QuantLib
------------------------------------------
The QuantLib project is aimed at providing a comprehensive software framework
for quantitative finance. QuantLib is a free/open-source library for modeling,
trading, and risk management in real-life.

Runtime requirements:
  bash-4.1.10-4
  cygwin-1.7.17-1
  libboost1.48-1.48.0-1
  libgcc1-4.5.3-3
  libstdc++6-4.5.3-3
  libstdc++6-devel-4.5.3-3

Build requirements:
(besides corresponding -devel packages)
  autoconf-10-1
  automake-7-1
  binutils-2.22.51-2
  cygport-0.11.0-1
  gawk-4.0.1-1
  gcc4-core-4.5.3-3
  gcc4-g++-4.5.3-3
  libtool-2.4-1
  make-3.82.90-1

Canonical website:
  https://quantlib.org/

Canonical download:
  mirror:https://sourceforge/quantlib/QuantLib-1.2.1.tar.gz

-------------------------------------------

Build instructions:
  unpack QuantLib-1.2.1-X-src.tar.bz2
    if you use setup to install this src package, it will be
	 unpacked under /usr/src automatically
  cd /usr/src
  cygport ./QuantLib-1.2.1-X.cygport all

This will create:
  /usr/src/QuantLib-1.2.1-X-src.tar.bz2
  /usr/src/QuantLib-1.2.1-X.tar.bz2
  /usr/src/libQuantLib0-1.2.1-X.tar.bz2
  /usr/src/libQuantLib-devel-1.2.1-X.tar.bz2

-------------------------------------------

Files included in the binary package:

(QuantLib)
  /usr/bin/BermudanSwaption.exe
  /usr/bin/Bonds.exe
  /usr/bin/CDS.exe
  /usr/bin/CallableBonds.exe
  /usr/bin/ConvertibleBonds.exe
  /usr/bin/DiscreteHedging.exe
  /usr/bin/EquityOption.exe
  /usr/bin/FRA.exe
  /usr/bin/FittedBondCurve.exe
  /usr/bin/MarketModels.exe
  /usr/bin/Replication.exe
  /usr/bin/Repo.exe
  /usr/bin/SwapValuation.exe
  /usr/bin/cygQuantLib-0.dll
  /usr/bin/quantlib-benchmark.exe
  /usr/bin/quantlib-test-suite.exe
  /usr/share/doc/Cygwin/QuantLib.README
  /usr/share/doc/QuantLib/ANNOUNCE.txt
  /usr/share/doc/QuantLib/BUGS.txt
  /usr/share/doc/QuantLib/CONTRIBUTORS.txt
  /usr/share/doc/QuantLib/LICENSE.txt
  /usr/share/man/man1/BermudanSwaption.1.gz
  /usr/share/man/man1/Bonds.1.gz
  /usr/share/man/man1/CDS.1.gz
  /usr/share/man/man1/CallableBonds.1.gz
  /usr/share/man/man1/ConvertibleBonds.1.gz
  /usr/share/man/man1/DiscreteHedging.1.gz
  /usr/share/man/man1/EquityOption.1.gz
  /usr/share/man/man1/FRA.1.gz
  /usr/share/man/man1/FittedBondCurve.1.gz
  /usr/share/man/man1/MarketModels.1.gz
  /usr/share/man/man1/Replication.1.gz
  /usr/share/man/man1/Repo.1.gz
  /usr/share/man/man1/SwapValuation.1.gz
  /usr/share/man/man1/quantlib-benchmark.1.gz
  /usr/share/man/man1/quantlib-config.1.gz
  /usr/share/man/man1/quantlib-test-suite.1.gz

