- Support PTHREAD_CFLAGS properly
- Avoid unexpected side effect by other ports PR: ports/65082 Submitted by: Ports Fury
This commit is contained in:
Kirill Ponomarev
parent
a93752abaf
commit
55207f89e7
Notes:
svn2git
2021-03-31 03:12:20 +00:00
svn path=/head/; revision=105980
@ -8,6 +8,7 @@
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PORTNAME= quantlib
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PORTVERSION= 0.3.5
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PORTREVISION= 1
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CATEGORIES= finance
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MASTER_SITES= ${MASTER_SITE_SOURCEFORGE}
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MASTER_SITE_SUBDIR= ${PORTNAME}
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@ -18,23 +19,22 @@ COMMENT= A comprehensive software framework for quantitative finance
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WRKSRC= ${WRKDIR}/QuantLib-${PORTVERSION}
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USE_REINPLACE= yes
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USE_GCC= 3.3
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USE_REINPLACE= yes
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GNU_CONFIGURE= yes
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CONFIGURE_ENV= LDFLAGS="${PTHREAD_LIBS}"
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CONFIGURE_TARGET= --build=${MACHINE_ARCH}-portbld-freebsd${OSREL}
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CONFIGURE_ENV= CPPFLAGS="${PTHREAD_CFLAGS}" LDFLAGS="${PTHREAD_LIBS}"
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INSTALLS_SHLIB= yes
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MAN1= quantlib-config.1 quantlib-test-suite.1
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PLIST_FILES= bin/quantlib-config \
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lib/libQuantLib.a \
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lib/libQuantLib.so \
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lib/libQuantLib.so.0 \
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share/aclocal/quantlib.m4
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MAN1= quantlib-config.1 quantlib-test-suite.1
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post-patch:
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@${FIND} ${WRKSRC} -name "Makefile.in" | ${XARGS} ${REINPLACE_CMD} -e \
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's|: install-dist_lispLISP|:|g ; \
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s|@CPPUNIT_FOUND_TRUE@|#|g ; \
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s|@CPPUNIT_FOUND_FALSE@||g'
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post-install:
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@${FIND} ${PREFIX}/include/ql -type f | \
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${SED} 's,^${PREFIX}/,,' >> ${TMPPLIST}
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@${FIND} ${PREFIX}/include/ql -type d | ${SORT} -r | \
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${SED} 's,^${PREFIX}/,@dirrm ,' >> ${TMPPLIST}
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${INSTALL_DATA} ${WRKSRC}/quantlib.el ${PREFIX}/share/emacs/site-lisp
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.include <bsd.port.mk>
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400
finance/quantlib/pkg-plist
Normal file
400
finance/quantlib/pkg-plist
Normal file
@ -0,0 +1,400 @@
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bin/quantlib-config
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include/ql/Calendars/all.hpp
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include/ql/Calendars/budapest.hpp
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include/ql/Calendars/copenhagen.hpp
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include/ql/Calendars/frankfurt.hpp
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include/ql/Calendars/helsinki.hpp
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include/ql/Calendars/johannesburg.hpp
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include/ql/Calendars/jointcalendar.hpp
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include/ql/Calendars/london.hpp
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include/ql/Calendars/milan.hpp
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include/ql/Calendars/newyork.hpp
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include/ql/Calendars/nullcalendar.hpp
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include/ql/Calendars/oslo.hpp
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include/ql/Calendars/stockholm.hpp
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include/ql/Calendars/sydney.hpp
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include/ql/Calendars/target.hpp
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include/ql/Calendars/tokyo.hpp
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include/ql/Calendars/toronto.hpp
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include/ql/Calendars/warsaw.hpp
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include/ql/Calendars/wellington.hpp
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include/ql/Calendars/zurich.hpp
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include/ql/CashFlows/all.hpp
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include/ql/CashFlows/basispointsensitivity.hpp
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include/ql/CashFlows/cashflowvectors.hpp
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include/ql/CashFlows/core.hpp
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include/ql/CashFlows/coupon.hpp
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include/ql/CashFlows/fixedratecoupon.hpp
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include/ql/CashFlows/floatingratecoupon.hpp
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include/ql/CashFlows/inarrearindexedcoupon.hpp
