makefile.am

风险财务控制库 Risk Quantify is an open source financial library, with a focus on managing the risk of fi

if enable_fpml
TARGET = librqfpml.a
else
TARGET =
endif

lib_LIBRARIES = $(TARGET)

librqfpml_a_SOURCES = \
	rq_fpml_address.c \
	rq_fpml_adjustable_date.c \
	rq_fpml_adjustable_dates.c \
	rq_fpml_adjustable_or_relative_date.c \
	rq_fpml_adjustable_or_relative_dates.c \
	rq_fpml_american_exercise.c \
	rq_fpml_amount_schedule.c \
	rq_fpml_automatic_exercise.c \
	rq_fpml_bermudan_exercise.c \
	rq_fpml_bullet_payment.c \
	rq_fpml_business_centers.c \
	rq_fpml_business_center_time.c \
	rq_fpml_business_date_range.c \
	rq_fpml_business_day_adjustments.c \
	rq_fpml_calculation_agent.c \
	rq_fpml_calculation.c \
	rq_fpml_calculation_period_amount.c \
	rq_fpml_calculation_period.c \
	rq_fpml_calculation_period_dates.c \
	rq_fpml_calculation_period_frequency.c \
	rq_fpml_cancelable_provision_adjusted_dates.c \
	rq_fpml_cancelable_provision.c \
	rq_fpml_cancellation_event.c \
	rq_fpml_cap_floor.c \
	rq_fpml_cashflows.c \
	rq_fpml_cash_price_method.c \
	rq_fpml_cash_settlement.c \
	rq_fpml_cash_settlement_payment_date.c \
	rq_fpml_cash_settlement_reference_banks.c \
	rq_fpml_currency_flow.c \
	rq_fpml_date_range.c \
	rq_fpml_discounting.c \
	rq_fpml_documentation.c \
	rq_fpml_early_termination_event.c \
	rq_fpml_early_termination_provision.c \
	rq_fpml_equity_american_exercise.c \
	rq_fpml_equity.c \
	rq_fpml_equity_european_exercise.c \
	rq_fpml_equity_exercise.c \
	rq_fpml_equity_multiple_exercise.c \
	rq_fpml_equity_option.c \
	rq_fpml_equity_premium.c \
	rq_fpml_equity_strike.c \
	rq_fpml_equity_valuation.c \
	rq_fpml_european_exercise.c \
	rq_fpml_exchange_rate.c \
	rq_fpml_exercise_event.c \
	rq_fpml_exercise_fee.c \
	rq_fpml_exercise_fee_schedule.c \
	rq_fpml_exercise_notice.c \
	rq_fpml_exercise_procedure.c \
	rq_fpml_exercise_selection.c \
	rq_fpml_expiry_date_time.c \
	rq_fpml_extendible_provision_adjusted_dates.c \
	rq_fpml_extendible_provision.c \
	rq_fpml_extension_event.c \
	rq_fpml_extraordinary_events.c \
	rq_fpml_fee.c \
	rq_fpml_floating_rate.c \
	rq_fpml_floating_rate_calculation.c \
	rq_fpml_floating_rate_definition.c \
	rq_fpml_fra.c \
	rq_fpml_fx_american_trigger.c \
	rq_fpml_fx_average_rate_observation_date.c \
	rq_fpml_fx_average_rate_observation_schedule.c \
	rq_fpml_fx_average_rate_option.c \
	rq_fpml_fx_barrier.c \
	rq_fpml_fx_barrier_option.c \
	rq_fpml_fx_cash_settlement.c \
	rq_fpml_fx_digital_option.c \
	rq_fpml_fx_european_trigger.c \
	rq_fpml_fx_fixing.c \
	rq_fpml_fx_leg.c \
	rq_fpml_fx_linked_notional_amount.c \
	rq_fpml_fx_linked_notional_schedule.c \