(libQuantLib0)
  /usr/bin/cygQuantLib-0.dll

(libQuantLib-devel)
  /usr/bin/quantlib-config
  /usr/include/ql/auto_link.hpp
  /usr/include/ql/cashflow.hpp
  /usr/include/ql/cashflows/all.hpp
  /usr/include/ql/cashflows/averagebmacoupon.hpp
  /usr/include/ql/cashflows/capflooredcoupon.hpp
  /usr/include/ql/cashflows/capflooredinflationcoupon.hpp
  /usr/include/ql/cashflows/cashflows.hpp
  /usr/include/ql/cashflows/cashflowvectors.hpp
  /usr/include/ql/cashflows/cmscoupon.hpp
  /usr/include/ql/cashflows/conundrumpricer.hpp
  /usr/include/ql/cashflows/coupon.hpp
  /usr/include/ql/cashflows/couponpricer.hpp
  /usr/include/ql/cashflows/cpicoupon.hpp
  /usr/include/ql/cashflows/cpicouponpricer.hpp
  /usr/include/ql/cashflows/digitalcmscoupon.hpp
  /usr/include/ql/cashflows/digitalcoupon.hpp
  /usr/include/ql/cashflows/digitaliborcoupon.hpp
  /usr/include/ql/cashflows/dividend.hpp
  /usr/include/ql/cashflows/duration.hpp
  /usr/include/ql/cashflows/fixedratecoupon.hpp
  /usr/include/ql/cashflows/floatingratecoupon.hpp
  /usr/include/ql/cashflows/iborcoupon.hpp
  /usr/include/ql/cashflows/indexedcashflow.hpp
  /usr/include/ql/cashflows/inflationcoupon.hpp
  /usr/include/ql/cashflows/inflationcouponpricer.hpp
  /usr/include/ql/cashflows/overnightindexedcoupon.hpp
  /usr/include/ql/cashflows/rangeaccrual.hpp
  /usr/include/ql/cashflows/replication.hpp
  /usr/include/ql/cashflows/simplecashflow.hpp
  /usr/include/ql/cashflows/timebasket.hpp
  /usr/include/ql/cashflows/yoyinflationcoupon.hpp
  /usr/include/ql/compounding.hpp
  /usr/include/ql/config.hpp
  /usr/include/ql/currencies/africa.hpp
  /usr/include/ql/currencies/all.hpp
  /usr/include/ql/currencies/america.hpp
  /usr/include/ql/currencies/asia.hpp
  /usr/include/ql/currencies/europe.hpp
  /usr/include/ql/currencies/exchangeratemanager.hpp
  /usr/include/ql/currencies/oceania.hpp
  /usr/include/ql/currency.hpp
  /usr/include/ql/default.hpp
  /usr/include/ql/discretizedasset.hpp
  /usr/include/ql/errors.hpp
  /usr/include/ql/event.hpp
  /usr/include/ql/exchangerate.hpp
  /usr/include/ql/exercise.hpp
  /usr/include/ql/experimental/all.hpp
  /usr/include/ql/experimental/amortizingbonds/all.hpp
  /usr/include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
  /usr/include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
  /usr/include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
  /usr/include/ql/experimental/barrieroption/all.hpp
  /usr/include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
  /usr/include/ql/experimental/callablebonds/all.hpp
  /usr/include/ql/experimental/callablebonds/blackcallablebondengine.hpp
  /usr/include/ql/experimental/callablebonds/callablebond.hpp
  /usr/include/ql/experimental/callablebonds/callablebondconstantvol.hpp
  /usr/include/ql/experimental/callablebonds/callablebondvolstructure.hpp
  /usr/include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
  /usr/include/ql/experimental/callablebonds/treecallablebondengine.hpp
  /usr/include/ql/experimental/commodities/all.hpp
  /usr/include/ql/experimental/commodities/commodity.hpp
  /usr/include/ql/experimental/commodities/commoditycashflow.hpp
  /usr/include/ql/experimental/commodities/commoditycurve.hpp
  /usr/include/ql/experimental/commodities/commodityindex.hpp
  /usr/include/ql/experimental/commodities/commoditypricinghelpers.hpp
  /usr/include/ql/experimental/commodities/commoditysettings.hpp
  /usr/include/ql/experimental/commodities/commoditytype.hpp