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include/ql/CashFlows/indexcashflowvectors.hpp
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include/ql/CashFlows/indexedcoupon.hpp
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include/ql/CashFlows/parcoupon.hpp
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include/ql/CashFlows/shortfloatingcoupon.hpp
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include/ql/CashFlows/shortindexedcoupon.hpp
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include/ql/CashFlows/simplecashflow.hpp
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include/ql/CashFlows/timebasket.hpp
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include/ql/CashFlows/upfrontindexedcoupon.hpp
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include/ql/DayCounters/actual360.hpp
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include/ql/DayCounters/actual365.hpp
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include/ql/DayCounters/actualactual.hpp
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include/ql/DayCounters/all.hpp
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include/ql/DayCounters/simpledaycounter.hpp
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include/ql/DayCounters/thirty360.hpp
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include/ql/FiniteDifferences/all.hpp
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include/ql/FiniteDifferences/americancondition.hpp
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include/ql/FiniteDifferences/boundarycondition.hpp
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include/ql/FiniteDifferences/bsmoperator.hpp
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include/ql/FiniteDifferences/core.hpp
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include/ql/FiniteDifferences/cranknicolson.hpp
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include/ql/FiniteDifferences/dminus.hpp
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include/ql/FiniteDifferences/dplus.hpp
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include/ql/FiniteDifferences/dplusdminus.hpp
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include/ql/FiniteDifferences/dzero.hpp
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include/ql/FiniteDifferences/expliciteuler.hpp
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include/ql/FiniteDifferences/fdtypedefs.hpp
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include/ql/FiniteDifferences/finitedifferencemodel.hpp
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include/ql/FiniteDifferences/impliciteuler.hpp
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include/ql/FiniteDifferences/mixedscheme.hpp
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include/ql/FiniteDifferences/onefactoroperator.hpp
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include/ql/FiniteDifferences/shoutcondition.hpp
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include/ql/FiniteDifferences/stepcondition.hpp
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include/ql/FiniteDifferences/tridiagonaloperator.hpp
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include/ql/FiniteDifferences/valueatcenter.hpp
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include/ql/Indexes/all.hpp
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include/ql/Indexes/audlibor.hpp
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include/ql/Indexes/cadlibor.hpp
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include/ql/Indexes/chflibor.hpp
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include/ql/Indexes/core.hpp
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include/ql/Indexes/euribor.hpp
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include/ql/Indexes/gbplibor.hpp
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include/ql/Indexes/jpylibor.hpp
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include/ql/Indexes/usdlibor.hpp
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include/ql/Indexes/xibor.hpp
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include/ql/Indexes/xibormanager.hpp
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include/ql/Indexes/zarlibor.hpp
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include/ql/Instruments/all.hpp
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include/ql/Instruments/asianoption.hpp
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include/ql/Instruments/barrieroption.hpp
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include/ql/Instruments/basketoption.hpp
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include/ql/Instruments/capfloor.hpp
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include/ql/Instruments/cliquetoption.hpp
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include/ql/Instruments/core.hpp
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include/ql/Instruments/forwardvanillaoption.hpp
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include/ql/Instruments/multiassetoption.hpp
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include/ql/Instruments/oneassetoption.hpp
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include/ql/Instruments/oneassetstrikedoption.hpp
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include/ql/Instruments/payoffs.hpp
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include/ql/Instruments/quantoforwardvanillaoption.hpp
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include/ql/Instruments/quantovanillaoption.hpp
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include/ql/Instruments/simpleswap.hpp
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include/ql/Instruments/stock.hpp
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include/ql/Instruments/swap.hpp
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include/ql/Instruments/swaption.hpp
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include/ql/Instruments/vanillaoption.hpp
