makefile

Financial Recipes

ZIPFILE = all_cc_progs.zip
ALLFILES = readme testing.cc
PROGS += 
pack:
	zip $(ZIPFILE) makefile $(ALLFILES)
crunch: clean
	zip -m $(ZIPFILE) $(ALLFILES) 
unpack:
	unzip -u -o $(ZIPFILE)
TO_CLEAN_FILES += *.cc *.h  recipes.zip 

install-h:
install-lib:

WWWOBJS = recipes.zip
WWWDIR = /home/bernt/public_html/gcc_prog/recipes
install-www: $(WWWOBJS)
	cp -f $(WWWOBJS) $(WWWDIR)
fin_recipes.h:
	cp ../h_files/fin_recipes.h .
recipes.zip:  makefile fin_recipes.h makefile
	zip   recipes makefile readme
	zip -m  recipes *.cc *.h 
#include $(SETUP)/make_com.def

testing.o: fin_recipes.h

CXX= gcc
CXXFLAGS = -c -O2
 %.o : %.cc
	$(CXX) $(CXXFLAGS) $*.cc

LIBOBJS += cflow_irr.o cflow_irr_test_unique.o cflow_pv.o cflow_pv_discrete.o 

LIBOBJS += termstru_forward_interpolated.o termstru_transforms.o termstru_yield_interpolated.o

LIBOBJS += black_scholes_call.o black_scholes_call_div.o black_scholes_delta_call.o  \
 black_scholes_delta_put.o black_scholes_imp_vol_bisect.o black_scholes_imp_vol_newt.o \
 black_scholes_partials_call.o black_scholes_partials_put.o black_scholes_price_payout_call.o \
 black_scholes_price_payout_put.o black_scholes_put.o black_scholes_put_div.o 

LIBOBJS += bin_am_call.o bin_am_delta_call.o bin_am_delta_put.o bin_am_div_call.o \
 bin_am_div_put.o bin_am_partials_call.o bin_am_partials_put.o bin_am_prop_div_call.o \
 bin_am_prop_div_put.o bin_am_put.o bin_eur_call.o bin_eur_call_ud.o bin_eur_put.o \
            bin_am_call_payout.o bin_am_put_payout.o

LIBOBJS += anal_price_am_call_div.o 

LIBOBJS += approx_am_call.o approx_am_put.o 

LIBOBJS += bondopt_call_bs.o bondopt_call_coupon_bs.o bondopt_call_coupon_rend_bart.o \
           bondopt_call_rend_bart.o bondopt_put_bs.o bondopt_put_coupon_bs.o \

LIBOBJS += currency_opt_bin_call.o currency_opt_bin_put.o

LIBOBJS += exotics_lookback_call.o exotics_lookback_put.o

LIBOBJS += findiff_exp_am_call.o findiff_exp_am_put.o findiff_exp_eur_call.o findiff_exp_eur_put.o
LIBOBJS += futures_opt_call_bin.o futures_opt_put_bin.o
LIBOBJS += merton_jump_diff_call.o
LIBOBJS += simulated_call_euro.o simulated_delta_call.o simulated_delta_put.o simulated_put_euro.o
LIBOBJS += \
           simulate_european_options_generic_routine.o \
        simulate_lognormal_variable.o \
#           simulate_european_options_generic_routine_control_variate.o
#simulate_european_options_generic_routine_antithetic_variate.o \

LIBOBJS += normdist_bivariate.o normdist.o cum_normal_bivariate.o cum_normal.o \
           random_normal.o random_uniform.o

LIB = librecipes.a 
$(LIB): $(LIBOBJS)
	ar r $(LIB) $(LIBOBJS)
lib: $(LIB)
t: testing
testing: testing.o $(LIB)
	g++ ./testing.o  librecipes.a -L. -lrecipes -o testing 
TO_CLEAN_FILES += $(LIB)
TO_CLEAN_FILES += *.o

clean:
	rm -f $(TO_CLEAN_FILES) 
realclean: clean
run: testing
	./testing