  /usr/include/ql/experimental/commodities/commodityunitcost.hpp
  /usr/include/ql/experimental/commodities/dateinterval.hpp
  /usr/include/ql/experimental/commodities/energybasisswap.hpp
  /usr/include/ql/experimental/commodities/energycommodity.hpp
  /usr/include/ql/experimental/commodities/energyfuture.hpp
  /usr/include/ql/experimental/commodities/energyswap.hpp
  /usr/include/ql/experimental/commodities/energyvanillaswap.hpp
  /usr/include/ql/experimental/commodities/exchangecontract.hpp
  /usr/include/ql/experimental/commodities/paymentterm.hpp
  /usr/include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
  /usr/include/ql/experimental/commodities/pricingperiod.hpp
  /usr/include/ql/experimental/commodities/quantity.hpp
  /usr/include/ql/experimental/commodities/unitofmeasure.hpp
  /usr/include/ql/experimental/commodities/unitofmeasureconversion.hpp
  /usr/include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
  /usr/include/ql/experimental/compoundoption/all.hpp
  /usr/include/ql/experimental/compoundoption/analyticcompoundoptionengine.hpp
  /usr/include/ql/experimental/compoundoption/compoundoption.hpp
  /usr/include/ql/experimental/convertiblebonds/all.hpp
  /usr/include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp
  /usr/include/ql/experimental/convertiblebonds/convertiblebond.hpp
  /usr/include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
  /usr/include/ql/experimental/convertiblebonds/tflattice.hpp
  /usr/include/ql/experimental/coupons/all.hpp
  /usr/include/ql/experimental/coupons/proxyibor.hpp
  /usr/include/ql/experimental/coupons/quantocouponpricer.hpp
  /usr/include/ql/experimental/coupons/subperiodcoupons.hpp
  /usr/include/ql/experimental/credit/all.hpp
  /usr/include/ql/experimental/credit/basket.hpp
  /usr/include/ql/experimental/credit/blackcdsoptionengine.hpp
  /usr/include/ql/experimental/credit/cdo.hpp
  /usr/include/ql/experimental/credit/cdsoption.hpp
  /usr/include/ql/experimental/credit/defaultevent.hpp
  /usr/include/ql/experimental/credit/defaultprobabilitykey.hpp
  /usr/include/ql/experimental/credit/defaulttype.hpp
  /usr/include/ql/experimental/credit/distribution.hpp
  /usr/include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
  /usr/include/ql/experimental/credit/issuer.hpp
  /usr/include/ql/experimental/credit/loss.hpp
  /usr/include/ql/experimental/credit/lossdistribution.hpp
  /usr/include/ql/experimental/credit/nthtodefault.hpp
  /usr/include/ql/experimental/credit/onefactorcopula.hpp
  /usr/include/ql/experimental/credit/onefactorgaussiancopula.hpp
  /usr/include/ql/experimental/credit/onefactorstudentcopula.hpp
  /usr/include/ql/experimental/credit/pool.hpp
  /usr/include/ql/experimental/credit/randomdefaultmodel.hpp
  /usr/include/ql/experimental/credit/recoveryratemodel.hpp
  /usr/include/ql/experimental/credit/recoveryratequote.hpp
  /usr/include/ql/experimental/credit/recursivecdoengine.hpp
  /usr/include/ql/experimental/credit/riskyassetswap.hpp
  /usr/include/ql/experimental/credit/riskyassetswapoption.hpp
  /usr/include/ql/experimental/credit/riskybond.hpp
  /usr/include/ql/experimental/credit/spreadedhazardratecurve.hpp
  /usr/include/ql/experimental/credit/syntheticcdo.hpp
  /usr/include/ql/experimental/credit/syntheticcdoengines.hpp
  /usr/include/ql/experimental/exoticoptions/all.hpp
  /usr/include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp
