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Ferdinando Ametrano
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merged branches/R01000x-branch into trunk, respecting ancestry
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‎Contributors.txt

+114-28
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@@ -1,32 +1,118 @@
11

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We gratefully acknowledge contributions from Nathan Abbott, Xavier
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Abulker, Toyin Akin, Marius Akre, Mario Aleppo, Jose Aparicio, Sercan
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Atalik, Cl�ment Barret, Christopher Baus, Thomas Becker, Micha�l
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Benguigui, Adolfo Benin, Hachemi Benyahia, Luca Berardi, Sylvain
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Bertrand, David Binderman, Theo Boafo, Fakher Braham, Joe Byers,
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Antoine Cellerier, Yee Man Chan, Aurelien Chanudet, Yiping Chen,
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Yanice Cherrak, Warren Chou, Jon Davidson, Daniele De Francesco,
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Fr�d�ric Degraeve, Piero Del Boca, Piter Dias, Cristina Duminuco, Dirk
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Eddelbuettel, Bernd Engelmann, Giorgio Facchinetti, Paul Farrington,
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Lorella Fatone, Luca Ferraro, Chiara Fornarola, Silvia Frasson,
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Andreas Gaida, Matteo Gallivanoni, Roman Gitlin, Marek Glowacki,
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Richard Gomes, Richard Gould, Florent Grenier, Cavit Hafizoglu,
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Michael Heckl, Laurent Hoffmann, Beno�t Houzelle, Frank H�vermann,
15-
Charles Chongseok Hyun, Simon Ibbotson, Tomoya Kawanishi, Gary
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Kennedy, Matt Knox, Andrew Kolesnikov, Silakhdar Krikeb, Yan Kuang,
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Allen Kuo, Paul Laderoute, James Lee, Samuel Lerouge, Gang Liang,
18-
Robert Lopez, Andr� Louw, John Maiden, Katiuscia Manzoni, Francesca
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Mariani, Slava Mazur, Enrico Michelotti, Radu Mondescu, Bart Mosley,
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Tiziano M�ller, Bojan Nikolic, Jean Nkeng, Adrian O'Neill, Andrea
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Odetti, Mike Parker, Guillaume Pealat, Gilbert Peffer, Walter
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Penschke, Francesco Perissin, Adrien Pinatton, Gianni Piolanti,
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Mario Pucci, J. Erik Radmall, Fabio Ramponi, Maria Cristina Recchioni,
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Dimitri Reiswich, Sadruddin Rejeb, Alessandro Roveda, Mohamed Amine Sadaoui,
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Alpha Sanou Toure, Tamas Sashalmi, Peter Schmitteckert, Ralph Schreyer, David
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Schwartz, Eugene Shevkoplyas, Enrico Sirola, Maxim Sokolov, Niels
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Elken S�nderby, Andreas Spengler, Roland Stamm, Marco Tarenghi,
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Fran�ois du Vignaud, Charles Whitmore, Bernd Johannes Wuebben, Sun
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Xiuxin, Jeff Yu, and Francesco Zirilli.
2+
We gratefully acknowledge contributions from:
3+
4+
Nathan Abbott
5+
Xavier Abulker
6+
Toyin Akin
7+
Marius Akre
8+
Mario Aleppo
9+
Jose Aparicio
10+
Sercan Atalik
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Cl�ment Barret
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Christopher Baus
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Thomas Becker
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Micha�l Benguigui
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Adolfo Benin
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Hachemi Benyahia
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Luca Berardi
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Sylvain Bertrand
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David Binderman
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Theo Boafo
21+
Fakher Braham
22+
Joe Byers
23+
Antoine Cellerier
24+
Yee Man Chan
25+
Aurelien Chanudet
26+
Yiping Chen
27+
Yanice Cherrak
28+
Warren Chou
29+
Jon Davidson
30+
Daniele De Francesco
31+
Fr�d�ric Degraeve
32+
Piero Del Boca
33+
Piter Dias
34+
Cristina Duminuco
35+
Dirk Eddelbuettel
36+
Bernd Engelmann
37+
Giorgio Facchinetti
38+
Paul Farrington
39+
Lorella Fatone
40+
Luca Ferraro
41+
Chiara Fornarola
42+
Silvia Frasson
43+
Andreas Gaida
44+
Matteo Gallivanoni
45+
Roman Gitlin
46+
Marek Glowacki
47+
Richard Gomes
48+
Richard Gould
49+
Florent Grenier
50+
Cavit Hafizoglu
51+
Michael Heckl
52+
Laurent Hoffmann
53+
Beno�t Houzelle
54+
Frank H�vermann
55+
Charles Chongseok Hyun
56+
Simon Ibbotson
57+
Norbert Irmer
58+
Tomoya Kawanishi
59+
Gary Kennedy
60+
Matt Knox
61+
Andrew Kolesnikov
62+
Silakhdar Krikeb
63+
Yan Kuang
64+
Allen Kuo
65+
Paul Laderoute
66+
James Lee
67+
Samuel Lerouge
68+
Gang Liang
69+
Robert Lopez
70+
Andr� Louw
71+
John Maiden
72+
Katiuscia Manzoni
73+
Francesca Mariani
74+
Slava Mazur
75+
Enrico Michelotti
76+
Radu Mondescu
77+
Bart Mosley
78+
Tiziano M�ller
79+
Bojan Nikolic
80+
Jean Nkeng
81+
Adrian O'Neill
82+
Andrea Odetti
83+
Mike Parker
84+
Guillaume Pealat
85+
Gilbert Peffer
86+
Walter Penschke
87+
Francesco Perissin
88+
Adrien Pinatton
89+
Gianni Piolanti
90+
Mario Pucci
91+
J. Erik Radmall
92+
Fabio Ramponi
93+
Maria Cristina Recchioni
94+
Dimitri Reiswich
95+
Sadruddin Rejeb
96+
Alessandro Roveda
97+
Mohamed Amine Sadaoui
98+
Alpha Sanou Toure
99+
Tamas Sashalmi
100+
Peter Schmitteckert
101+
Ralph Schreyer
102+
David Schwartz
103+
Eugene Shevkoplyas
104+
Enrico Sirola
105+
Maxim Sokolov
106+
Niels Elken S�nderby
107+
Andreas Spengler
108+
Roland Stamm
109+
Marco Tarenghi
110+
Fran�ois du Vignaud
111+
Charles Whitmore
112+
Bernd Johannes Wuebben
113+
Sun Xiuxin
114+
Jeff Yu
115+
Francesco Zirilli
30116

