|
638 | 638 | <ClInclude Include="qle\instruments\cliquetoption.hpp" /> |
639 | 639 | <ClInclude Include="qle\instruments\commodityapo.hpp" /> |
640 | 640 | <ClInclude Include="qle\instruments\commodityforward.hpp" /> |
| 641 | + <ClInclude Include="qle\instruments\commodityspreadoption.hpp" /> |
641 | 642 | <ClInclude Include="qle\instruments\crossccybasismtmresetswap.hpp" /> |
642 | 643 | <ClInclude Include="qle\instruments\crossccybasisswap.hpp" /> |
643 | 644 | <ClInclude Include="qle\instruments\crossccyfixfloatmtmresetswap.hpp" /> |
|
684 | 685 | <ClInclude Include="qle\math\method_mt.hpp" /> |
685 | 686 | <ClInclude Include="qle\math\problem_mt.hpp" /> |
686 | 687 | <ClInclude Include="qle\math\differentialevolution_mt.hpp" /> |
| 688 | + <ClInclude Include="qle\methods\brownianbridgepathinterpolator.hpp" /> |
| 689 | + <ClInclude Include="qle\methods\interpolatedvariatemultipathgenerator.hpp" /> |
687 | 690 | <ClInclude Include="qle\methods\multipathgeneratorbase.hpp" /> |
| 691 | + <ClInclude Include="qle\methods\multipathvariategenerator.hpp" /> |
688 | 692 | <ClInclude Include="qle\methods\pathgeneratorfactory.hpp" /> |
| 693 | + <ClInclude Include="qle\methods\projectedbufferedmultipathgenerator.hpp" /> |
| 694 | + <ClInclude Include="qle\methods\projectedbufferedmultipathgeneratorfactory.hpp" /> |
| 695 | + <ClInclude Include="qle\methods\projectedvariatemultipathgenerator.hpp" /> |
| 696 | + <ClInclude Include="qle\methods\projectedvariatepathgeneratorfactory.hpp" /> |
689 | 697 | <ClInclude Include="qle\models\annuitymapping.hpp" /> |
690 | 698 | <ClInclude Include="qle\models\blackscholesmodelwrapper.hpp" /> |
691 | 699 | <ClInclude Include="qle\models\carrmadanarbitragecheck.hpp" /> |
|
695 | 703 | <ClInclude Include="qle\models\cirppimplieddefaulttermstructure.hpp" /> |
696 | 704 | <ClInclude Include="qle\models\cirppparametrization.hpp" /> |
697 | 705 | <ClInclude Include="qle\models\cmscaphelper.hpp" /> |
| 706 | + <ClInclude Include="qle\models\commoditymodel.hpp" /> |
698 | 707 | <ClInclude Include="qle\models\commodityschwartzmodel.hpp" /> |
699 | 708 | <ClInclude Include="qle\models\commodityschwartzparametrization.hpp" /> |
700 | 709 | <ClInclude Include="qle\models\cpicapfloorhelper.hpp" /> |
|
713 | 722 | <ClInclude Include="qle\models\exactbachelierimpliedvolatility.hpp" /> |
714 | 723 | <ClInclude Include="qle\models\futureoptionhelper.hpp" /> |
715 | 724 | <ClInclude Include="qle\models\fxbsconstantparametrization.hpp" /> |
| 725 | + <ClInclude Include="qle\models\fxbsmodel.hpp" /> |
716 | 726 | <ClInclude Include="qle\models\fxbsparametrization.hpp" /> |
717 | 727 | <ClInclude Include="qle\models\fxbspiecewiseconstantparametrization.hpp" /> |
718 | 728 | <ClInclude Include="qle\models\fxeqoptionhelper.hpp" /> |
| 729 | + <ClInclude Include="qle\models\fxmodel.hpp" /> |
719 | 730 | <ClInclude Include="qle\models\gaussian1dcrossassetadaptor.hpp" /> |
720 | 731 | <ClInclude Include="qle\models\hwmodel.hpp" /> |
| 732 | + <ClInclude Include="qle\models\hwparametrization.hpp" /> |
721 | 733 | <ClInclude Include="qle\models\infdkparametrization.hpp" /> |
722 | 734 | <ClInclude Include="qle\models\infjyparameterization.hpp" /> |
723 | 735 | <ClInclude Include="qle\models\irlgm1fconstantparametrization.hpp" /> |
724 | 736 | <ClInclude Include="qle\models\irlgm1fparametrization.hpp" /> |
725 | 737 | <ClInclude Include="qle\models\irlgm1fpiecewiseconstanthullwhiteadaptor.hpp" /> |
726 | 738 | <ClInclude Include="qle\models\irlgm1fpiecewiseconstantparametrization.hpp" /> |
727 | 739 | <ClInclude Include="qle\models\irlgm1fpiecewiselinearparametrization.hpp" /> |
| 740 | + <ClInclude Include="qle\models\irmodel.hpp" /> |