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include/ql/Lattices/all.hpp
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include/ql/Lattices/binomialtree.hpp
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include/ql/Lattices/bsmlattice.hpp
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include/ql/Lattices/core.hpp
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include/ql/Lattices/lattice.hpp
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include/ql/Lattices/lattice2d.hpp
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include/ql/Lattices/tree.hpp
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include/ql/Lattices/trinomialtree.hpp
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include/ql/Math/all.hpp
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include/ql/Math/array.hpp
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include/ql/Math/beta.hpp
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include/ql/Math/bicubicsplineinterpolation.hpp
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include/ql/Math/bilinearinterpolation.hpp
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include/ql/Math/binomialdistribution.hpp
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include/ql/Math/bivariatenormaldistribution.hpp
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include/ql/Math/chisquaredistribution.hpp
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include/ql/Math/choleskydecomposition.hpp
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include/ql/Math/comparison.hpp
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include/ql/Math/core.hpp
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include/ql/Math/cubicspline.hpp
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include/ql/Math/discrepancystatistics.hpp
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include/ql/Math/errorfunction.hpp
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include/ql/Math/factorial.hpp
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include/ql/Math/functional.hpp
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include/ql/Math/gammadistribution.hpp
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include/ql/Math/gaussianstatistics.hpp
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include/ql/Math/generalstatistics.hpp
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include/ql/Math/incompletegamma.hpp
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include/ql/Math/incrementalstatistics.hpp
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include/ql/Math/interpolation.hpp
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include/ql/Math/interpolation2D.hpp
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include/ql/Math/interpolationtraits.hpp
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include/ql/Math/kronrodintegral.hpp
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include/ql/Math/lexicographicalview.hpp
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include/ql/Math/linearinterpolation.hpp
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include/ql/Math/loglinearinterpolation.hpp
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include/ql/Math/matrix.hpp
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include/ql/Math/normaldistribution.hpp
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include/ql/Math/poissondistribution.hpp
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include/ql/Math/primenumbers.hpp
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include/ql/Math/pseudosqrt.hpp
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include/ql/Math/riskstatistics.hpp
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include/ql/Math/segmentintegral.hpp
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include/ql/Math/sequencestatistics.hpp
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include/ql/Math/simpsonintegral.hpp
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include/ql/Math/statistics.hpp
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include/ql/Math/svd.hpp
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include/ql/Math/symmetriceigenvalues.hpp
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include/ql/Math/symmetricschurdecomposition.hpp
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include/ql/Math/trapezoidintegral.hpp
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include/ql/MonteCarlo/all.hpp
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include/ql/MonteCarlo/brownianbridge.hpp
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include/ql/MonteCarlo/core.hpp
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include/ql/MonteCarlo/getcovariance.hpp
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include/ql/MonteCarlo/mctraits.hpp
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include/ql/MonteCarlo/mctypedefs.hpp
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include/ql/MonteCarlo/montecarlomodel.hpp
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include/ql/MonteCarlo/multipath.hpp
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include/ql/MonteCarlo/multipathgenerator.hpp
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include/ql/MonteCarlo/path.hpp
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include/ql/MonteCarlo/pathgenerator.hpp
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include/ql/MonteCarlo/pathpricer.hpp
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include/ql/MonteCarlo/sample.hpp
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include/ql/Optimization/all.hpp
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include/ql/Optimization/armijo.hpp
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include/ql/Optimization/conjugategradient.hpp
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include/ql/Optimization/constraint.hpp
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include/ql/Optimization/core.hpp