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QuantLib includes code taken from Peter J�ckel's book "Monte Carlo
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Methods in Finance".

‎News.txt

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@@ -6,6 +6,9 @@ Changes for QuantLib 1.0.1:
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- The Singleton class should now work correctly when used on the .Net
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platform (thanks to Nathan Abbott.)
88

9+
- QuantLib now compiles with the Sun Studio compiler on the Solaris
10+
platform (thanks to Norbert Irmer for the report and for testing.)
11+
912
- Bug fix: let an IndexedCashFlow observe its index.
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Previously, index changes would not be propagated to the cash flow
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and thus to any observers of the latter. This affected zero-coupon

‎QuantLib_vc7.vcproj

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<File
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RelativePath=".\ql\config.msvc.hpp">
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</File>
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<File
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RelativePath=".\ql\config.sun.hpp">
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</File>
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<File
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RelativePath=".\ql\currency.cpp">
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</File>
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<File
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RelativePath=".\ql\interestrate.hpp">
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</File>
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<File
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RelativePath=".\ql\mathconstants.hpp">
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</File>
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<File
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RelativePath=".\ql\money.cpp">
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</File>

‎QuantLib_vc8.vcproj

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RelativePath=".\ql\config.msvc.hpp"
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>
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</File>
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<File
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RelativePath=".\ql\config.sun.hpp"
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>
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</File>
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<File
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RelativePath=".\ql\currency.cpp"
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>
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RelativePath=".\ql\interestrate.hpp"
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>
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</File>
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<File
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RelativePath=".\ql\mathconstants.hpp"
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>
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</File>
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<File
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RelativePath=".\ql\money.cpp"
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>

‎QuantLib_vc9.vcproj

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RelativePath=".\ql\config.msvc.hpp"
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>
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</File>
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<File
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RelativePath=".\ql\config.sun.hpp"
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>
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</File>
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<File
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RelativePath=".\ql\currency.cpp"
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RelativePath=".\ql\interestrate.hpp"
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>
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</File>
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<File
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RelativePath=".\ql\mathconstants.hpp"
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>
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</File>
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<File
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RelativePath=".\ql\money.cpp"
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>

