normal; the library is complex, and thus it might take some time to become familiar with it and to use it in an idiomatic way. We're looking forward to your contributions. QuantLib-1.12/build/000755 000765 000024 00000000000 13234102432 015331 5ustar00lballabiostaff000000 000000 QuantLib-1.12/LICENSE.TXT000644 000765 000024 00000016013 13230702663 015726 0ustar00lballabiostaff000000 000000 QuantLib is Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2001, 2002, 2003 Nicolas Di Césaré Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb Copyright (C) 2002, 2003, 2004 Decillion Pty(Ltd) Copyright (C) 2002, 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2014, 2015 Ferdinando Ametrano Copyright (C) 2003, 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2014, 2016, 2017 StatPro Italia srl Copyright (C) 2003, 2004, 2007 Neil Firth Copyright (C) 2003, 2004 Roman Gitlin Copyright (C) 2003 Niels Elken Sønderby Copyright (C) 2003 Kawanishi Tomoya Copyright (C) 2004 FIMAT Group Copyright (C) 2004 M-Dimension Consulting Inc. Copyright (C) 2004 Mike Parker Copyright (C) 2004 Walter Penschke Copyright (C) 2004 Gianni Piolanti Copyright (C) 2004, 2005, 2006, 2007, 2008, 2009, 2010, 2011, 2012, 2013, 2014, 2015, 2016, 2017, 2018 Klaus Spanderen Copyright (C) 2004 Jeff Yu Copyright (C) 2005, 2006, 2008 Toyin Akin Copyright (C) 2005 Sercan Atalik Copyright (C) 2005, 2006 Theo Boafo Copyright (C) 2005, 2006, 2007, 2009 Piter Dias Copyright (C) 2005, 2013 Gary Kennedy Copyright (C) 2005, 2006, 2007 Joseph Wang Copyright (C) 2005 Charles Whitmore Copyright (C) 2006, 2007 Banca Profilo S.p.A. Copyright (C) 2006, 2007 Marco Bianchetti Copyright (C) 2006 Yiping Chen Copyright (C) 2006 Warren Chou Copyright (C) 2006, 2007 Cristina Duminuco Copyright (C) 2006, 2007 Giorgio Facchinetti Copyright (C) 2006, 2007 Chiara Fornarola Copyright (C) 2006 Silvia Frasson Copyright (C) 2006 Richard Gould Copyright (C) 2006, 2007, 2008, 2009, 2010 Mark Joshi Copyright (C) 2006, 2007, 2008 Allen Kuo Copyright (C) 2006, 2007, 2008, 2009, 2012 Roland Lichters Copyright (C) 2006, 2007 Katiuscia Manzoni Copyright (C) 2006, 2007 Mario Pucci Copyright (C) 2006, 2007 François du Vignaud Copyright (C) 2007 Affine Group Limited Copyright (C) 2007 Richard Gomes Copyright (C) 2007, 2008 Laurent Hoffmann Copyright (C) 2007, 2008, 2009, 2010, 2011 Chris Kenyon Copyright (C) 2007 Gang Liang Copyright (C) 2008, 2009, 2014, 2015, 2016 Jose Aparicio Copyright (C) 2008 Yee Man Chan Copyright (C) 2008, 2011 Charles Chongseok Hyun Copyright (C) 2008 Piero Del Boca Copyright (C) 2008 Paul Farrington Copyright (C) 2008 Lorella Fatone Copyright (C) 2008, 2009 Andreas Gaida Copyright (C) 2008 Marek Glowacki Copyright (C) 2008 Florent Grenier Copyright (C) 2008 Frank Hövermann Copyright (C) 2008 Simon Ibbotson Copyright (C) 2008 John Maiden Copyright (C) 2008 Francesca Mariani Copyright (C) 2008, 2009, 2010, 2011, 2012, 2014 Master IMAFA - Polytech'Nice Sophia - Université de Nice Sophia Antipolis Copyright (C) 2008, 2009 Andrea Odetti Copyright (C) 2008 J. Erik Radmall Copyright (C) 2008 Maria Cristina Recchioni Copyright (C) 2008, 2009, 2012, 2014 Ralph Schreyer Copyright (C) 2008 Roland Stamm Copyright (C) 2008 Francesco Zirilli Copyright (C) 2009 Nathan Abbott Copyright (C) 