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	marketmodel_smmcapletcalibration.cpp \
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	overnightindexedswap.hpp overnightindexedswap.cpp \
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	piecewiseyieldcurve.hpp piecewiseyieldcurve.cpp \
	quantooption.hpp quantooption.cpp quotes.hpp quotes.cpp \
	rangeaccrual.hpp rangeaccrual.cpp riskstats.hpp riskstats.cpp \
	rngtraits.hpp rngtraits.cpp rounding.hpp rounding.cpp \
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	shortratemodels.hpp shortratemodels.cpp solvers.hpp \
	solvers.cpp spreadoption.hpp spreadoption.cpp stats.hpp \
	stats.cpp surface.hpp surface.cpp swap.hpp swap.cpp \
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	swaptionvolatilitymatrix.cpp \
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QL_TESTS = \
	quantlibtestsuite.cpp \
	americanoption.hpp americanoption.cpp \
	array.hpp array.cpp \
	asianoptions.hpp asianoptions.cpp \
	assetswap.hpp assetswap.cpp \
	autocovariances.hpp autocovariances.cpp \
	barrieroption.hpp barrieroption.cpp \
	basketoption.hpp basketoption.cpp \
	batesmodel.hpp batesmodel.cpp \
	bermudanswaption.hpp bermudanswaption.cpp \
	blackdeltacalculator.hpp blackdeltacalculator.cpp \
	bonds.hpp bonds.cpp \
	brownianbridge.hpp brownianbridge.cpp \
	calendars.hpp calendars.cpp \
	capfloor.hpp capfloor.cpp \
	capflooredcoupon.hpp capflooredcoupon.cpp \
	cashflows.hpp cashflows.cpp \
	cdo.hpp cdo.cpp \
	cdsoption.hpp cdsoption.cpp \
	chooseroption.hpp chooseroption.cpp \
	cliquetoption.hpp cliquetoption.cpp \
	cms.hpp cms.cpp \
	commodityunitofmeasure.hpp commodityunitofmeasure.cpp \
	compoundoption.hpp compoundoption.cpp \
	convertiblebonds.hpp convertiblebonds.cpp \
	covariance.hpp covariance.cpp \
	creditdefaultswap.hpp creditdefaultswap.cpp \
	curvestates.hpp curvestates.cpp \
	dates.hpp dates.cpp \
	daycounters.hpp daycounters.cpp \
	defaultprobabilitycurves.hpp defaultprobabilitycurves.cpp \
	digitalcoupon.hpp digitalcoupon.cpp \
	digitaloption.hpp digitaloption.cpp \
	distributions.hpp distributions.cpp \
	dividendoption.hpp dividendoption.cpp \
	europeanoption.hpp europeanoption.cpp \
	everestoption.hpp everestoption.cpp \
	exchangerate.hpp exchangerate.cpp \
	extendedtrees.hpp extendedtrees.cpp \
	factorial.hpp factorial.cpp \
	fastfouriertransform.hpp fastfouriertransform.cpp \
	fdheston.hpp fdheston.cpp \
	fdmlinearop.hpp fdmlinearop.cpp \
	forwardoption.hpp forwardoption.cpp \
	gaussianquadratures.hpp gaussianquadratures.cpp \
	gjrgarchmodel.hpp gjrgarchmodel.cpp \
	hestonmodel.hpp hestonmodel.cpp \
	himalayaoption.hpp himalayaoption.cpp \
	hybridhestonhullwhiteprocess.hpp hybridhestonhullwhiteprocess.cpp \
	inflation.hpp inflation.cpp \
	inflationcapfloor.hpp inflationcapfloor.cpp \
	inflationcapflooredcoupon.hpp inflationcapflooredcoupon.cpp \
    inflationcpicapfloor.hpp inflationcpicapfloor.cpp \
	inflationcpiswap.hpp inflationcpiswap.cpp \
	inflationvolatility.hpp inflationvolatility.cpp \
	instruments.hpp instruments.cpp \
	integrals.hpp integrals.cpp \
	interestrates.hpp interestrates.cpp \
	interpolations.hpp interpolations.cpp \
	jumpdiffusion.hpp jumpdiffusion.cpp \
	libormarketmodel.hpp libormarketmodel.cpp \