  /usr/include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
  /usr/include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
  /usr/include/ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp
  /usr/include/ql/experimental/exoticoptions/continuousarithmeticasianlevyengine.hpp
  /usr/include/ql/experimental/exoticoptions/everestoption.hpp
  /usr/include/ql/experimental/exoticoptions/himalayaoption.hpp
  /usr/include/ql/experimental/exoticoptions/kirkspreadoptionengine.hpp
  /usr/include/ql/experimental/exoticoptions/margrabeoption.hpp
  /usr/include/ql/experimental/exoticoptions/mceverestengine.hpp
  /usr/include/ql/experimental/exoticoptions/mchimalayaengine.hpp
  /usr/include/ql/experimental/exoticoptions/mcpagodaengine.hpp
  /usr/include/ql/experimental/exoticoptions/pagodaoption.hpp
  /usr/include/ql/experimental/exoticoptions/simplechooseroption.hpp
  /usr/include/ql/experimental/exoticoptions/spreadoption.hpp
  /usr/include/ql/experimental/exoticoptions/writerextensibleoption.hpp
  /usr/include/ql/experimental/finitedifferences/all.hpp
  /usr/include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp
  /usr/include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp
  /usr/include/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
  /usr/include/ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp
  /usr/include/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
  /usr/include/ql/experimental/finitedifferences/fdmextoujumpop.hpp
  /usr/include/ql/experimental/finitedifferences/fdmextoujumpsolver.hpp
  /usr/include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
  /usr/include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
  /usr/include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp
  /usr/include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp
  /usr/include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp
  /usr/include/ql/experimental/finitedifferences/fdmvppstepcondition.hpp
  /usr/include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp
  /usr/include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
  /usr/include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp
  /usr/include/ql/experimental/finitedifferences/vanillavppoption.hpp
  /usr/include/ql/experimental/fx/all.hpp
  /usr/include/ql/experimental/fx/blackdeltacalculator.hpp
  /usr/include/ql/experimental/fx/deltavolquote.hpp
  /usr/include/ql/experimental/inflation/all.hpp
  /usr/include/ql/experimental/inflation/cpicapfloorengines.hpp
  /usr/include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp
  /usr/include/ql/experimental/inflation/genericindexes.hpp
  /usr/include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
  /usr/include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
  /usr/include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
  /usr/include/ql/experimental/inflation/polynomial2Dspline.hpp
  /usr/include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
  /usr/include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
  /usr/include/ql/experimental/inflation/yoyoptionlethelpers.hpp
  /usr/include/ql/experimental/inflation/yoyoptionletstripper.hpp
  /usr/include/ql/experimental/lattices/all.hpp
  /usr/include/ql/experimental/lattices/extendedbinomialtree.hpp
  /usr/include/ql/experimental/math/all.hpp
  /usr/include/ql/experimental/math/autocovariance.hpp
  /usr/include/ql/experimental/math/claytoncopularng.hpp
