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21369 lines (19235 loc) · 372 KB
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[Project]
FileName=QuantLib.dev
Name=QuantLib
UnitCount=2125
Type=2
Ver=1
ObjFiles=
Includes=.
Libs=
PrivateResource=QuantLib_private.rc
ResourceIncludes=
MakeIncludes=
Compiler=
CppCompiler=-Wall_@@_
Linker=
IsCpp=1
Icon=
ExeOutput=.\lib
ObjectOutput=.\build\mingw
OverrideOutput=1
OverrideOutputName=libQuantLib-mgw.a
HostApplication=
Folders=cashflows,currencies,experimental,experimental/amortizingbonds,experimental/barrieroption,experimental/callablebonds,experimental/catbonds,experimental/commodities,experimental/convertiblebonds,experimental/coupons,experimental/credit,experimental/exoticoptions,experimental/finitedifferences,experimental/fx,experimental/inflation,experimental/lattices,experimental/math,experimental/mcbasket,experimental/models,experimental/processes,experimental/risk,experimental/shortrate,experimental/swaptions,experimental/variancegamma,experimental/varianceoption,experimental/volatility,indexes,indexes/ibor,indexes/inflation,indexes/swap,instruments,instruments/bonds,legacy,legacy/libormarketmodels,math,math/copulas,math/distributions,math/integrals,math/interpolations,math/matrixutilities,math/ode,math/optimization,math/randomnumbers,math/solvers1d,math/statistics,methods,methods/finitedifferences,methods/finitedifferences/meshers,methods/finitedifferences/operators,methods/finitedifferences/schemes,methods/finitedifferences/solvers,methods/finitedifferences/stepconditions,methods/finitedifferences/utilities,methods/lattices,methods/montecarlo,models,models/equity,models/marketmodels,models/marketmodels/browniangenerators,models/marketmodels/callability,models/marketmodels/correlations,models/marketmodels/curvestates,models/marketmodels/driftcomputation,models/marketmodels/evolvers,models/marketmodels/evolvers/volprocesses,models/marketmodels/models,models/marketmodels/pathwisegreeks,models/marketmodels/products,models/marketmodels/products/multistep,models/marketmodels/products/onestep,models/marketmodels/products/pathwise,models/shortrate,models/shortrate/calibrationhelpers,models/shortrate/onefactormodels,models/shortrate/twofactormodels,models/volatility,patterns,pricingengines,pricingengines/asian,pricingengines/barrier,pricingengines/basket,pricingengines/bond,pricingengines/capfloor,pricingengines/cliquet,pricingengines/credit,pricingengines/forward,pricingengines/inflation,pricingengines/lookback,pricingengines/quanto,pricingengines/swap,pricingengines/swaption,pricingengines/vanilla,processes,quotes,termstructures,termstructures/credit,termstructures/inflation,termstructures/volatility,termstructures/volatility/capfloor,termstructures/volatility/equityfx,termstructures/volatility/inflation,termstructures/volatility/optionlet,termstructures/volatility/swaption,termstructures/yield,time,time/calendars,time/daycounters,utilities
CommandLine=
UseCustomMakefile=0
CustomMakefile=Makefile.win
IncludeVersionInfo=1
SupportXPThemes=0
CompilerSet=0
CompilerSettings=0000001001010000000100
[Unit1]
FileName=ql\cashflows\timebasket.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit2]
FileName=ql\cashflows\all.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit3]
FileName=ql\cashflows\averagebmacoupon.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit4]
FileName=ql\cashflows\averagebmacoupon.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit5]
FileName=ql\cashflows\capflooredcoupon.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit6]
FileName=ql\cashflows\capflooredcoupon.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit7]
FileName=ql\cashflows\cashflows.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit8]
FileName=ql\cashflows\cashflows.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit9]
FileName=ql\cashflows\cashflowvectors.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit10]
FileName=ql\cashflows\cashflowvectors.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit11]
FileName=ql\cashflows\cmscoupon.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit12]
FileName=ql\cashflows\cmscoupon.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit13]
FileName=ql\cashflows\conundrumpricer.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit14]
FileName=ql\cashflows\conundrumpricer.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit15]
FileName=ql\cashflows\coupon.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit16]
FileName=ql\cashflows\coupon.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit17]
FileName=ql\cashflows\couponpricer.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit18]
FileName=ql\cashflows\couponpricer.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit19]
FileName=ql\cashflows\digitalcmscoupon.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit20]
FileName=ql\cashflows\digitalcmscoupon.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit21]
FileName=ql\cashflows\digitalcoupon.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit22]
FileName=ql\cashflows\digitalcoupon.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit23]
FileName=ql\cashflows\digitaliborcoupon.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit24]
FileName=ql\cashflows\digitaliborcoupon.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit25]
FileName=ql\cashflows\dividend.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit26]
FileName=ql\cashflows\dividend.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit27]
FileName=ql\cashflows\duration.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit28]
FileName=ql\cashflows\duration.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit29]
FileName=ql\cashflows\fixedratecoupon.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit30]
FileName=ql\cashflows\fixedratecoupon.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit31]
FileName=ql\cashflows\floatingratecoupon.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit32]
FileName=ql\cashflows\floatingratecoupon.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit33]
FileName=ql\cashflows\iborcoupon.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit34]
FileName=ql\cashflows\iborcoupon.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit35]
FileName=ql\cashflows\rangeaccrual.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit36]
FileName=ql\cashflows\rangeaccrual.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit37]
