move some classes from experimental to core

Author: pcaspers

configure.ac

@@ -307,15 +307,13 @@ AC_CONFIG_FILES([
     ql/experimental/convertiblebonds/Makefile
     ql/experimental/coupons/Makefile
     ql/experimental/credit/Makefile
-    ql/experimental/exercise/Makefile
     ql/experimental/exoticoptions/Makefile
     ql/experimental/finitedifferences/Makefile
     ql/experimental/fx/Makefile
     ql/experimental/inflation/Makefile
     ql/experimental/lattices/Makefile
     ql/experimental/math/Makefile
     ql/experimental/mcbasket/Makefile
-    ql/experimental/models/Makefile
     ql/experimental/processes/Makefile
     ql/experimental/risk/Makefile
     ql/experimental/shortrate/Makefile
@@ -334,9 +332,10 @@ AC_CONFIG_FILES([
     ql/math/Makefile
     ql/math/copulas/Makefile
     ql/math/distributions/Makefile
-    ql/math/matrixutilities/Makefile
     ql/math/integrals/Makefile
     ql/math/interpolations/Makefile
+    ql/math/matrixutilities/Makefile
+    ql/math/ode/Makefile
     ql/math/optimization/Makefile
     ql/math/randomnumbers/Makefile
     ql/math/solvers1d/Makefile

ql/Makefile.am

@@ -48,6 +48,7 @@ this_include_HEADERS = \
 	qldefines.hpp \
 	quantlib.hpp \
 	quote.hpp \
+	rebatedexercise.hpp \
 	settings.hpp \
 	stochasticprocess.hpp \
 	termstructure.hpp \
@@ -70,6 +71,7 @@ libQuantLib_la_SOURCES = \
     money.cpp \
     position.cpp \
     prices.cpp \
+	rebatedexercise.cpp \
     settings.cpp \
 	stochasticprocess.cpp \
 	termstructure.cpp \

ql/cashflows/Makefile.am

@@ -26,6 +26,7 @@ this_include_HEADERS = \
     indexedcashflow.hpp \
     inflationcoupon.hpp \
     inflationcouponpricer.hpp \
+    lineartsrpricer.hpp \
     overnightindexedcoupon.hpp \
     rangeaccrual.hpp \
     replication.hpp \
@@ -56,6 +57,7 @@ libCashFlows_la_SOURCES = \
     indexedcashflow.cpp \
     inflationcoupon.cpp \
     inflationcouponpricer.cpp \
+    lineartsrpricer.cpp \
     overnightindexedcoupon.cpp \
     rangeaccrual.cpp \
     replication.cpp \

ql/cashflows/all.hpp

@@ -23,6 +23,7 @@
 #include <ql/cashflows/indexedcashflow.hpp>
 #include <ql/cashflows/inflationcoupon.hpp>
 #include <ql/cashflows/inflationcouponpricer.hpp>
+#include <ql/cashflows/lineartsrpricer.hpp>
 #include <ql/cashflows/overnightindexedcoupon.hpp>
 #include <ql/cashflows/rangeaccrual.hpp>
 #include <ql/cashflows/replication.hpp>

…experimental/coupons/lineartsrpricer.cpp ql/cashflows/lineartsrpricer.cppql/experimental/coupons/lineartsrpricer.cpp renamed to ql/cashflows/lineartsrpricer.cpp ql/experimental/coupons/lineartsrpricer.cpp renamed to ql/cashflows/lineartsrpricer.cpp

@@ -20,7 +20,7 @@
 /*! \file lineartsrpricer.cpp
 */
 
-#include <ql/experimental/coupons/lineartsrpricer.hpp>
+#include <ql/cashflows/lineartsrpricer.hpp>
 #include <ql/cashflows/fixedratecoupon.hpp>
 #include <ql/cashflows/iborcoupon.hpp>
 #include <ql/cashflows/cmscoupon.hpp>
@@ -32,7 +32,7 @@
 #include <ql/math/solvers1d/brent.hpp>
 #include <ql/math/integrals/kronrodintegral.hpp>
 #include <ql/pricingengines/blackformula.hpp>
-#include <ql/experimental/models/atmsmilesection.hpp>
+#include <ql/termstructures/volatility/atmsmilesection.hpp>
 #include <boost/make_shared.hpp>
 
 namespace QuantLib {

…experimental/coupons/lineartsrpricer.hpp ql/cashflows/lineartsrpricer.hppql/experimental/coupons/lineartsrpricer.hpp renamed to ql/cashflows/lineartsrpricer.hpp ql/experimental/coupons/lineartsrpricer.hpp renamed to ql/cashflows/lineartsrpricer.hpp