2009 Sylvain Bertrand Copyright (C) 2009 Frédéric Degraeve Copyright (C) 2009 Dirk Eddelbuettel Copyright (C) 2009 Bernd Engelmann Copyright (C) 2009, 2010, 2012 Liquidnet Holdings, Inc. Copyright (C) 2009 Bojan Nikolic Copyright (C) 2009, 2010 Dimitri Reiswich Copyright (C) 2009 Sun Xiuxin Copyright (C) 2010 Kakhkhor Abdijalilov Copyright (C) 2010 Hachemi Benyahia Copyright (C) 2010 Manas Bhatt Copyright (C) 2010 DeriveXperts SAS Copyright (C) 2010, 2014 Cavit Hafizoglu Copyright (C) 2010 Michael Heckl Copyright (C) 2010 Slava Mazur Copyright (C) 2010, 2011, 2012, 2013 Andre Miemiec Copyright (C) 2010 Adrian O' Neill Copyright (C) 2010 Robert Philipp Copyright (C) 2010 Alessandro Roveda Copyright (C) 2010 SunTrust Bank Copyright (C) 2011, 2013, 2014 Fabien Le Floc'h Copyright (C) 2012, 2013 Grzegorz Andruszkiewicz Copyright (C) 2012, 2013, 2014, 2015, 2016, 2017 Peter Caspers Copyright (C) 2012 Mateusz Kapturski Copyright (C) 2012 Simon Shakeshaft Copyright (C) 2012 Édouard Tallent Copyright (C) 2012 Samuel Tebege Copyright (C) 2013 BGC Partners L.P. Copyright (C) 2013 Chris Higgs Copyright (C) 2013, 2014, 2015 Cheng Li Copyright (C) 2013 Yue Tian Copyright (C) 2014, 2017 Francois Botha Copyright (C) 2014, 2015 Johannes Goettker-Schnetmann Copyright (C) 2014 Michal Kaut Copyright (C) 2014, 2015 Bernd Lewerenz Copyright (C) 2014, 2015, 2016 Paolo Mazzocchi Copyright (C) 2014, 2015 Thema Consulting SA Copyright (C) 2014, 2015, 2016 Michael von den Driesch Copyright (C) 2015 Riccardo Barone Copyright (C) 2015 CompatibL Copyright (C) 2015, 2016 Andres Hernandez Copyright (C) 2015 Dmitri Nesteruk Copyright (C) 2015 Maddalena Zanzi Copyright (C) 2016 Nicholas Bertocchi Copyright (C) 2016 Stefano Fondi Copyright (C) 2016, 2017 Fabrice Lecuyer Copyright (C) 2016 Eisuke Tani Copyright (C) 2017 BN Algorithms Ltd Copyright (C) 2017 Paul Giltinan Copyright (C) 2017 Werner Kuerzinger Copyright (C) 2017 Oleg Kulkov Copyright (C) 2017 Joseph Jeisman Copyright (C) 2018 Roy Zywina QuantLib includes code taken from Peter Jäckel's book "Monte Carlo Methods in Finance". QuantLib includes software developed by the University of Chicago, as Operator of Argonne National Laboratory. QuantLib includes a set of numbers provided by Stephen Joe and Frances Kuo under a BSD-style license. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met: Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer. Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution. Neither the names of the copyright holders nor the names of the QuantLib Group and its contributors may be used to endorse or promote products derived from this software without specific prior written permission. THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDERS OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. QuantLib-1.12/Authors.txt000644 000765 000024 00000000554 12763761357 016453 0ustar00lballabiostaff000000 000000 Ferdinando Ametrano, Banca IMI SpA, administrator Luigi Ballabio, StatPro Italia srl, administrator Marco Bianchetti, Banca IMI SpA Peter Caspers Nicolas Di Césaré Dirk Eddelbuettel Neil Firth, Mathematical Institute, University of Oxford Nicola Jean, StatPro Italia srl Chris Kenyon Roland Lichters Marco Marchioro, StatPro Italia srl Klaus Spanderen Joseph Wang