	rq_fpml_fx_option_leg.c \
	rq_fpml_fx_option_payout.c \
	rq_fpml_fx_option_premium.c \
	rq_fpml_fx_rate.c \
	rq_fpml_fx_spot_rate_source.c \
	rq_fpml_fx_strike_price.c \
	rq_fpml_fx_swap.c \
	rq_fpml_information_source.c \
	rq_fpml_interest_rate_stream.c \
	rq_fpml_intermediary_information.c \
	rq_fpml_interval.c \
	rq_fpml_mandatory_early_termination_adjusted_dates.c \
	rq_fpml_mandatory_early_termination.c \
	rq_fpml_manual_exercise.c \
	rq_fpml_master_agreement.c \
	rq_fpml_merger_events.c \
	rq_fpml_money.c \
	rq_fpml_multiple_exercise.c \
	rq_fpml_notional.c \
	rq_fpml_notional_step_rule.c \
	rq_fpml_observed_rates.c \
	rq_fpml_offset.c \
	rq_fpml_optional_early_termination_adjusted_dates.c \
	rq_fpml_optional_early_termination.c \
	rq_fpml_partial_exercise.c \
	rq_fpml_party.c \
	rq_fpml_party_contact.c \
	rq_fpml_party_details.c \
	rq_fpml_party_portfolio_name.c \
	rq_fpml_party_trade_identifier.c \
	rq_fpml_payment.c \
	rq_fpml_payment_calculation_period.c \
	rq_fpml_payment_dates.c \
	rq_fpml_portfolio.c \
	rq_fpml_premium_quote.c \
	rq_fpml_principal_exchange.c \
	rq_fpml_principal_exchanges.c \
	rq_fpml_product_bulletpayment.c \
	rq_fpml_product.c \
	rq_fpml_product_capfloor.c \
	rq_fpml_product_equityoption.c \
	rq_fpml_product_fra.c \
	rq_fpml_product_fxaveragerateoption.c \
	rq_fpml_product_fxbarrieroption.c \
	rq_fpml_product_fxdigitaloption.c \
	rq_fpml_product_fxsimpleoption.c \
	rq_fpml_product_fxsingleleg.c \
	rq_fpml_product_fxswap.c \
	rq_fpml_product_selection.c \
	rq_fpml_product_strategy.c \
	rq_fpml_product_swap.c \
	rq_fpml_product_swaption.c \
	rq_fpml_quoted_as.c \
	rq_fpml_quoted_currency_pair.c \
	rq_fpml_rate_observation.c \
	rq_fpml_reference_bank.c \
	rq_fpml_relative_date_offset.c \
	rq_fpml_relative_dates.c \
	rq_fpml_reset_dates.c \
	rq_fpml_reset_frequency.c \
	rq_fpml_root.c \
	rq_fpml_rounding.c \
	rq_fpml_routing.c \
	rq_fpml_routing_explicit_details.c \
	rq_fpml_routing_ids_and_explicit_details.c \
	rq_fpml_routing_ids.c \
	rq_fpml_schedule.c \
	rq_fpml_settlement_information.c \
	rq_fpml_settlement_instruction.c \
	rq_fpml_settlement_rate_source.c \
	rq_fpml_shared_american_exercise.c \
	rq_fpml_side_rate.c \
	rq_fpml_side_rates.c \
	rq_fpml_single_party_option.c \
	rq_fpml_split_settlement.c \
	rq_fpml_step.c \
	rq_fpml_strategy.c \
	rq_fpml_street_address.c \
	rq_fpml_strike.c \
	rq_fpml_strike_schedule.c \
	rq_fpml_stub.c \
	rq_fpml_stub_calculation_period_amount.c \
	rq_fpml_swap.c \
	rq_fpml_swaption_adjusted_dates.c \
	rq_fpml_swaption.c \
	rq_fpml_trade.c \
	rq_fpml_trade_header.c \
	rq_fpml_yield_curve_method.c