‎acinclude.m4

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# QL_CHECK_CONSTANT(NAME,TYPE,HEADER,VALUE,DESCRIPTION)
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# ----------------------------------------------
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# Check whether the constant NAME (of type TYPE) exists in HEADER.
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# It defines it as VALUE if it cannot be found.
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AC_DEFUN([QL_CHECK_CONSTANT],
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[AC_MSG_CHECKING([for $1])
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AC_TRY_COMPILE(
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[@%:@include<$3>],
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[$2 x = $1;],
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[AC_MSG_RESULT([yes])],
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[AC_MSG_RESULT([no])
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AC_DEFINE([$1],[$4],[$5])
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])
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])
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# QL_CHECK_LONG_LONG
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# ----------------------------------------------
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# Check whether long long is supported.

‎configure.ac

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# Check for mandatory features
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68-
QL_CHECK_CONSTANT([M_PI],[double],[cmath],
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[3.141592653589793238462643383280],[pi])
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QL_CHECK_CONSTANT([M_PI_2],[double],[cmath],
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[1.57079632679489661923],[pi/2])
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QL_CHECK_CONSTANT([M_SQRTPI],[double],[cmath],
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[1.77245385090551602792981],[sqrt(pi)])
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QL_CHECK_CONSTANT([M_1_SQRTPI],[double],[cmath],
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[0.564189583547756286948],[1/sqrt(pi)])
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QL_CHECK_CONSTANT([M_SQRT2],[double],[cmath],
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[1.41421356237309504880],[sqrt(2)])
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QL_CHECK_CONSTANT([M_SQRT_2],[double],[cmath],
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[0.7071067811865475244008443621048],[1/sqrt(2)])
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QL_CHECK_CONSTANT([M_LN2],[double],[cmath],
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[0.693147180559945309417],[ln(2)])
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QL_CHECK_ASINH
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# Check for Boost components

‎ql/Makefile.am

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index.hpp \
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instrument.hpp \
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interestrate.hpp \
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mathconstants.hpp \
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money.hpp \
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numericalmethod.hpp \
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option.hpp \
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config.ansi.hpp \
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config.msvc.hpp \
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config.mingw.hpp \
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config.sun.hpp \
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userconfig.hpp
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quantlib.hpp: Makefile.am
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echo "#endif" >> $@
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echo >> $@
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for i in $(filter-out auto_link.hpp config.hpp quantlib.hpp \
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qldefines.hpp version.hpp, \
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qldefines.hpp mathconstants.hpp version.hpp, \
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$(this_include_HEADERS)); do \
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echo "#include <${subdir}/$$i>" >> $@; \
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done

‎ql/config.ansi.hpp

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#include <ql/userconfig.hpp>
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26-
/*******************************************
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System configuration section:
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do not modify the following definitions.
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*******************************************/
30-
31-
#define M_SQRT_2 0.7071067811865475244008443621048490392848359376887
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#define M_1_SQRTPI 0.564189583547756286948
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#define M_SQRTPI 1.77245385090551602792981
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#endif

‎ql/config.mingw.hpp

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#include <ql/userconfig.hpp>
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26-
/*******************************************
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System configuration section:
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do not modify the following definitions.
29-
*******************************************/
30-
31-
#define M_SQRT_2 0.7071067811865475244008443621048490392848359376887
32-
#define M_1_SQRTPI 0.564189583547756286948
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#define M_SQRTPI 1.77245385090551602792981
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//#define M_IVLN10 0.434294481903251827651 /* 1 / log(10) */
35-
//#define M_LOG2_E 0.693147180559945309417
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//#define M_TWOPI (M_PI * 2.0)
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//#define M_3PI_4 2.3561944901923448370E0
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//#define M_SQRT1_2 0.7071067811865475244008443621048490392848359376887
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//#define M_LN2LO 1.9082149292705877000E-10
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//#define M_LN2HI 6.9314718036912381649E-1
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//#define M_SQRT3 1.73205080756887719000
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//#define M_INVLN2 1.4426950408889633870E0 /* 1 / log(2) */
43-
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#endif

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