	libormarketmodelprocess.hpp libormarketmodelprocess.cpp \
	linearleastsquaresregression.hpp linearleastsquaresregression.cpp \
	lookbackoptions.hpp lookbackoptions.cpp \
	lowdiscrepancysequences.hpp lowdiscrepancysequences.cpp \
	margrabeoption.hpp margrabeoption.cpp \
	marketmodel.hpp marketmodel.cpp \
	marketmodel_cms.hpp marketmodel_cms.cpp \
	marketmodel_smm.hpp marketmodel_smm.cpp \
	marketmodel_smmcapletalphacalibration.hpp marketmodel_smmcapletalphacalibration.cpp \
	marketmodel_smmcapletcalibration.hpp marketmodel_smmcapletcalibration.cpp \
	marketmodel_smmcaplethomocalibration.hpp marketmodel_smmcaplethomocalibration.cpp \
	matrices.hpp matrices.cpp \
	mclongstaffschwartzengine.hpp mclongstaffschwartzengine.cpp \
	mersennetwister.hpp mersennetwister.cpp \
	money.hpp money.cpp \
	nthtodefault.hpp nthtodefault.cpp \
	operators.hpp operators.cpp \
	optimizers.hpp optimizers.cpp \
	optionletstripper.hpp optionletstripper.cpp \
	overnightindexedswap.hpp overnightindexedswap.cpp \
	pagodaoption.hpp pagodaoption.cpp \
	pathgenerator.hpp pathgenerator.cpp \
	period.hpp period.cpp \
	piecewiseyieldcurve.hpp piecewiseyieldcurve.cpp \
	quantooption.hpp quantooption.cpp \
	quotes.hpp quotes.cpp \
	rangeaccrual.hpp rangeaccrual.cpp \
	riskstats.hpp riskstats.cpp \
	rngtraits.hpp rngtraits.cpp \
	rounding.hpp rounding.cpp \
	sampledcurve.hpp sampledcurve.cpp \
	schedule.hpp schedule.cpp \
	shortratemodels.hpp shortratemodels.cpp \
	solvers.hpp solvers.cpp \
	spreadoption.hpp spreadoption.cpp \
	stats.hpp stats.cpp \
	surface.hpp surface.cpp \
	swap.hpp swap.cpp \
	swapforwardmappings.hpp swapforwardmappings.cpp \
	swaption.hpp swaption.cpp \
	swaptionvolatilitycube.hpp swaptionvolatilitycube.cpp \
	swaptionvolatilitymatrix.hpp swaptionvolatilitymatrix.cpp \
	swaptionvolstructuresutilities.hpp \
	swingoption.hpp swingoption.cpp \
	termstructures.hpp termstructures.cpp \
	timeseries.hpp timeseries.cpp \
	transformedgrid.hpp transformedgrid.cpp \
	tqreigendecomposition.hpp tqreigendecomposition.cpp \
	tracing.hpp tracing.cpp \
	utilities.hpp utilities.cpp \
	variancegamma.hpp variancegamma.cpp \
	varianceoption.hpp varianceoption.cpp \
	varianceswaps.hpp varianceswaps.cpp \
	volatilitymodels.hpp volatilitymodels.cpp \
	vpp.hpp vpp.cpp \
	writerextensibleoption.hpp writerextensibleoption.cpp

QL_BENCHMARKS = \
	quantlibbenchmark.cpp \
	americanoption.hpp americanoption.cpp \
	asianoptions.hpp asianoptions.cpp \
	barrieroption.hpp barrieroption.cpp \
	basketoption.hpp basketoption.cpp \
	batesmodel.hpp batesmodel.cpp \
	convertiblebonds.hpp convertiblebonds.cpp \
	digitaloption.hpp digitaloption.cpp \
	dividendoption.hpp dividendoption.cpp \
	europeanoption.hpp europeanoption.cpp \
	fdheston.hpp fdheston.cpp \
	hestonmodel.hpp hestonmodel.cpp \
	interpolations.hpp interpolations.cpp \
	jumpdiffusion.hpp jumpdiffusion.cpp \
	lowdiscrepancysequences.hpp lowdiscrepancysequences.cpp \
	marketmodel_cms.hpp marketmodel_cms.cpp \
	marketmodel_smm.hpp marketmodel_smm.cpp \
	quantooption.hpp quantooption.cpp \
	riskstats.hpp riskstats.cpp \
	shortratemodels.hpp shortratemodels.cpp \
	utilities.hpp utilities.cpp

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