QuantLib-1.12/Contributors.txt000644 000765 000024 00000006442 13234065632 017510 0ustar00lballabiostaff000000 000000 We gratefully acknowledge contributions from: Nathan Abbott Samad Abdessadki Kakhkhor Abdijalilov Xavier Abulker Toyin Akin Marius Akre Mario Aleppo Grzegorz Andruszkiewicz Driss Aouad Jose Aparicio Sercan Atalik Ahmed Ayadi Lluis Pujol Bajador Gerardo Ballabio Nabila Barkati Riccardo Barone Clément Barret Christopher Baus Thomas Becker Michaël Benguigui Adolfo Benin Hachemi Benyahia Luca Berardi Nicholas Bertocchi Sylvain Bertrand Manas Bhatt David Binderman Theo Boafo Francois Botha Delphine Bouthier Fakher Braham Joe Byers Xavier Caron Marine Casanova Antoine Cellerier Yee Man Chan Aurelien Chanudet Yiping Chen Yanice Cherrak Meryem Chibo Warren Chou Scott Condit Marco Craveiro Jon Davidson Daniele De Francesco Frédéric Degraeve Piero Del Boca Mike DelMedico Piter Dias Michael von den Driesch Francis Duffy Cristina Duminuco Faycal El Karaa Bernd Engelmann Giorgio Facchinetti Matt Fair Paul Farrington Lorella Fatone Luca Ferraro Stefano Fondi Chiara Fornarola Silvia Frasson Andreas Gaida Matteo Gallivanoni Lakshay Garg Riccardo Ghetta Paul Giltinan Roman Gitlin Nick Glass Marek Glowacki Richard Gomes Johannes Göttker-Schnetmann Henri Gough Richard Gould Florent Grenier Matthias Groncki Sebastien Gurrieri Tawanda Gwena Cavit Hafizoglu Michael Heckl Andres Hernandez Chris Higgs Laurent Hoffmann Xiangyu Hong Guillaume Horel Benoît Houzelle Frank Hövermann Daniel Hrabovcak Shen Hui Charles Chongseok Hyun Simon Ibbotson Norbert Irmer Mike Jake Joseph Jeisman Rahul Kanchi Andrey Karpov Michal Kaut Tomoya Kawanishi Gary Kennedy Oleksandr Khomenko Matt Knox Andrew Kolesnikov Silakhdar Krikeb Nathan Kruck Yan Kuang Werner Kuerzinger Oleg Kulkov Allen Kuo Paul Laderoute Yasmine Lahlou Alix Lassauzet Fabien Le Floc'h Fabrice Lecuyer James Lee Samuel Lerouge Bernd Lewerenz Patrick Lewis Cheng Li Gang Liang Robert Lopez André Louw Matthias Lungwitz Jasen Mackie Joao Paulo Magalhaes Jose Magana Andrea Maggiulli John Maiden Katiuscia Manzoni Francesca Mariani Slava Mazur Paolo Mazzocchi Enrico Michelotti Andre Miemiec Raso Mirko Radu Mondescu Bart Mosley Tiziano Müller Dmitri Nesteruk Billy Ng Bojan Nikolic Jean Nkeng Robin Northcott Nikolai Nowaczyk Adrian O'Neill Andrea Odetti Mike Parker Giorgio Pazmandi Guillaume Pealat Gilbert Peffer Walter Penschke Francesco Perissin Robert Philipp Marcello Pietrobon Adrien Pinatton Gianni Piolanti Sebastian Poloczek Nolan Potier Mario Pucci Ian Qsong Paul Rädle Alexandre Radicchi J. Erik Radmall Ilyas Rahbaoui Fabio Ramponi Maria Cristina Recchioni Dimitri Reiswich Sadruddin Rejeb Martin Ross Alessandro Roveda Mohamed Amine Sadaoui Amine Samani Alpha Sanou Toure Tamas Sashalmi Peter Schmitteckert Ralph Schreyer David Schwartz Giacomo Sergio Simon Shakeshaft Michael Sharpe Kirill Shemyakin Eugene Shevkoplyas Enrico Sirola Leon Sit Wojciech Slusarski Dale Smith Tim Smith Maxim Sokolov Niels Elken Sønderby Andreas Spengler Roland Stamm Edouard Tallent Eisuke Tani Marco Tarenghi Ryan Taylor Yue Tian Jayanth R. Varma François du Vignaud Qingxiao Wang Charles Whitmore Stephen Wong Krzysztof Wos Bernd Johannes Wuebben Sun Xiuxin Frank Xue Jeff Yu Maddalena Zanzi Francesco Zirilli QuantLib includes code taken from Peter Jäckel's book "Monte Carlo Methods in Finance". QuantLib includes software developed by the University of Chicago, as Operator of Argonne National Laboratory. 