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include/ql/Optimization/costfunction.hpp
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include/ql/Optimization/criteria.hpp
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include/ql/Optimization/leastsquare.hpp
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include/ql/Optimization/linesearch.hpp
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include/ql/Optimization/method.hpp
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include/ql/Optimization/problem.hpp
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include/ql/Optimization/simplex.hpp
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include/ql/Optimization/steepestdescent.hpp
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include/ql/Patterns/all.hpp
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include/ql/Patterns/bridge.hpp
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include/ql/Patterns/composite.hpp
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include/ql/Patterns/curiouslyrecurring.hpp
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include/ql/Patterns/lazyobject.hpp
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include/ql/Patterns/observable.hpp
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include/ql/Patterns/visitor.hpp
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include/ql/Pricers/all.hpp
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include/ql/Pricers/cliquetoption.hpp
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include/ql/Pricers/continuousgeometricapo.hpp
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include/ql/Pricers/core.hpp
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include/ql/Pricers/discretegeometricapo.hpp
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include/ql/Pricers/discretegeometricaso.hpp
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include/ql/Pricers/europeanoption.hpp
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include/ql/Pricers/fdamericanoption.hpp
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include/ql/Pricers/fdbermudanoption.hpp
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include/ql/Pricers/fdbsmoption.hpp
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include/ql/Pricers/fddividendamericanoption.hpp
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include/ql/Pricers/fddividendeuropeanoption.hpp
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include/ql/Pricers/fddividendoption.hpp
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include/ql/Pricers/fddividendshoutoption.hpp
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include/ql/Pricers/fdeuropean.hpp
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include/ql/Pricers/fdmultiperiodoption.hpp
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include/ql/Pricers/fdshoutoption.hpp
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include/ql/Pricers/fdstepconditionoption.hpp
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include/ql/Pricers/mcbasket.hpp
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include/ql/Pricers/mccliquetoption.hpp
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include/ql/Pricers/mcdiscretearithmeticapo.hpp
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include/ql/Pricers/mcdiscretearithmeticaso.hpp
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include/ql/Pricers/mceverest.hpp
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include/ql/Pricers/mchimalaya.hpp
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include/ql/Pricers/mcmaxbasket.hpp
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include/ql/Pricers/mcpagoda.hpp
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include/ql/Pricers/mcperformanceoption.hpp
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include/ql/Pricers/mcpricer.hpp
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include/ql/Pricers/performanceoption.hpp
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include/ql/Pricers/singleassetoption.hpp
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include/ql/PricingEngines/Asian/all.hpp
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include/ql/PricingEngines/Asian/analyticasianengine.hpp
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include/ql/PricingEngines/Barrier/all.hpp
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include/ql/PricingEngines/Barrier/analyticbarrierengine.hpp
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include/ql/PricingEngines/Barrier/mcbarrierengine.hpp
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include/ql/PricingEngines/Basket/all.hpp
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include/ql/PricingEngines/Basket/mcamericanbasketengine.hpp
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include/ql/PricingEngines/Basket/mcbasketengine.hpp
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include/ql/PricingEngines/Basket/stulzengine.hpp
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include/ql/PricingEngines/CapFloor/all.hpp
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include/ql/PricingEngines/CapFloor/analyticalcapfloor.hpp
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include/ql/PricingEngines/CapFloor/blackcapfloor.hpp
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include/ql/PricingEngines/CapFloor/capfloorpricer.hpp
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include/ql/PricingEngines/CapFloor/treecapfloor.hpp
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include/ql/PricingEngines/Forward/all.hpp
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include/ql/PricingEngines/Forward/forwardengine.hpp
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include/ql/PricingEngines/Forward/forwardperformanceengine.hpp
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include/ql/PricingEngines/Quanto/all.hpp
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include/ql/PricingEngines/Quanto/quantoengine.hpp
