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SUBDIRS = asian barrier basket bond capfloor cliquet credit \
forward inflation lookback quanto swap swaption vanilla
AM_CPPFLAGS = -I${top_srcdir} -I${top_builddir}
this_includedir=${includedir}/${subdir}
this_include_HEADERS = \
all.hpp \
americanpayoffatexpiry.hpp \
americanpayoffathit.hpp \
blackcalculator.hpp \
blackformula.hpp \
blackscholescalculator.hpp \
genericmodelengine.hpp \
greeks.hpp \
latticeshortratemodelengine.hpp \
mclongstaffschwartzengine.hpp \
mcsimulation.hpp
libPricingEngines_la_SOURCES = \
americanpayoffatexpiry.cpp \
americanpayoffathit.cpp \
blackcalculator.cpp \
blackformula.cpp \
blackscholescalculator.cpp \
greeks.cpp
noinst_LTLIBRARIES = libPricingEngines.la
libPricingEngines_la_LIBADD = \
asian/libAsianEngines.la \
barrier/libBarrierEngines.la \
basket/libBasketEngines.la \
bond/libBondEngines.la \
capfloor/libCapFloorEngines.la \
cliquet/libCliquetEngines.la \
credit/libCreditEngines.la \
inflation/libInflationEngines.la \
lookback/libLookbackEngines.la \
swap/libSwapEngines.la \
swaption/libSwaptionEngines.la \
vanilla/libVanillaEngines.la
all.hpp: Makefile.am
echo "/* This file is automatically generated; do not edit. */" > $@
echo "/* Add the files to be included into Makefile.am instead. */" >> $@
echo >> $@
for i in $(filter-out all.hpp, $(this_include_HEADERS)); do \
echo "#include <${subdir}/$$i>" >> $@; \
done
echo >> $@
subdirs='$(SUBDIRS)'; for i in $$subdirs; do \
echo "#include <${subdir}/$$i/all.hpp>" >> $@; \
done
|