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We do so because we # need to set the values for the 'am__tar' and 'am__untar' variables. _am_tools=${am_cv_prog_tar_$1-$_am_tools} for _am_tool in $_am_tools; do case $_am_tool in gnutar) for _am_tar in tar gnutar gtar; do AM_RUN_LOG([$_am_tar --version]) && break done am__tar="$_am_tar --format=m4_if([$1], [pax], [posix], [$1]) -chf - "'"$$tardir"' am__tar_="$_am_tar --format=m4_if([$1], [pax], [posix], [$1]) -chf - "'"$tardir"' am__untar="$_am_tar -xf -" ;; plaintar) # Must skip GNU tar: if it does not support --format= it doesn't create # ustar tarball either. (tar --version) >/dev/null 2>&1 && continue am__tar='tar chf - "$$tardir"' am__tar_='tar chf - "$tardir"' am__untar='tar xf -' ;; pax) am__tar='pax -L -x $1 -w "$$tardir"' am__tar_='pax -L -x $1 -w "$tardir"' am__untar='pax -r' ;; cpio) am__tar='find "$$tardir" -print | cpio -o -H $1 -L' am__tar_='find "$tardir" -print | cpio -o -H $1 -L' am__untar='cpio -i -H $1 -d' ;; none) am__tar=false am__tar_=false am__untar=false ;; esac # If the value was cached, stop now. We just wanted to have am__tar # and am__untar set. test -n "${am_cv_prog_tar_$1}" && break # tar/untar a dummy directory, and stop if the command works. rm -rf conftest.dir mkdir conftest.dir echo GrepMe > conftest.dir/file AM_RUN_LOG([tardir=conftest.dir && eval $am__tar_ >conftest.tar]) rm -rf conftest.dir if test -s conftest.tar; then AM_RUN_LOG([$am__untar /dev/null 2>&1 && break fi done rm -rf conftest.dir AC_CACHE_VAL([am_cv_prog_tar_$1], [am_cv_prog_tar_$1=$_am_tool]) AC_MSG_RESULT([$am_cv_prog_tar_$1])]) AC_SUBST([am__tar]) AC_SUBST([am__untar]) ]) # _AM_PROG_TAR m4_include([m4/libtool.m4]) m4_include([m4/ltoptions.m4]) m4_include([m4/ltsugar.m4]) m4_include([m4/ltversion.m4]) m4_include([m4/lt~obsolete.m4]) m4_include([acinclude.m4]) QuantLib-1.12/quantlib.m4000644 000765 000024 00000011174 12763760432 016337 0ustar00lballabiostaff000000 000000 # AM_PATH_QUANTLIB([MINIMUM-VERSION,[ACTION-IF-FOUND,[ACTION-IF-NOT-FOUND]]]) # --------------------------------------------------------------------------- # Check for QuantLib, and define QUANTLIB_CXXFLAGS and QUANTLIB_LIBS as # the output of quantlib-config --cflags and quantlib-config --libs, # respectively AC_DEFUN([AM_PATH_QUANTLIB], [AC_ARG_ENABLE(quantlib-test, AC_HELP_STRING([--disable-quantlib-test], [do not try to compile and run a test QuantLib program]), [enable_quantlib_test=$enableval], [enable_quantlib_test=yes]) AC_ARG_WITH(quantlib-prefix, AC_HELP_STRING([--with-quantlib-prefix=PREFIX], [prefix where QuantLib is installed]), quantlib_prefix="$withval", quantlib_prefix="") AC_ARG_WITH(quantlib-exec-prefix, AC_HELP_STRING([--with-quantlib-exec-prefix=PREFIX], [exec prefix where QuantLib is installed]), quantlib_exec_prefix="$withval", quantlib_exec_prefix="") no_quantlib=no # First, look for quantlib-config. # If a prefix or exec-config was given, look there. if test x$quantlib_exec_prefix != x ; then if test x${QUANTLIB_CONFIG+set} != xset ; then QUANTLIB_CONFIG=$quantlib_exec_prefix/bin/quantlib-config fi fi if