[QuantLibAddin-cvs] QuantLibAddin/qlo Makefile.am,1.4,1.5
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From: Eric E. <eri...@us...> - 2006-10-04 01:49:21
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Update of /cvsroot/quantlibaddin/QuantLibAddin/qlo In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv26165 Modified Files: Makefile.am Log Message: add new files Index: Makefile.am =================================================================== RCS file: /cvsroot/quantlibaddin/QuantLibAddin/qlo/Makefile.am,v retrieving revision 1.4 retrieving revision 1.5 diff -C2 -d -r1.4 -r1.5 *** Makefile.am 7 Sep 2006 21:27:37 -0000 1.4 --- Makefile.am 3 Oct 2006 14:58:13 -0000 1.5 *************** *** 11,24 **** include_HEADERS = \ asianoption.hpp \ barrieroption.hpp \ baseinstruments.hpp \ bonds.hpp \ - calendarfactory.cpp \ capfloor.hpp \ capletvolstructure.hpp \ cliquetoption.hpp \ config.hpp \ conversions.hpp \ couponvectors.hpp \ dividendvanillaoption.hpp \ enumclassctors.hpp \ --- 11,26 ---- include_HEADERS = \ asianoption.hpp \ + assetswap.hpp \ barrieroption.hpp \ baseinstruments.hpp \ bonds.hpp \ capfloor.hpp \ capletvolstructure.hpp \ cliquetoption.hpp \ + cmsmarket.hpp \ config.hpp \ conversions.hpp \ couponvectors.hpp \ + date.hpp \ dividendvanillaoption.hpp \ enumclassctors.hpp \ *************** *** 45,49 **** --- 47,54 ---- ratehelpers.hpp \ schedule.hpp \ + sequencestatistics.hpp \ + settings.hpp \ shortratemodels.hpp \ + statistics.hpp \ swap.hpp \ swaption.hpp \ *************** *** 57,63 **** --- 62,70 ---- vanillaswap.hpp \ vcconfig.hpp \ + vo_assetswap.hpp \ vo_bonds.hpp \ vo_capfloor.hpp \ vo_capletvolstructure.hpp \ + vo_cmsmarket.hpp \ vo_couponvectors.hpp \ vo_exercise.hpp \ *************** *** 66,69 **** --- 73,77 ---- vo_interpolation.hpp \ volatilities.hpp \ + vo_marketmodels.hpp \ vo_mathf.hpp \ vo_optimization.hpp \ *************** *** 75,79 **** --- 83,89 ---- vo_ratehelpers.hpp \ vo_schedule.hpp \ + vo_sequencestatistics.hpp \ vo_shortratemodels.hpp \ + vo_statistics.hpp \ vo_swap.hpp \ vo_swaption.hpp \ *************** *** 85,93 **** --- 95,106 ---- libQuantLibAddin_la_SOURCES = \ asianoption.cpp \ + assetswap.cpp \ barrieroption.cpp \ bonds.cpp \ + calendarfactory.cpp \ capfloor.cpp \ capletvolstructure.cpp \ cliquetoption.cpp \ + cmsmarket.cpp \ conversions.cpp \ couponvectors.cpp \ *************** *** 104,107 **** --- 117,121 ---- interpolation2D.cpp \ interpolation.cpp \ + marketmodels.cpp \ optimization.cpp \ payoffs.cpp \ *************** *** 113,117 **** --- 127,133 ---- ratehelpers.cpp \ schedule.cpp \ + sequencestatistics.cpp \ shortratemodels.cpp \ + statistics.cpp \ swap.cpp \ swaption.cpp \ *************** *** 122,128 **** --- 138,146 ---- vanillaoption.cpp \ vanillaswap.cpp \ + vo_assetswap.cpp \ vo_bonds.cpp \ vo_capfloor.cpp \ vo_capletvolstructure.cpp \ + vo_cmsmarket.cpp \ vo_couponvectors.cpp \ vo_exercise.cpp \ *************** *** 131,134 **** --- 149,153 ---- vo_interpolation.cpp \ volatilities.cpp \ + vo_marketmodels.cpp \ vo_mathf.cpp \ vo_optimization.cpp \ *************** *** 140,144 **** --- 159,165 ---- vo_ratehelpers.cpp \ vo_schedule.cpp \ + vo_sequencestatistics.cpp \ vo_shortratemodels.cpp \ + vo_statistics.cpp \ vo_swap.cpp \ vo_swaption.cpp \ *************** *** 148,150 **** vo_volatilities.cpp - --- 169,170 ---- |