merged branches/R01000x-branch into trunk, respecting ancestry

adj123 · Apr 19, 2010 · 4d9202c · 4d9202c
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diff --git a/Contributors.txt b/Contributors.txt
@@ -1,32 +1,118 @@
 
-We gratefully acknowledge contributions from Nathan Abbott, Xavier
-Abulker, Toyin Akin, Marius Akre, Mario Aleppo, Jose Aparicio, Sercan
-Atalik, Cl�ment Barret, Christopher Baus, Thomas Becker, Micha�l
-Benguigui, Adolfo Benin, Hachemi Benyahia, Luca Berardi, Sylvain
-Bertrand, David Binderman, Theo Boafo, Fakher Braham, Joe Byers,
-Antoine Cellerier, Yee Man Chan, Aurelien Chanudet, Yiping Chen,
-Yanice Cherrak, Warren Chou, Jon Davidson, Daniele De Francesco,
-Fr�d�ric Degraeve, Piero Del Boca, Piter Dias, Cristina Duminuco, Dirk
-Eddelbuettel, Bernd Engelmann, Giorgio Facchinetti, Paul Farrington,
-Lorella Fatone, Luca Ferraro, Chiara Fornarola, Silvia Frasson,
-Andreas Gaida, Matteo Gallivanoni, Roman Gitlin, Marek Glowacki,
-Richard Gomes, Richard Gould, Florent Grenier, Cavit Hafizoglu,
-Michael Heckl, Laurent Hoffmann, Beno�t Houzelle, Frank H�vermann,
-Charles Chongseok Hyun, Simon Ibbotson, Tomoya Kawanishi, Gary
-Kennedy, Matt Knox, Andrew Kolesnikov, Silakhdar Krikeb, Yan Kuang,
-Allen Kuo, Paul Laderoute, James Lee, Samuel Lerouge, Gang Liang,
-Robert Lopez, Andr� Louw, John Maiden, Katiuscia Manzoni, Francesca
-Mariani, Slava Mazur, Enrico Michelotti, Radu Mondescu, Bart Mosley,
-Tiziano M�ller, Bojan Nikolic, Jean Nkeng, Adrian O'Neill, Andrea
-Odetti, Mike Parker, Guillaume Pealat, Gilbert Peffer, Walter
-Penschke, Francesco Perissin, Adrien Pinatton, Gianni Piolanti,
-Mario Pucci, J. Erik Radmall, Fabio Ramponi, Maria Cristina Recchioni,
-Dimitri Reiswich, Sadruddin Rejeb, Alessandro Roveda, Mohamed Amine Sadaoui,
-Alpha Sanou Toure, Tamas Sashalmi, Peter Schmitteckert, Ralph Schreyer, David
-Schwartz, Eugene Shevkoplyas, Enrico Sirola, Maxim Sokolov, Niels
-Elken S�nderby, Andreas Spengler, Roland Stamm, Marco Tarenghi,
-Fran�ois du Vignaud, Charles Whitmore, Bernd Johannes Wuebben, Sun
-Xiuxin, Jeff Yu, and Francesco Zirilli.
+We gratefully acknowledge contributions from:
+
+Nathan Abbott
+Xavier Abulker
+Toyin Akin
+Marius Akre
+Mario Aleppo
+Jose Aparicio
+Sercan Atalik
+Cl�ment Barret
+Christopher Baus
+Thomas Becker
+Micha�l Benguigui
+Adolfo Benin
+Hachemi Benyahia
+Luca Berardi
+Sylvain Bertrand
+David Binderman
+Theo Boafo
+Fakher Braham
+Joe Byers
+Antoine Cellerier
+Yee Man Chan
+Aurelien Chanudet
+Yiping Chen
+Yanice Cherrak
+Warren Chou
+Jon Davidson
+Daniele De Francesco
+Fr�d�ric Degraeve
+Piero Del Boca
+Piter Dias
+Cristina Duminuco
+Dirk Eddelbuettel
+Bernd Engelmann
+Giorgio Facchinetti
+Paul Farrington
+Lorella Fatone
+Luca Ferraro
+Chiara Fornarola
+Silvia Frasson
+Andreas Gaida
+Matteo Gallivanoni
+Roman Gitlin
+Marek Glowacki
+Richard Gomes
+Richard Gould
+Florent Grenier
+Cavit Hafizoglu
+Michael Heckl
+Laurent Hoffmann
+Beno�t Houzelle
+Frank H�vermann
+Charles Chongseok Hyun
+Simon Ibbotson
+Norbert Irmer
+Tomoya Kawanishi
+Gary Kennedy
+Matt Knox
+Andrew Kolesnikov
+Silakhdar Krikeb
+Yan Kuang
+Allen Kuo
+Paul Laderoute
+James Lee
+Samuel Lerouge
+Gang Liang
+Robert Lopez
+Andr� Louw
+John Maiden
+Katiuscia Manzoni
+Francesca Mariani
+Slava Mazur
+Enrico Michelotti
+Radu Mondescu
+Bart Mosley
+Tiziano M�ller
+Bojan Nikolic
+Jean Nkeng
+Adrian O'Neill
+Andrea Odetti
+Mike Parker
+Guillaume Pealat
+Gilbert Peffer
+Walter Penschke
+Francesco Perissin
+Adrien Pinatton
+Gianni Piolanti
+Mario Pucci
+J. Erik Radmall
+Fabio Ramponi
+Maria Cristina Recchioni
+Dimitri Reiswich
+Sadruddin Rejeb
+Alessandro Roveda
+Mohamed Amine Sadaoui
+Alpha Sanou Toure
+Tamas Sashalmi
+Peter Schmitteckert
+Ralph Schreyer
+David Schwartz
+Eugene Shevkoplyas
+Enrico Sirola
+Maxim Sokolov
+Niels Elken S�nderby
+Andreas Spengler
+Roland Stamm
+Marco Tarenghi
+Fran�ois du Vignaud
+Charles Whitmore
+Bernd Johannes Wuebben
+Sun Xiuxin
+Jeff Yu
+Francesco Zirilli
 