test x$quantlib_prefix != x ; then if test x${QUANTLIB_CONFIG+set} != xset ; then QUANTLIB_CONFIG=$quantlib_prefix/bin/quantlib-config fi fi AC_PATH_PROG(QUANTLIB_CONFIG, quantlib-config, no) if test "$QUANTLIB_CONFIG" = "no" ; then no_quantlib=yes else QUANTLIB_CXXFLAGS=`$QUANTLIB_CONFIG --cflags` QUANTLIB_LIBS=`$QUANTLIB_CONFIG --libs` QUANTLIB_VERSION=`$QUANTLIB_CONFIG --version` fi # Supposing we found quantlib-config... if test $no_quantlib != yes ; then # ...we check for the required version (if any) if test x$1 != x ; then AC_MSG_CHECKING([for QuantLib version ($1 or later required)]) major=`echo $QUANTLIB_VERSION | sed 's/\([[0-9]][[0-9]]*\)\.\([[0-9]][[0-9]]*\)\(\.\([[0-9]]*\)\)*\([[a|b|c]][[0-9]]*\)*/\1/'` wanted=`echo $1 | sed 's/\([[0-9]][[0-9]]*\)\.\([[0-9]][[0-9]]*\)\(\.\([[0-9]]*\)\)*\([[a|b|c]][[0-9]]*\)*/\1/'` if test $major -lt $wanted ; then AC_MSG_RESULT(no) no_quantlib=yes else if test $major -gt $wanted ; then AC_MSG_RESULT($QUANTLIB_VERSION) else minor=`echo $QUANTLIB_VERSION | sed 's/\([[0-9]][[0-9]]*\)\.\([[0-9]][[0-9]]*\)\(\.\([[0-9]]*\)\)*\([[a|b|c]][[0-9]]*\)*/\2/'` wanted=`echo $1 | sed 's/\([[0-9]][[0-9]]*\)\.\([[0-9]][[0-9]]*\)\(\.\([[0-9]]*\)\)*\([[a|b|c]][[0-9]]*\)*/\2/'` if test $minor -lt $wanted ; then AC_MSG_RESULT(no) no_quantlib=yes else if test $minor -gt $wanted ; then AC_MSG_RESULT($QUANTLIB_VERSION) else patch=`echo $QUANTLIB_VERSION | sed 's/\([[0-9]][[0-9]]*\)\.\([[0-9]][[0-9]]*\)\(\.\([[0-9]]*\)\)*\([[a|b|c]][[0-9]]*\)*/\4/'` if test x$patch = x ; then patch=0 fi wanted=`echo $1 | sed 's/\([[0-9]][[0-9]]*\)\.\([[0-9]][[0-9]]*\)\(\.\([[0-9]]*\)\)*\([[a|b|c]][[0-9]]*\)*/\4/'` if test x$wanted = x ; then wanted=0 fi if test $patch -lt $wanted ; then AC_MSG_RESULT(no) no_quantlib=yes else AC_MSG_RESULT($QUANTLIB_VERSION) fi fi fi fi fi else AC_MSG_CHECKING([for QuantLib version]) AC_MSG_RESULT($QUANTLIB_VERSION) fi fi # If we have an up-to-date library... if test $no_quantlib != yes ; then # ...we test it (unless we were told not to.) if test "x$enable_quantlib_test" = "xyes" ; then ac_save_CXXFLAGS="$CXXFLAGS" ac_save_LIBS="$LIBS" CXXFLAGS="$CXXFLAGS $QUANTLIB_CXXFLAGS" LIBS="$LIBS $QUANTLIB_LIBS" AC_MSG_CHECKING([that we can compile and link QuantLib programs]) AC_TRY_RUN([ @%:@include int main (int argc, char *argv[]) { return 0; } ], [AC_MSG_RESULT(yes)], [AC_MSG_RESULT(no) no_quantlib=yes]) CXXFLAGS="$ac_save_CXXFLAGS" LIBS="$ac_save_LIBS" fi fi # All tests were performed. Based on the result, we trigger the # appropriate action (if any) if test "x$no_quantlib" = xno ; then ifelse([$2], , :, [$2]) else QUANTLIB_CXXFLAGS="" QUANTLIB_LIBS="" ifelse([$3], , :, [$3]) fi AC_SUBST(QUANTLIB_CXXFLAGS) AC_SUBST(QUANTLIB_LIBS) ]) QuantLib-1.12/autogen.sh000755 000765 000024 00000000401 12743145554 016246 0ustar00lballabiostaff000000 000000 #!/bin/sh # Run this to generate all the auto-generated files needed by the GNU # configure program autoreconf --force --install echo echo Run the command './configure --help' for information on options echo that can change the behavior of the library. QuantLib-1.12/quantlib-config.in000755 000765 000024 00000001744 12763761357 017704 0ustar00lballabiostaff000000 000000 #!