728 | 741 | <ClInclude Include="qle\models\jyimpliedyoyinflationtermstructure.hpp" /> |
729 | 742 | <ClInclude Include="qle\models\jyimpliedzeroinflationtermstructure.hpp" /> |
730 | 743 | <ClInclude Include="qle\models\lgm.hpp" /> |
|
748 | 761 | <ClInclude Include="qle\models\yoyinflationmodeltermstructure.hpp" /> |
749 | 762 | <ClInclude Include="qle\models\yoyswaphelper.hpp" /> |
750 | 763 | <ClInclude Include="qle\models\zeroinflationmodeltermstructure.hpp" /> |
| 764 | + <ClInclude Include="qle\pricingengines\amccalculator.hpp" /> |
| 765 | + <ClInclude Include="qle\pricingengines\analyticbarrierengine.hpp" /> |
751 | 766 | <ClInclude Include="qle\pricingengines\analyticcashsettledeuropeanengine.hpp" /> |
752 | 767 | <ClInclude Include="qle\pricingengines\analyticdoublebarrierbinaryengine.hpp" /> |
| 768 | + <ClInclude Include="qle\pricingengines\analyticdoublebarrierengine.hpp" /> |
753 | 769 | <ClInclude Include="qle\pricingengines\analyticeuropeanengine.hpp" /> |
754 | 770 | <ClInclude Include="qle\pricingengines\analyticeuropeanforwardengine.hpp" /> |
755 | 771 | <ClInclude Include="qle\pricingengines\analyticcclgmfxoptionengine.hpp" /> |
| 772 | + <ClCompile Include="qle\instruments\commodityspreadoption.cpp" /> |
| 773 | + <ClCompile Include="qle\methods\brownianbridgepathinterpolator.cpp" /> |
| 774 | + <ClCompile Include="qle\methods\interpolatedvariatemultipathgenerator.cpp" /> |
| 775 | + <ClCompile Include="qle\methods\multipathvariategenerator.cpp" /> |
| 776 | + <ClCompile Include="qle\methods\projectedbufferedmultipathgenerator.cpp" /> |
| 777 | + <ClCompile Include="qle\methods\projectedvariatemultipathgenerator.cpp" /> |
756 | 778 | <ClCompile Include="qle\models\commodityschwartzmodel.cpp" /> |
757 | 779 | <ClCompile Include="qle\models\commodityschwartzparametrization.cpp" /> |
758 | 780 | <ClCompile Include="qle\models\futureoptionhelper.cpp" /> |
759 | 781 | <ClCompile Include="qle\models\modelimpliedpricetermstructure.cpp" /> |
| 782 | + <ClCompile Include="qle\pricingengines\analyticbarrierengine.cpp" /> |
760 | 783 | <ClCompile Include="qle\pricingengines\analyticdigitalamericanengine.hpp" /> |
761 | 784 | <ClInclude Include="qle\pricingengines\analyticdkcpicapfloorengine.hpp" /> |
762 | 785 | <ClInclude Include="qle\pricingengines\analyticjycpicapfloorengine.hpp" /> |
|
768 | 791 | <ClInclude Include="qle\pricingengines\blackcdsoptionengine.hpp" /> |
769 | 792 | <ClInclude Include="qle\pricingengines\commodityapoengine.hpp" /> |
770 | 793 | <ClInclude Include="qle\pricingengines\commodityschwartzfutureoptionengine.hpp" /> |
| 794 | + <ClInclude Include="qle\pricingengines\commodityspreadoptionengine.hpp" /> |
771 | 795 | <ClInclude Include="qle\pricingengines\commodityswaptionengine.hpp" /> |
772 | 796 | <ClInclude Include="qle\pricingengines\cpibacheliercapfloorengine.hpp" /> |
773 | 797 | <ClInclude Include="qle\pricingengines\cpiblackcapfloorengine.hpp" /> |
|
783 | 807 | <ClInclude Include="qle\pricingengines\discountingswapenginemulticurve.hpp" /> |
784 | 808 | <ClInclude Include="qle\pricingengines\inflationcapfloorengines.hpp" /> |
785 | 809 | <ClInclude Include="qle\pricingengines\lgmconvolutionsolver.hpp" /> |
| 810 | + <ClInclude Include="qle\pricingengines\mccamcurrencyswapengine.hpp" /> |
| 811 | + <ClInclude Include="qle\pricingengines\mccamfxoptionengine.hpp" /> |
| 812 | + <ClInclude Include="qle\pricingengines\mclgmswapengine.hpp" /> |
| 813 | + <ClInclude Include="qle\pricingengines\mclgmswaptionengine.hpp" /> |
| 814 | + <ClInclude Include="qle\pricingengines\mcmultilegbaseengine.hpp" /> |
| 815 | + <ClInclude Include="qle\pricingengines\mcmultilegoptionengine.hpp" /> |
786 | 816 | <ClInclude Include="qle\pricingengines\numericlgmmultilegoptionengine.hpp" /> |