 QuantLib includes code taken from Peter J�ckel's book "Monte Carlo
 Methods in Finance".

diff --git a/News.txt b/News.txt
@@ -6,6 +6,9 @@ Changes for QuantLib 1.0.1:
 - The Singleton class should now work correctly when used on the .Net
   platform (thanks to Nathan Abbott.)
 
+- QuantLib now compiles with the Sun Studio compiler on the Solaris
+  platform (thanks to Norbert Irmer for the report and for testing.)
+
 - Bug fix: let an IndexedCashFlow observe its index.
   Previously, index changes would not be propagated to the cash flow
   and thus to any observers of the latter. This affected zero-coupon

diff --git a/QuantLib_vc7.vcproj b/QuantLib_vc7.vcproj
@@ -5649,6 +5649,9 @@
 		<File
 			RelativePath=".\ql\config.msvc.hpp">
 		</File>
+		<File
+			RelativePath=".\ql\config.sun.hpp">
+		</File>
 		<File
 			RelativePath=".\ql\currency.cpp">
 		</File>
@@ -5709,6 +5712,9 @@
 		<File
 			RelativePath=".\ql\interestrate.hpp">
 		</File>
+		<File
+			RelativePath=".\ql\mathconstants.hpp">
+		</File>
 		<File
 			RelativePath=".\ql\money.cpp">
 		</File>

diff --git a/QuantLib_vc8.vcproj b/QuantLib_vc8.vcproj
@@ -7232,6 +7232,10 @@
 			RelativePath=".\ql\config.msvc.hpp"
 			>
 		</File>
+		<File
+			RelativePath=".\ql\config.sun.hpp"
+			>
+		</File>
 		<File
 			RelativePath=".\ql\currency.cpp"
 			>
@@ -7312,6 +7316,10 @@
 			RelativePath=".\ql\interestrate.hpp"
 			>
 		</File>
+		<File
+			RelativePath=".\ql\mathconstants.hpp"
+			>
+		</File>
 		<File
 			RelativePath=".\ql\money.cpp"
 			>

diff --git a/QuantLib_vc9.vcproj b/QuantLib_vc9.vcproj
@@ -7589,6 +7589,10 @@
 			RelativePath=".\ql\config.msvc.hpp"
 			>
 		</File>
+		<File
+			RelativePath=".\ql\config.sun.hpp"
+			>
+		</File>
 		<File
 			RelativePath=".\ql\currency.cpp"
 			>
@@ -7669,6 +7673,10 @@
 			RelativePath=".\ql\interestrate.hpp"
 			>
 		</File>
+		<File
+			RelativePath=".\ql\mathconstants.hpp"
+			>
+		</File>
 		<File
 			RelativePath=".\ql\money.cpp"
 			>

diff --git a/acinclude.m4 b/acinclude.m4
@@ -1,19 +1,4 @@
 
-# QL_CHECK_CONSTANT(NAME,TYPE,HEADER,VALUE,DESCRIPTION)
-# ----------------------------------------------
-# Check whether the constant NAME (of type TYPE) exists in HEADER.
-# It defines it as VALUE if it cannot be found.
-AC_DEFUN([QL_CHECK_CONSTANT],
-[AC_MSG_CHECKING([for $1])
- AC_TRY_COMPILE(
-    [@%:@include<$3>],
-    [$2 x = $1;],
-    [AC_MSG_RESULT([yes])],
-    [AC_MSG_RESULT([no])
-     AC_DEFINE([$1],[$4],[$5])
-    ])
-])
-
 # QL_CHECK_LONG_LONG
 # ----------------------------------------------
 # Check whether long long is supported.