  /usr/include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
  /usr/include/ql/experimental/math/fastfouriertransform.hpp
  /usr/include/ql/experimental/math/frankcopularng.hpp
  /usr/include/ql/experimental/math/zigguratrng.hpp
  /usr/include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
  /usr/include/ql/experimental/mcbasket/all.hpp
  /usr/include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
  /usr/include/ql/experimental/mcbasket/mcamericanpathengine.hpp
  /usr/include/ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp
  /usr/include/ql/experimental/mcbasket/mcpathbasketengine.hpp
  /usr/include/ql/experimental/mcbasket/pathmultiassetoption.hpp
  /usr/include/ql/experimental/mcbasket/pathpayoff.hpp
  /usr/include/ql/experimental/processes/all.hpp
  /usr/include/ql/experimental/processes/extendedblackscholesprocess.hpp
  /usr/include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
  /usr/include/ql/experimental/processes/extouwithjumpsprocess.hpp
  /usr/include/ql/experimental/processes/gemanroncoroniprocess.hpp
  /usr/include/ql/experimental/processes/klugeextouprocess.hpp
  /usr/include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
  /usr/include/ql/experimental/risk/all.hpp
  /usr/include/ql/experimental/risk/sensitivityanalysis.hpp
  /usr/include/ql/experimental/shortrate/all.hpp
  /usr/include/ql/experimental/shortrate/generalizedhullwhite.hpp
  /usr/include/ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp
  /usr/include/ql/experimental/variancegamma/all.hpp
  /usr/include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
  /usr/include/ql/experimental/variancegamma/fftengine.hpp
  /usr/include/ql/experimental/variancegamma/fftvanillaengine.hpp
  /usr/include/ql/experimental/variancegamma/fftvariancegammaengine.hpp
  /usr/include/ql/experimental/variancegamma/variancegammamodel.hpp
  /usr/include/ql/experimental/variancegamma/variancegammaprocess.hpp
  /usr/include/ql/experimental/varianceoption/all.hpp
  /usr/include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
  /usr/include/ql/experimental/varianceoption/varianceoption.hpp
  /usr/include/ql/experimental/volatility/abcdatmvolcurve.hpp
  /usr/include/ql/experimental/volatility/all.hpp
  /usr/include/ql/experimental/volatility/blackatmvolcurve.hpp
  /usr/include/ql/experimental/volatility/blackvolsurface.hpp
  /usr/include/ql/experimental/volatility/equityfxvolsurface.hpp
  /usr/include/ql/experimental/volatility/extendedblackvariancecurve.hpp
  /usr/include/ql/experimental/volatility/extendedblackvariancesurface.hpp
  /usr/include/ql/experimental/volatility/interestratevolsurface.hpp
  /usr/include/ql/experimental/volatility/sabrvolsurface.hpp
  /usr/include/ql/experimental/volatility/volcube.hpp
  /usr/include/ql/grid.hpp
  /usr/include/ql/handle.hpp
  /usr/include/ql/index.hpp
  /usr/include/ql/indexes/all.hpp
  /usr/include/ql/indexes/bmaindex.hpp
  /usr/include/ql/indexes/ibor/all.hpp
  /usr/include/ql/indexes/ibor/audlibor.hpp
  /usr/include/ql/indexes/ibor/cadlibor.hpp
  /usr/include/ql/indexes/ibor/cdor.hpp
  /usr/include/ql/indexes/ibor/chflibor.hpp
  /usr/include/ql/indexes/ibor/dkklibor.hpp
  /usr/include/ql/indexes/ibor/eonia.hpp
  /usr/include/ql/indexes/ibor/euribor.hpp
  /usr/include/ql/indexes/ibor/eurlibor.hpp
  /usr/include/ql/indexes/ibor/gbplibor.hpp
  /usr/include/ql/indexes/ibor/jibar.hpp
  /usr/include/ql/indexes/ibor/jpylibor.hpp