787 | 817 | <ClInclude Include="qle\pricingengines\oiccbasisswapengine.hpp" /> |
788 | 818 | <ClInclude Include="qle\pricingengines\paymentdiscountingengine.hpp" /> |
|
791 | 821 | <ClInclude Include="qle\processes\commodityschwartzstateprocess.hpp" /> |
792 | 822 | <ClInclude Include="qle\processes\crcirppstateprocess.hpp" /> |
793 | 823 | <ClInclude Include="qle\processes\crossassetstateprocess.hpp" /> |
| 824 | + <ClInclude Include="qle\processes\fxbsstateprocess.hpp" /> |
| 825 | + <ClInclude Include="qle\processes\irhwstateprocess.hpp" /> |
794 | 826 | <ClInclude Include="qle\processes\irlgm1fstateprocess.hpp" /> |
795 | 827 | <ClInclude Include="qle\quotes\compositevectorquote.hpp" /> |
796 | 828 | <ClInclude Include="qle\quotes\exceptionquote.hpp" /> |
|
841 | 873 | <ClInclude Include="qle\termstructures\futurepricehelper.hpp" /> |
842 | 874 | <ClInclude Include="qle\termstructures\iborfallbackcurve.hpp" /> |
843 | 875 | <ClInclude Include="qle\termstructures\inflation\constantcpivolatility.hpp" /> |
| 876 | + <ClInclude Include="qle\termstructures\inflation\cpipricevolatilitysurface.hpp" /> |
844 | 877 | <ClInclude Include="qle\termstructures\inflation\cpivolatilitystructure.hpp" /> |
845 | 878 | <ClInclude Include="qle\termstructures\inflation\inflationtraits.hpp" /> |
846 | 879 | <ClInclude Include="qle\termstructures\inflation\piecewisezeroinflationcurve.hpp" /> |
|
1100 | 1133 | <ClCompile Include="qle\models\projectedcrossassetmodel.cpp" /> |
1101 | 1134 | <ClCompile Include="qle\pricingengines\analyticcashsettledeuropeanengine.cpp" /> |
1102 | 1135 | <ClCompile Include="qle\pricingengines\analyticdoublebarrierbinaryengine.cpp" /> |
| 1136 | + <ClCompile Include="qle\pricingengines\analyticdoublebarrierengine.cpp" /> |
1103 | 1137 | <ClCompile Include="qle\pricingengines\analyticeuropeanengine.cpp" /> |
1104 | 1138 | <ClCompile Include="qle\pricingengines\analyticeuropeanforwardengine.cpp" /> |
1105 | 1139 | <ClCompile Include="qle\pricingengines\analyticcclgmfxoptionengine.cpp" /> |
|
1114 | 1148 | <ClCompile Include="qle\pricingengines\blackcdsoptionengine.cpp" /> |
1115 | 1149 | <ClCompile Include="qle\pricingengines\commodityapoengine.cpp" /> |
1116 | 1150 | <ClCompile Include="qle\pricingengines\commodityschwartzfutureoptionengine.cpp" /> |
| 1151 | + <ClCompile Include="qle\pricingengines\commodityspreadoptionengine.cpp" /> |
1117 | 1152 | <ClCompile Include="qle\pricingengines\commodityswaptionengine.cpp" /> |
1118 | 1153 | <ClCompile Include="qle\pricingengines\cpibacheliercapfloorengine.cpp" /> |
1119 | 1154 | <ClCompile Include="qle\pricingengines\cpiblackcapfloorengine.cpp" /> |
|
1129 | 1164 | <ClCompile Include="qle\pricingengines\discountingswapenginemulticurve.cpp" /> |
1130 | 1165 | <ClCompile Include="qle\pricingengines\inflationcapfloorengines.cpp" /> |
1131 | 1166 | <ClCompile Include="qle\pricingengines\lgmconvolutionsolver.cpp" /> |
| 1167 | + <ClCompile Include="qle\pricingengines\mccamcurrencyswapengine.cpp" /> |
| 1168 | + <ClCompile Include="qle\pricingengines\mccamfxoptionengine.cpp" /> |
| 1169 | + <ClCompile Include="qle\pricingengines\mclgmswapengine.cpp" /> |
| 1170 | + <ClCompile Include="qle\pricingengines\mclgmswaptionengine.cpp" /> |
| 1171 | + <ClCompile Include="qle\pricingengines\mcmultilegbaseengine.cpp" /> |
| 1172 | + <ClCompile Include="qle\pricingengines\mcmultilegoptionengine.cpp" /> |
1132 | 1173 | <ClCompile Include="qle\pricingengines\numericlgmmultilegoptionengine.cpp" /> |
1133 | 1174 | <ClCompile Include="qle\pricingengines\oiccbasisswapengine.cpp" /> |
1134 | 1175 | <ClCompile Include="qle\pricingengines\paymentdiscountingengine.cpp" /> |
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