/bin/sh prefix=@prefix@ exec_prefix=@exec_prefix@ exec_prefix_set=no usage="\ Usage: quantlib-config [--prefix[=DIR]] [--exec-prefix[=DIR]] [--version] [--libs] [--cflags]" if test $# -eq 0; then echo "${usage}" 1>&2 exit 1 fi while test $# -gt 0; do case "$1" in -*=*) optarg=`echo "$1" | sed 's/[-_a-zA-Z0-9]*=//'` ;; *) optarg= ;; esac case $1 in --prefix=*) prefix=$optarg if test $exec_prefix_set = no ; then exec_prefix=$optarg fi ;; --prefix) echo $prefix ;; --exec-prefix=*) exec_prefix=$optarg exec_prefix_set=yes ;; --exec-prefix) echo $exec_prefix ;; --version) echo @PACKAGE_VERSION@ ;; --cflags) echo -I@includedir@ @BOOST_INCLUDE@ @OPENMP_CXXFLAGS@ ;; --libs) echo -L@libdir@ @BOOST_LIB@ -lQuantLib @OPENMP_CXXFLAGS@ @BOOST_THREAD_LIB@ ;; *) echo "${usage}" 1>&2 exit 1 ;; esac shift done QuantLib-1.12/ql/event.hpp000644 000765 000024 00000004622 13216740221 016510 0ustar00lballabiostaff000000 000000 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2009 Ferdinando Ametrano Copyright (C) 2005 Joseph Wang This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file event.hpp \brief Base class for events associated with a given date */ #ifndef quantlib_event_hpp #define quantlib_event_hpp #include #include #include namespace QuantLib { class AcyclicVisitor; //! Base class for event /*! This class acts as a base class for the actual event implementations. */ class Event : public Observable { public: virtual ~Event() {} //! \name Event interface //@{ //! returns the date at which the event occurs virtual Date date() const = 0; //! returns true if an event has already occurred before a date /*! If includeRefDate is true, then an event has not occurred if its date is the same as the refDate, i.e. this method returns false if the event date is the same as the refDate. */ virtual bool hasOccurred( const Date& refDate = Date(), boost::optional includeRefDate = boost::none) const; //@} //! \name Visitability //@{ virtual void accept(AcyclicVisitor&); //@} }; namespace detail { // used to create an Event instance. // to be replaced with specific events as soon as we find out which. class simple_event : public Event { public: explicit simple_event(const Date& date) : date_(date) {} Date date() const { return date_; } private: Date date_; }; } } #endif QuantLib-1.12/ql/errors.hpp000644 000765 000024 00000007267 12763761357 016736 0ustar00lballabiostaff000000 000000 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl Copyright (C) 2003, 2004, 2005 StatPro Italia srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file errors.hpp \brief Classes and functions for error handling. */ #ifndef quantlib_errors_hpp #define quantlib_errors_hpp #include #include #include #include #include #include #include namespace QuantLib { //! Base error class class Error : public std::exception { public: /*! The explicit use of this constructor is not advised. Use the QL_FAIL macro instead. */ Error(const std::string& file, long line, const std::string& functionName, const std::string& message = ""); /*! the automatically generated destructor would not have the throw specifier. */ ~Error() throw() {} //! returns the error message. const char* what() const throw (); private: boost::shared_ptr message_; }; } /* Fix C4127: conditional expression is constant when wrapping macros with do { ... } while(false); on MSVC */ #define