diff --git a/configure.ac b/configure.ac
@@ -65,21 +65,6 @@ AC_LANG([C++])
 
 # Check for mandatory features
 
-QL_CHECK_CONSTANT([M_PI],[double],[cmath],
-                  [3.141592653589793238462643383280],[pi])
-QL_CHECK_CONSTANT([M_PI_2],[double],[cmath],
-                  [1.57079632679489661923],[pi/2])
-QL_CHECK_CONSTANT([M_SQRTPI],[double],[cmath],
-                  [1.77245385090551602792981],[sqrt(pi)])
-QL_CHECK_CONSTANT([M_1_SQRTPI],[double],[cmath],
-                  [0.564189583547756286948],[1/sqrt(pi)])
-QL_CHECK_CONSTANT([M_SQRT2],[double],[cmath],
-                  [1.41421356237309504880],[sqrt(2)])
-QL_CHECK_CONSTANT([M_SQRT_2],[double],[cmath],
-                  [0.7071067811865475244008443621048],[1/sqrt(2)])
-QL_CHECK_CONSTANT([M_LN2],[double],[cmath],
-                  [0.693147180559945309417],[ln(2)])
-
 QL_CHECK_ASINH
 
 # Check for Boost components

diff --git a/ql/Makefile.am b/ql/Makefile.am
@@ -37,6 +37,7 @@ this_include_HEADERS = \
 	index.hpp \
 	instrument.hpp \
 	interestrate.hpp \
+	mathconstants.hpp \
 	money.hpp \
 	numericalmethod.hpp \
 	option.hpp \
@@ -98,6 +99,7 @@ EXTRA_DIST= \
 	config.ansi.hpp \
 	config.msvc.hpp \
 	config.mingw.hpp \
+	config.sun.hpp \
 	userconfig.hpp
 
 quantlib.hpp: Makefile.am
@@ -111,7 +113,7 @@ quantlib.hpp: Makefile.am
 	echo "#endif" >> $@
 	echo >> $@
 	for i in $(filter-out auto_link.hpp config.hpp quantlib.hpp \
-                          qldefines.hpp version.hpp, \
+                          qldefines.hpp mathconstants.hpp version.hpp, \
 	           $(this_include_HEADERS)); do \
 		echo "#include <${subdir}/$$i>" >> $@; \
 	done

diff --git a/ql/config.ansi.hpp b/ql/config.ansi.hpp
@@ -23,14 +23,5 @@
 
 #include <ql/userconfig.hpp>
 
-/*******************************************
-   System configuration section:
-   do not modify the following definitions.
- *******************************************/
-
-#define M_SQRT_2    0.7071067811865475244008443621048490392848359376887
-#define M_1_SQRTPI  0.564189583547756286948
-#define M_SQRTPI    1.77245385090551602792981
-
 
 #endif
diff --git a/ql/config.mingw.hpp b/ql/config.mingw.hpp
@@ -23,23 +23,5 @@
 
 #include <ql/userconfig.hpp>
 
-/*******************************************
-   System configuration section:
-   do not modify the following definitions.
- *******************************************/
-
-#define M_SQRT_2    0.7071067811865475244008443621048490392848359376887
-#define M_1_SQRTPI  0.564189583547756286948
-#define M_SQRTPI    1.77245385090551602792981
-//#define M_IVLN10    0.434294481903251827651 /* 1 / log(10) */
-//#define M_LOG2_E    0.693147180559945309417
-//#define M_TWOPI     (M_PI * 2.0)
-//#define M_3PI_4     2.3561944901923448370E0
-//#define M_SQRT1_2   0.7071067811865475244008443621048490392848359376887
-//#define M_LN2LO     1.9082149292705877000E-10
-//#define M_LN2HI     6.9314718036912381649E-1
-//#define M_SQRT3     1.73205080756887719000
-//#define M_INVLN2    1.4426950408889633870E0  /* 1 / log(2) */
-
 
 #endif