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include/ql/PricingEngines/Swaption/all.hpp
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include/ql/PricingEngines/Swaption/blackswaption.hpp
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include/ql/PricingEngines/Swaption/jamshidianswaption.hpp
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include/ql/PricingEngines/Swaption/swaptionpricer.hpp
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include/ql/PricingEngines/Swaption/treeswaption.hpp
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include/ql/PricingEngines/Vanilla/all.hpp
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include/ql/PricingEngines/Vanilla/analyticdigitalamericanengine.hpp
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include/ql/PricingEngines/Vanilla/analyticeuropeanengine.hpp
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include/ql/PricingEngines/Vanilla/baroneadesiwhaleyengine.hpp
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include/ql/PricingEngines/Vanilla/binomialengine.hpp
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include/ql/PricingEngines/Vanilla/bjerksundstenslandengine.hpp
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include/ql/PricingEngines/Vanilla/discretizedvanillaoption.hpp
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include/ql/PricingEngines/Vanilla/integralengine.hpp
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include/ql/PricingEngines/Vanilla/jumpdiffusionengine.hpp
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include/ql/PricingEngines/Vanilla/mcdigitalengine.hpp
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include/ql/PricingEngines/Vanilla/mceuropeanengine.hpp
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include/ql/PricingEngines/Vanilla/mcvanillaengine.hpp
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include/ql/PricingEngines/all.hpp
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include/ql/PricingEngines/americanpayoffatexpiry.hpp
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include/ql/PricingEngines/americanpayoffathit.hpp
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include/ql/PricingEngines/blackformula.hpp
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include/ql/PricingEngines/blackmodel.hpp
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include/ql/PricingEngines/core.hpp
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include/ql/PricingEngines/genericmodelengine.hpp
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include/ql/PricingEngines/latticeshortratemodelengine.hpp
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include/ql/PricingEngines/mcsimulation.hpp
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include/ql/RandomNumbers/all.hpp
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include/ql/RandomNumbers/boxmullergaussianrng.hpp
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include/ql/RandomNumbers/centrallimitgaussianrng.hpp
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include/ql/RandomNumbers/core.hpp
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include/ql/RandomNumbers/haltonrsg.hpp
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include/ql/RandomNumbers/inversecumgaussianrng.hpp
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include/ql/RandomNumbers/inversecumgaussianrsg.hpp
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include/ql/RandomNumbers/knuthuniformrng.hpp
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include/ql/RandomNumbers/lecuyeruniformrng.hpp
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include/ql/RandomNumbers/mt19937uniformrng.hpp
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include/ql/RandomNumbers/primitivepolynomials.h
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include/ql/RandomNumbers/randomarraygenerator.hpp
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include/ql/RandomNumbers/randomsequencegenerator.hpp
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include/ql/RandomNumbers/rngtraits.hpp
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include/ql/RandomNumbers/rngtypedefs.hpp
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include/ql/RandomNumbers/sobolrsg.hpp
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include/ql/ShortRateModels/CalibrationHelpers/caphelper.hpp
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include/ql/ShortRateModels/CalibrationHelpers/swaptionhelper.hpp
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include/ql/ShortRateModels/OneFactorModels/blackkarasinski.hpp
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include/ql/ShortRateModels/OneFactorModels/coxingersollross.hpp
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include/ql/ShortRateModels/OneFactorModels/extendedcoxingersollross.hpp
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include/ql/ShortRateModels/OneFactorModels/hullwhite.hpp
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include/ql/ShortRateModels/OneFactorModels/vasicek.hpp
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include/ql/ShortRateModels/TwoFactorModels/g2.hpp
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include/ql/ShortRateModels/all.hpp
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include/ql/ShortRateModels/calibrationhelper.hpp
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include/ql/ShortRateModels/core.hpp
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include/ql/ShortRateModels/model.hpp
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include/ql/ShortRateModels/onefactormodel.hpp
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include/ql/ShortRateModels/parameter.hpp
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include/ql/ShortRateModels/twofactormodel.hpp
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include/ql/Solvers1D/all.hpp
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include/ql/Solvers1D/bisection.hpp
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include/ql/Solvers1D/brent.hpp