@@ -1,8 +1,8 @@
 
 SUBDIRS = amortizingbonds barrieroption callablebonds catbonds \
-          commodities convertiblebonds coupons credit exercise \
+          commodities convertiblebonds coupons credit \
           exoticoptions finitedifferences fx inflation lattices \
-          math mcbasket models processes risk shortrate swaptions \
+          math mcbasket processes risk shortrate swaptions \
           variancegamma varianceoption volatility
 
 AM_CPPFLAGS = -I${top_srcdir} -I${top_builddir}
@@ -22,15 +22,13 @@ libExperimental_la_LIBADD = \
     convertiblebonds/libConvertibleBonds.la \
     coupons/libCoupons.la \
     credit/libCredit.la \
-    exercise/libExercise.la \
     exoticoptions/libExoticOptions.la \
     finitedifferences/libMultiDimFDM.la \
     fx/libFX.la \
     inflation/libInflation.la \
     lattices/libLattices.la \
     math/libMath.la \
     mcbasket/libMcBasket.la \
-    models/libModels.la \
     processes/libProcesses.la \
     risk/libRisk.la \
     shortrate/libShortRate.la \

ql/experimental/Makefile.am

@@ -9,15 +9,13 @@
 #include <ql/experimental/convertiblebonds/all.hpp>
 #include <ql/experimental/coupons/all.hpp>
 #include <ql/experimental/credit/all.hpp>
-#include <ql/experimental/exercise/all.hpp>
 #include <ql/experimental/exoticoptions/all.hpp>
 #include <ql/experimental/finitedifferences/all.hpp>
 #include <ql/experimental/fx/all.hpp>
 #include <ql/experimental/inflation/all.hpp>
 #include <ql/experimental/lattices/all.hpp>
 #include <ql/experimental/math/all.hpp>
 #include <ql/experimental/mcbasket/all.hpp>
-#include <ql/experimental/models/all.hpp>
 #include <ql/experimental/processes/all.hpp>
 #include <ql/experimental/risk/all.hpp>
 #include <ql/experimental/shortrate/all.hpp>

ql/experimental/all.hpp

@@ -7,7 +7,6 @@ this_include_HEADERS = \
     cmsspreadcoupon.hpp \
     digitalcmsspreadcoupon.hpp \
     lognormalcmsspreadpricer.hpp \
-    lineartsrpricer.hpp \
     proxyibor.hpp \
     quantocouponpricer.hpp \
     strippedcapflooredcoupon.hpp \
@@ -18,7 +17,6 @@ libCoupons_la_SOURCES = \
     cmsspreadcoupon.cpp \
     digitalcmsspreadcoupon.cpp \
     lognormalcmsspreadpricer.cpp \
-    lineartsrpricer.cpp \
     proxyibor.cpp \
     quantocouponpricer.cpp \
     strippedcapflooredcoupon.cpp \

ql/experimental/coupons/Makefile.am

@@ -4,7 +4,6 @@
 #include <ql/experimental/coupons/cmsspreadcoupon.hpp>
 #include <ql/experimental/coupons/digitalcmsspreadcoupon.hpp>
 #include <ql/experimental/coupons/lognormalcmsspreadpricer.hpp>
-#include <ql/experimental/coupons/lineartsrpricer.hpp>
 #include <ql/experimental/coupons/proxyibor.hpp>
 #include <ql/experimental/coupons/quantocouponpricer.hpp>
 #include <ql/experimental/coupons/strippedcapflooredcoupon.hpp>