FileName=ql\cashflows\replication.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit38]
FileName=ql\cashflows\replication.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit39]
FileName=ql\cashflows\simplecashflow.hpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit40]
FileName=ql\cashflows\timebasket.cpp
CompileCpp=1
Folder=cashflows
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit41]
FileName=ql\currencies\oceania.hpp
CompileCpp=1
Folder=currencies
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit42]
FileName=ql\currencies\africa.hpp
CompileCpp=1
Folder=currencies
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit43]
FileName=ql\currencies\all.hpp
CompileCpp=1
Folder=currencies
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit44]
FileName=ql\currencies\america.hpp
CompileCpp=1
Folder=currencies
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit45]
FileName=ql\currencies\asia.hpp
CompileCpp=1
Folder=currencies
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit46]
FileName=ql\currencies\europe.hpp
CompileCpp=1
Folder=currencies
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit47]
FileName=ql\currencies\exchangeratemanager.cpp
CompileCpp=1
Folder=currencies
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit48]
FileName=ql\currencies\exchangeratemanager.hpp
CompileCpp=1
Folder=currencies
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit49]
FileName=ql\experimental\all.hpp
CompileCpp=1
Folder=experimental
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit50]
FileName=ql\indexes\swapindex.hpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit51]
FileName=ql\indexes\all.hpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit52]
FileName=ql\indexes\bmaindex.cpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit53]
FileName=ql\indexes\bmaindex.hpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit54]
FileName=ql\indexes\iborindex.cpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit55]
FileName=ql\indexes\iborindex.hpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit56]
FileName=ql\indexes\indexmanager.cpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit57]
FileName=ql\indexes\indexmanager.hpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit58]
FileName=ql\indexes\inflationindex.cpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit59]
FileName=ql\indexes\inflationindex.hpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit60]
FileName=ql\indexes\interestrateindex.cpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit61]
FileName=ql\indexes\interestrateindex.hpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit62]
FileName=ql\indexes\region.cpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit63]
FileName=ql\indexes\region.hpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit64]
FileName=ql\indexes\swapindex.cpp
CompileCpp=1
Folder=indexes
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit65]
FileName=ql\indexes\ibor\zibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit66]
FileName=ql\indexes\ibor\all.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit67]
FileName=ql\indexes\ibor\audlibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit68]
FileName=ql\indexes\ibor\cadlibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit69]
FileName=ql\indexes\ibor\cdor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit70]
FileName=ql\indexes\ibor\chflibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit71]
FileName=ql\indexes\ibor\dkklibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit72]
FileName=ql\indexes\ibor\euribor.cpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit73]
FileName=ql\indexes\ibor\euribor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit74]
FileName=ql\indexes\ibor\eurlibor.cpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit75]
FileName=ql\indexes\ibor\eurlibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit76]
FileName=ql\indexes\ibor\gbplibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit77]
FileName=ql\indexes\ibor\jibar.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit78]
FileName=ql\indexes\ibor\jpylibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit79]
FileName=ql\indexes\ibor\libor.cpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit80]
FileName=ql\indexes\ibor\libor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit81]
FileName=ql\indexes\ibor\nzdlibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit82]
FileName=ql\indexes\ibor\tibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit83]
FileName=ql\indexes\ibor\trlibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit84]
FileName=ql\indexes\ibor\usdlibor.hpp
CompileCpp=1
Folder=indexes/ibor
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit85]
FileName=ql\indexes\inflation\ukrpi.hpp
CompileCpp=1
Folder=indexes/inflation
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit86]
FileName=ql\indexes\inflation\all.hpp
CompileCpp=1
Folder=indexes/inflation
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit87]
FileName=ql\indexes\inflation\euhicp.hpp
CompileCpp=1
Folder=indexes/inflation
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit88]
FileName=ql\indexes\swap\all.hpp
CompileCpp=1
Folder=indexes/swap
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit89]
FileName=ql\instruments\zerocouponinflationswap.hpp
CompileCpp=1
Folder=instruments
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit90]
FileName=ql\instruments\all.hpp
CompileCpp=1
Folder=instruments
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit91]
FileName=ql\instruments\asianoption.cpp
CompileCpp=1
Folder=instruments
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit92]
FileName=ql\instruments\asianoption.hpp
CompileCpp=1
Folder=instruments
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit93]
FileName=ql\instruments\assetswap.cpp
CompileCpp=1
Folder=instruments
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit94]
FileName=ql\instruments\assetswap.hpp
CompileCpp=1
Folder=instruments
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit95]
FileName=ql\instruments\averagetype.cpp
CompileCpp=1
Folder=instruments
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit96]
FileName=ql\instruments\averagetype.hpp
CompileCpp=1
Folder=instruments
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=
[Unit97]
FileName=ql\instruments\barrieroption.cpp
CompileCpp=1
Folder=instruments
Compile=1
Link=1
Priority=1000
OverrideBuildCmd=0
BuildCmd=