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include/ql/Solvers1D/falseposition.hpp
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include/ql/Solvers1D/newton.hpp
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include/ql/Solvers1D/newtonsafe.hpp
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include/ql/Solvers1D/ridder.hpp
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include/ql/Solvers1D/secant.hpp
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include/ql/TermStructures/affinetermstructure.hpp
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include/ql/TermStructures/all.hpp
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include/ql/TermStructures/compoundforward.hpp
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include/ql/TermStructures/discountcurve.hpp
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include/ql/TermStructures/drifttermstructure.hpp
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include/ql/TermStructures/extendeddiscountcurve.hpp
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include/ql/TermStructures/flatforward.hpp
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include/ql/TermStructures/forwardspreadedtermstructure.hpp
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include/ql/TermStructures/impliedtermstructure.hpp
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include/ql/TermStructures/piecewiseflatforward.hpp
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include/ql/TermStructures/quantotermstructure.hpp
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include/ql/TermStructures/ratehelpers.hpp
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include/ql/TermStructures/zerocurve.hpp
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include/ql/TermStructures/zerospreadedtermstructure.hpp
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include/ql/Utilities/all.hpp
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include/ql/Utilities/combiningiterator.hpp
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include/ql/Utilities/couplingiterator.hpp
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include/ql/Utilities/filteringiterator.hpp
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include/ql/Utilities/iteratorcategories.hpp
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include/ql/Utilities/processingiterator.hpp
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include/ql/Utilities/steppingiterator.hpp
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include/ql/Volatilities/all.hpp
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include/ql/Volatilities/blackconstantvol.hpp
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include/ql/Volatilities/blackvariancecurve.hpp
|
||||
include/ql/Volatilities/blackvariancesurface.hpp
|
||||
include/ql/Volatilities/capflatvolvector.hpp
|
||||
include/ql/Volatilities/impliedvoltermstructure.hpp
|
||||
include/ql/Volatilities/localconstantvol.hpp
|
||||
include/ql/Volatilities/localvolcurve.hpp
|
||||
include/ql/Volatilities/localvolsurface.hpp
|
||||
include/ql/Volatilities/swaptionvolmatrix.hpp
|
||||
include/ql/argsandresults.hpp
|
||||
include/ql/calendar.hpp
|
||||
include/ql/capvolstructures.hpp
|
||||
include/ql/cashflow.hpp
|
||||
include/ql/config.hpp
|
||||
include/ql/core.hpp
|
||||
include/ql/currency.hpp
|
||||
include/ql/dataformatters.hpp
|
||||
include/ql/dataparsers.hpp
|
||||
include/ql/date.hpp
|
||||
include/ql/daycounter.hpp
|
||||
include/ql/diffusionprocess.hpp
|
||||
include/ql/discretizedasset.hpp
|
||||
include/ql/disposable.hpp
|
||||
include/ql/errors.hpp
|
||||
include/ql/exercise.hpp
|
||||
include/ql/functions/all.hpp
|
||||
include/ql/functions/daycounters.hpp
|
||||
include/ql/functions/mathf.hpp
|
||||
include/ql/functions/vols.hpp
|
||||
include/ql/grid.hpp
|
||||
include/ql/handle.hpp
|
||||
include/ql/history.hpp
|
||||
include/ql/index.hpp
|
||||
include/ql/instrument.hpp
|
||||
include/ql/marketelement.hpp
|
||||
include/ql/null.hpp
|
||||
include/ql/numericalmethod.hpp
|
||||
include/ql/option.hpp
|
||||
include/ql/payoff.hpp
|
||||
include/ql/pricingengine.hpp
|
||||
include/ql/qldefines.hpp
|
||||
include/ql/quantlib.hpp
|
||||
include/ql/relinkablehandle.hpp
|
||||
include/ql/scheduler.hpp
|
||||
include/ql/solver1d.hpp
|
||||
include/ql/stochasticprocess.hpp
|
||||
include/ql/swaptionvolstructure.hpp
|
||||
include/ql/termstructure.hpp
|
||||
include/ql/types.hpp
|
||||
include/ql/voltermstructure.hpp
|
||||
lib/libQuantLib.a
|
||||
lib/libQuantLib.so
|
||||
lib/libQuantLib.so.0
|
||||
share/aclocal/quantlib.m4
|
||||
share/emacs/site-lisp/quantlib.el
|
||||
@dirrm include/ql/functions
|
||||
@dirrm include/ql/Volatilities
|
||||
@dirrm include/ql/Utilities
|
||||
@dirrm include/ql/TermStructures
|
||||
@dirrm include/ql/Solvers1D
|
||||
@dirrm include/ql/ShortRateModels/TwoFactorModels
|
||||
@dirrm include/ql/ShortRateModels/OneFactorModels
|
||||
@dirrm include/ql/ShortRateModels/CalibrationHelpers
|
||||
@dirrm include/ql/ShortRateModels
|
||||
@dirrm include/ql/RandomNumbers
|
||||
@dirrm include/ql/PricingEngines/Vanilla
|
||||
@dirrm include/ql/PricingEngines/Swaption
|
||||
@dirrm include/ql/PricingEngines/Quanto
|
||||
@dirrm include/ql/PricingEngines/Forward
|
||||
@dirrm include/ql/PricingEngines/CapFloor
|
||||
@dirrm include/ql/PricingEngines/Basket
|
||||
@dirrm include/ql/PricingEngines/Barrier
|
||||
@dirrm include/ql/PricingEngines/Asian
|
||||
@dirrm include/ql/PricingEngines
|
||||
@dirrm include/ql/Pricers
|
||||
@dirrm include/ql/Patterns
|
||||
@dirrm include/ql/Optimization
|
||||
@dirrm include/ql/MonteCarlo
|
||||
@dirrm include/ql/Math
|
||||
@dirrm include/ql/Lattices
|
||||
@dirrm include/ql/Instruments
|
||||
@dirrm include/ql/Indexes
|
||||
@dirrm include/ql/FiniteDifferences
|
||||
@dirrm include/ql/DayCounters
|
||||
@dirrm include/ql/CashFlows
|
||||
@dirrm include/ql/Calendars
|
||||
@dirrm include/ql
|
||||
Loading…
Reference in New Issue
Block a user