MULTILINE_MACRO_BEGIN do { #if defined(BOOST_MSVC) && BOOST_MSVC >= 1500 /* __pragma is available from VC++9 */ #define MULTILINE_MACRO_END \ __pragma(warning(push)) \ __pragma(warning(disable:4127)) \ } while(false) \ __pragma(warning(pop)) #else #define MULTILINE_MACRO_END } while(false) #endif /*! \def QL_FAIL \brief throw an error (possibly with file and line information) */ #define QL_FAIL(message) \ MULTILINE_MACRO_BEGIN \ std::ostringstream _ql_msg_stream; \ _ql_msg_stream << message; \ throw QuantLib::Error(__FILE__,__LINE__, \ BOOST_CURRENT_FUNCTION,_ql_msg_stream.str()); \ MULTILINE_MACRO_END /*! \def QL_ASSERT \brief throw an error if the given condition is not verified */ #define QL_ASSERT(condition,message) \ if (!(condition)) { \ std::ostringstream _ql_msg_stream; \ _ql_msg_stream << message; \ throw QuantLib::Error(__FILE__,__LINE__, \ BOOST_CURRENT_FUNCTION,_ql_msg_stream.str()); \ } else /*! \def QL_REQUIRE \brief throw an error if the given pre-condition is not verified */ #define QL_REQUIRE(condition,message) \ if (!(condition)) { \ std::ostringstream _ql_msg_stream; \ _ql_msg_stream << message; \ throw QuantLib::Error(__FILE__,__LINE__, \ BOOST_CURRENT_FUNCTION,_ql_msg_stream.str()); \ } else /*! \def QL_ENSURE \brief throw an error if the given post-condition is not verified */ #define QL_ENSURE(condition,message) \ if (!(condition)) { \ std::ostringstream _ql_msg_stream; \ _ql_msg_stream << message; \ throw QuantLib::Error(__FILE__,__LINE__, \ BOOST_CURRENT_FUNCTION,_ql_msg_stream.str()); \ } else #endif QuantLib-1.12/ql/timegrid.hpp000644 000765 000024 00000016071 13230364453 017201 0ustar00lballabiostaff000000 000000 /* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */ /* Copyright (C) 2001, 2002, 2003 Sadruddin Rejeb Copyright (C) 2005, 2006 StatPro Italia srl This file is part of QuantLib, a free-software/open-source library for financial quantitative analysts and developers - http://quantlib.org/ QuantLib is free software: you can redistribute it and/or modify it under the terms of the QuantLib license. You should have received a copy of the license along with this program; if not, please email . The license is also available online at . This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details. */ /*! \file timegrid.hpp \brief discrete time grid */ #ifndef quantlib_time_grid_hpp #define quantlib_time_grid_hpp #include #include #include #include namespace QuantLib { //! time grid class /*! \todo what was the rationale for limiting the grid to positive times? Investigate and see whether we can use it for negative ones as well. */ class TimeGrid { public: //! \name Constructors //@{ TimeGrid() {} //! Regularly spaced time-grid TimeGrid(Time end, Size steps); //! Time grid with mandatory time points /*! Mandatory points are guaranteed to belong to the grid. No additional points are added. */ template TimeGrid(Iterator begin, Iterator end) : mandatoryTimes_(begin, end) { QL_REQUIRE(begin != end, "empty time sequence"); std::sort(mandatoryTimes_.begin(),mandatoryTimes_.end()); // We seem to assume that the grid begins at 0. // Let's enforce the assumption for the time being // (even though I'm not sure that I agree.) QL_REQUIRE(mandatoryTimes_.front() >= 0.0, "negative times not allowed"); std::vector