1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
|
AM_CPPFLAGS = -I${top_builddir} -I${top_srcdir}
EXAMPLES = \
BasketLosses/BasketLosses \
BermudanSwaption/BermudanSwaption \
Bonds/Bonds \
CallableBonds/CallableBonds \
CDS/CDS \
ConvertibleBonds/ConvertibleBonds \
CVAIRS/CVAIRS \
DiscreteHedging/DiscreteHedging \
EquityOption/EquityOption \
FittedBondCurve/FittedBondCurve \
FRA/FRA \
Gaussian1dModels/Gaussian1dModels \
GlobalOptimizer/GlobalOptimizer \
LatentModel/LatentModel \
MarketModels/MarketModels \
MultidimIntegral/MultidimIntegral \
MulticurveBootstrapping/MulticurveBootstrapping \
Replication/Replication \
Repo/Repo
if AUTO_SKIP_EXAMPLES
EXTRA_DIST = CMakeLists.txt README.txt
dist-hook:
for i in $(notdir $(EXAMPLES)); do \
cp $(srcdir)/$$i/$$i.cpp $(distdir)/$$i/ && \
cp $(srcdir)/$$i/$$i.vcxproj $(distdir)/$$i/ && \
cp $(srcdir)/$$i/$$i.vcxproj.filters $(distdir)/$$i/ && \
cp $(srcdir)/$$i/CMakeLists.txt $(distdir)/$$i/ \
; done
else
if AUTO_EXAMPLES
bin_PROGRAMS = $(EXAMPLES)
TESTS = $(EXAMPLES)
else
noinst_PROGRAMS = $(EXAMPLES)
endif
LDADDS = ../ql/libQuantLib.la ${PTHREAD_LIB}
BasketLosses_BasketLosses_SOURCES = BasketLosses/BasketLosses.cpp
BasketLosses_BasketLosses_LDADD = $(LDADDS)
BermudanSwaption_BermudanSwaption_SOURCES = BermudanSwaption/BermudanSwaption.cpp
BermudanSwaption_BermudanSwaption_LDADD = $(LDADDS)
Bonds_Bonds_SOURCES = Bonds/Bonds.cpp
Bonds_Bonds_LDADD = $(LDADDS)
CallableBonds_CallableBonds_SOURCES = CallableBonds/CallableBonds.cpp
CallableBonds_CallableBonds_LDADD = $(LDADDS)
CDS_CDS_SOURCES = CDS/CDS.cpp
CDS_CDS_LDADD = $(LDADDS)
ConvertibleBonds_ConvertibleBonds_SOURCES = ConvertibleBonds/ConvertibleBonds.cpp
ConvertibleBonds_ConvertibleBonds_LDADD = $(LDADDS)
CVAIRS_CVAIRS_SOURCES = CVAIRS/CVAIRS.cpp
CVAIRS_CVAIRS_LDADD = $(LDADDS)
DiscreteHedging_DiscreteHedging_SOURCES = DiscreteHedging/DiscreteHedging.cpp
DiscreteHedging_DiscreteHedging_LDADD = $(LDADDS)
EquityOption_EquityOption_SOURCES = EquityOption/EquityOption.cpp
EquityOption_EquityOption_LDADD = $(LDADDS)
FRA_FRA_SOURCES = FRA/FRA.cpp
FRA_FRA_LDADD = $(LDADDS)
FittedBondCurve_FittedBondCurve_SOURCES = FittedBondCurve/FittedBondCurve.cpp
FittedBondCurve_FittedBondCurve_LDADD = $(LDADDS)
Gaussian1dModels_Gaussian1dModels_SOURCES = Gaussian1dModels/Gaussian1dModels.cpp
Gaussian1dModels_Gaussian1dModels_LDADD = $(LDADDS)
GlobalOptimizer_GlobalOptimizer_SOURCES = GlobalOptimizer/GlobalOptimizer.cpp
GlobalOptimizer_GlobalOptimizer_LDADD = $(LDADDS)
LatentModel_LatentModel_SOURCES = LatentModel/LatentModel.cpp
LatentModel_LatentModel_LDADD = $(LDADDS)
MarketModels_MarketModels_SOURCES = MarketModels/MarketModels.cpp
MarketModels_MarketModels_LDADD = $(LDADDS)
MultidimIntegral_MultidimIntegral_SOURCES = MultidimIntegral/MultidimIntegral.cpp
MultidimIntegral_MultidimIntegral_LDADD = $(LDADDS)
MulticurveBootstrapping_MulticurveBootstrapping_SOURCES = MulticurveBootstrapping/MulticurveBootstrapping.cpp
MulticurveBootstrapping_MulticurveBootstrapping_LDADD = $(LDADDS)
Replication_Replication_SOURCES = Replication/Replication.cpp
Replication_Replication_LDADD = $(LDADDS)
Repo_Repo_SOURCES = Repo/Repo.cpp
Repo_Repo_LDADD = $(LDADDS)
EXTRA_DIST = CMakeLists.txt README.txt
dist-hook:
for i in $(notdir $(EXAMPLES)); do \
cp $(srcdir)/$$i/$$i.vcxproj $(distdir)/$$i/ && \
cp $(srcdir)/$$i/$$i.vcxproj.filters $(distdir)/$$i/ && \
cp $(srcdir)/$$i/CMakeLists.txt $(distdir)/$$i/ \
; done
.PHONY: check-examples
check-examples: $(EXAMPLES)
for i in $(EXAMPLES); do echo "========" && echo $$i && $$i || break -1 ; done
endif
|