  /usr/include/ql/indexes/ibor/libor.hpp
  /usr/include/ql/indexes/ibor/nzdlibor.hpp
  /usr/include/ql/indexes/ibor/seklibor.hpp
  /usr/include/ql/indexes/ibor/sonia.hpp
  /usr/include/ql/indexes/ibor/tibor.hpp
  /usr/include/ql/indexes/ibor/trlibor.hpp
  /usr/include/ql/indexes/ibor/usdlibor.hpp
  /usr/include/ql/indexes/ibor/zibor.hpp
  /usr/include/ql/indexes/iborindex.hpp
  /usr/include/ql/indexes/indexmanager.hpp
  /usr/include/ql/indexes/inflation/all.hpp
  /usr/include/ql/indexes/inflation/aucpi.hpp
  /usr/include/ql/indexes/inflation/euhicp.hpp
  /usr/include/ql/indexes/inflation/frhicp.hpp
  /usr/include/ql/indexes/inflation/ukrpi.hpp
  /usr/include/ql/indexes/inflation/uscpi.hpp
  /usr/include/ql/indexes/inflationindex.hpp
  /usr/include/ql/indexes/interestrateindex.hpp
  /usr/include/ql/indexes/region.hpp
  /usr/include/ql/indexes/swap/all.hpp
  /usr/include/ql/indexes/swap/chfliborswap.hpp
  /usr/include/ql/indexes/swap/euriborswap.hpp
  /usr/include/ql/indexes/swap/eurliborswap.hpp
  /usr/include/ql/indexes/swap/gbpliborswap.hpp
  /usr/include/ql/indexes/swap/jpyliborswap.hpp
  /usr/include/ql/indexes/swap/usdliborswap.hpp
  /usr/include/ql/indexes/swapindex.hpp
  /usr/include/ql/instrument.hpp
  /usr/include/ql/instruments/all.hpp
  /usr/include/ql/instruments/asianoption.hpp
  /usr/include/ql/instruments/assetswap.hpp
  /usr/include/ql/instruments/averagetype.hpp
  /usr/include/ql/instruments/barrieroption.hpp
  /usr/include/ql/instruments/barriertype.hpp
  /usr/include/ql/instruments/basketoption.hpp
  /usr/include/ql/instruments/bmaswap.hpp
  /usr/include/ql/instruments/bond.hpp
  /usr/include/ql/instruments/bonds/all.hpp
  /usr/include/ql/instruments/bonds/btp.hpp
  /usr/include/ql/instruments/bonds/cmsratebond.hpp
  /usr/include/ql/instruments/bonds/cpibond.hpp
  /usr/include/ql/instruments/bonds/fixedratebond.hpp
  /usr/include/ql/instruments/bonds/floatingratebond.hpp
  /usr/include/ql/instruments/bonds/zerocouponbond.hpp
  /usr/include/ql/instruments/callabilityschedule.hpp
  /usr/include/ql/instruments/capfloor.hpp
  /usr/include/ql/instruments/claim.hpp
  /usr/include/ql/instruments/cliquetoption.hpp
  /usr/include/ql/instruments/compositeinstrument.hpp
  /usr/include/ql/instruments/cpicapfloor.hpp
  /usr/include/ql/instruments/cpiswap.hpp
  /usr/include/ql/instruments/creditdefaultswap.hpp
  /usr/include/ql/instruments/dividendbarrieroption.hpp
  /usr/include/ql/instruments/dividendschedule.hpp
  /usr/include/ql/instruments/dividendvanillaoption.hpp
  /usr/include/ql/instruments/europeanoption.hpp
  /usr/include/ql/instruments/fixedratebondforward.hpp
  /usr/include/ql/instruments/forward.hpp
  /usr/include/ql/instruments/forwardrateagreement.hpp
  /usr/include/ql/instruments/forwardvanillaoption.hpp
  /usr/include/ql/instruments/impliedvolatility.hpp
  /usr/include/ql/instruments/inflationcapfloor.hpp
  /usr/include/ql/instruments/lookbackoption.hpp
  /usr/include/ql/instruments/makecapfloor.hpp
  /usr/include/ql/instruments/makecms.hpp
  /usr/include/ql/instruments/makeois.hpp
  /usr/include/ql/instruments/makeswaption.hpp
  /usr/include/ql/instruments/makevanillaswap.hpp
  /usr/include/ql/instruments/makeyoyinflationcapfloor.hpp
  /usr/include/ql/instruments/multiassetoption.hpp
  /usr/include/ql/instruments/oneassetoption.hpp
  /usr/include/ql/instruments/overnightindexedswap.hpp
  /usr/include/ql/instruments/payoffs.hpp
  /usr/include/ql/instruments/quantobarrieroption.hpp
  /usr/include/ql/instruments/quantoforwardvanillaoption.hpp
  /usr/include/ql/instruments/quantovanillaoption.hpp
  /usr/include/ql/instruments/stickyratchet.hpp
  /usr/include/ql/instruments/stock.hpp
  /usr/include/ql/instruments/swap.hpp
  /usr/include/ql/instruments/swaption.hpp
  /usr/include/ql/instruments/vanillaoption.hpp
  /usr/include/ql/instruments/vanillastorageoption.hpp
  /usr/include/ql/instruments/vanillaswap.hpp
  /usr/include/ql/instruments/vanillaswingoption.hpp
  /usr/include/ql/instruments/varianceswap.hpp
  /usr/include/ql/instruments/yearonyearinflationswap.hpp
  /usr/include/ql/instruments/zerocouponinflationswap.hpp
  /usr/include/ql/interestrate.hpp
  /usr/include/ql/legacy/all.hpp
  /usr/include/ql/legacy/libormarketmodels/all.hpp
  /usr/include/ql/legacy/libormarketmodels/lfmcovarparam.hpp
  /usr/include/ql/legacy/libormarketmodels/lfmcovarproxy.hpp
  /usr/include/ql/legacy/libormarketmodels/lfmhullwhiteparam.hpp
  /usr/include/ql/legacy/libormarketmodels/lfmprocess.hpp
  /usr/include/ql/legacy/libormarketmodels/lfmswaptionengine.hpp
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  /usr/include/ql/time/calendars/singapore.hpp
  /usr/include/ql/time/calendars/slovakia.hpp
  /usr/include/ql/time/calendars/southafrica.hpp
  /usr/include/ql/time/calendars/southkorea.hpp
  /usr/include/ql/time/calendars/sweden.hpp
  /usr/include/ql/time/calendars/switzerland.hpp
  /usr/include/ql/time/calendars/taiwan.hpp
  /usr/include/ql/time/calendars/target.hpp
  /usr/include/ql/time/calendars/turkey.hpp
  /usr/include/ql/time/calendars/ukraine.hpp
  /usr/include/ql/time/calendars/unitedkingdom.hpp
  /usr/include/ql/time/calendars/unitedstates.hpp
  /usr/include/ql/time/calendars/weekendsonly.hpp
  /usr/include/ql/time/date.hpp
  /usr/include/ql/time/dategenerationrule.hpp
  /usr/include/ql/time/daycounter.hpp
  /usr/include/ql/time/daycounters/actual360.hpp
  /usr/include/ql/time/daycounters/actual365fixed.hpp
  /usr/include/ql/time/daycounters/actualactual.hpp
  /usr/include/ql/time/daycounters/all.hpp
  /usr/include/ql/time/daycounters/business252.hpp
  /usr/include/ql/time/daycounters/one.hpp
  /usr/include/ql/time/daycounters/simpledaycounter.hpp
  /usr/include/ql/time/daycounters/thirty360.hpp
  /usr/include/ql/time/ecb.hpp
  /usr/include/ql/time/frequency.hpp
  /usr/include/ql/time/imm.hpp
  /usr/include/ql/time/period.hpp
  /usr/include/ql/time/schedule.hpp
  /usr/include/ql/time/timeunit.hpp
  /usr/include/ql/time/weekday.hpp
  /usr/include/ql/timegrid.hpp
  /usr/include/ql/timeseries.hpp
  /usr/include/ql/types.hpp
  /usr/include/ql/utilities/all.hpp
  /usr/include/ql/utilities/clone.hpp
  /usr/include/ql/utilities/dataformatters.hpp
  /usr/include/ql/utilities/dataparsers.hpp
  /usr/include/ql/utilities/disposable.hpp
  /usr/include/ql/utilities/null.hpp
  /usr/include/ql/utilities/observablevalue.hpp
  /usr/include/ql/utilities/steppingiterator.hpp
  /usr/include/ql/utilities/tracing.hpp
  /usr/include/ql/utilities/vectors.hpp
  /usr/include/ql/version.hpp
  /usr/include/ql/volatilitymodel.hpp
  /usr/lib/libQuantLib.dll.a
  /usr/lib/libQuantLib.la
  /usr/share/aclocal/quantlib.m4
  /usr/share/man/man1/quantlib-config.1.gz

------------------

Port Notes:

----- version 1.2.1-1bl1 -----
Version bump.

----- version 1.2-1bl1 -----
Version bump.

----- version 1.1-1bl1 -----
Initial release for Cygwin-1.7 by fd0 <https://d.hatena.ne.jp/fd0>