pkginclude_HEADERS = \
	rq_fpml_address.h \
	rq_fpml_adjustable_date.h \
	rq_fpml_adjustable_dates.h \
	rq_fpml_adjustable_or_relative_date.h \
	rq_fpml_adjustable_or_relative_dates.h \
	rq_fpml_american_exercise.h \
	rq_fpml_amount_schedule.h \
	rq_fpml_automatic_exercise.h \
	rq_fpml_bermudan_exercise.h \
	rq_fpml_bullet_payment.h \
	rq_fpml_business_center_mgr.h \
	rq_fpml_business_centers.h \
	rq_fpml_business_center_time.h \
	rq_fpml_business_date_range.h \
	rq_fpml_business_day_adjustments.h \
	rq_fpml_calculation_agent.h \
	rq_fpml_calculation.h \
	rq_fpml_calculation_period_amount.h \
	rq_fpml_calculation_period_dates.h \
	rq_fpml_calculation_period_frequency.h \
	rq_fpml_calculation_period.h \
	rq_fpml_cancelable_provision_adjusted_dates.h \
	rq_fpml_cancelable_provision.h \
	rq_fpml_cancellation_event.h \
	rq_fpml_cap_floor.h \
	rq_fpml_cashflows.h \
	rq_fpml_cash_price_method.h \
	rq_fpml_cash_settlement.h \
	rq_fpml_cash_settlement_payment_date.h \
	rq_fpml_cash_settlement_reference_banks.h \
	rq_fpml_currency_flow.h \
	rq_fpml_date_range.h \
	rq_fpml_discounting.h \
	rq_fpml_documentation.h \
	rq_fpml_early_termination_event.h \
	rq_fpml_early_termination_provision.h \
	rq_fpml_equity_american_exercise.h \
	rq_fpml_equity_european_exercise.h \
	rq_fpml_equity_exercise.h \
	rq_fpml_equity.h \
	rq_fpml_equity_multiple_exercise.h \
	rq_fpml_equity_option.h \
	rq_fpml_equity_premium.h \
	rq_fpml_equity_strike.h \
	rq_fpml_equity_valuation.h \
	rq_fpml_european_exercise.h \
	rq_fpml_exchange_rate.h \
	rq_fpml_exercise_event.h \
	rq_fpml_exercise_fee.h \
	rq_fpml_exercise_fee_schedule.h \
	rq_fpml_exercise_notice.h \
	rq_fpml_exercise_procedure.h \
	rq_fpml_exercise_selection.h \
	rq_fpml_expiry_date_time.h \
	rq_fpml_extendible_provision_adjusted_dates.h \
	rq_fpml_extendible_provision.h \
	rq_fpml_extension_event.h \
	rq_fpml_extraordinary_events.h \
	rq_fpml_fee.h \
	rq_fpml_floating_rate_calculation.h \
	rq_fpml_floating_rate_definition.h \
	rq_fpml_floating_rate.h \
	rq_fpml_fra.h \
	rq_fpml_fx_american_trigger.h \
	rq_fpml_fx_average_rate_observation_date.h \
	rq_fpml_fx_average_rate_observation_schedule.h \
	rq_fpml_fx_average_rate_option.h \
	rq_fpml_fx_barrier.h \
	rq_fpml_fx_barrier_option.h \
	rq_fpml_fx_cash_settlement.h \
	rq_fpml_fx_digital_option.h \
	rq_fpml_fx_european_trigger.h \
	rq_fpml_fx_fixing.h \
	rq_fpml_fx_leg.h \
	rq_fpml_fx_linked_notional_amount.h \
	rq_fpml_fx_linked_notional_schedule.h \
	rq_fpml_fx_option_leg.h \
	rq_fpml_fx_option_payout.h \
	rq_fpml_fx_option_premium.h \
	rq_fpml_fx_rate.h \
	rq_fpml_fx_spot_rate_source.h \
	rq_fpml_fx_strike_price.h \
	rq_fpml_fx_swap.h \
	rq_fpml.h \
	rq_fpml_information_source.h \
	rq_fpml_interest_rate_stream.h \
	rq_fpml_intermediary_information.h \
	rq_fpml_interval.h \
	rq_fpml_mandatory_early_termination_adjusted_dates.h \
	rq_fpml_mandatory_early_termination.h \
	rq_fpml_manual_exercise.h \
	rq_fpml_master_agreement.h \
	rq_fpml_merger_events.h \
	rq_fpml_money.h \
	rq_fpml_multiple_exercise.h \
	rq_fpml_notional.h \
	rq_fpml_notional_step_rule.h \
	rq_fpml_observed_rates.h \
	rq_fpml_offset.h \
	rq_fpml_optional_early_termination_adjusted_dates.h \
	rq_fpml_optional_early_termination.h \
	rq_fpml_partial_exercise.h \
	rq_fpml_party_contact.h \
	rq_fpml_party_details.h \
	rq_fpml_party.h \
	rq_fpml_party_portfolio_name.h \
	rq_fpml_party_trade_identifier.h \
	rq_fpml_payment_calculation_period.h \
	rq_fpml_payment_dates.h \
	rq_fpml_payment.h \
	rq_fpml_portfolio.h \
	rq_fpml_premium_quote.h \
	rq_fpml_principal_exchange.h \
	rq_fpml_principal_exchanges.h \
	rq_fpml_product_bulletpayment.h \
	rq_fpml_product_capfloor.h \
	rq_fpml_product_equityoption.h \
	rq_fpml_product_fra.h \
	rq_fpml_product_fxaveragerateoption.h \
	rq_fpml_product_fxbarrieroption.h \
	rq_fpml_product_fxdigitaloption.h \
	rq_fpml_product_fxsimpleoption.h \
	rq_fpml_product_fxsingleleg.h \
	rq_fpml_product_fxswap.h \
	rq_fpml_product.h \
	rq_fpml_product_selection.h \
	rq_fpml_product_strategy.h \
	rq_fpml_product_swap.h \
	rq_fpml_product_swaption.h \
	rq_fpml_quoted_as.h \
	rq_fpml_quoted_currency_pair.h \
	rq_fpml_rate_observation.h \
	rq_fpml_reference_bank.h \
	rq_fpml_relative_date_offset.h \
	rq_fpml_relative_dates.h \
	rq_fpml_reset_dates.h \
	rq_fpml_reset_frequency.h \
	rq_fpml_root.h \
	rq_fpml_rounding.h \
	rq_fpml_routing_explicit_details.h \
	rq_fpml_routing.h \
	rq_fpml_routing_ids_and_explicit_details.h \
	rq_fpml_routing_ids.h \
	rq_fpml_schedule.h \
	rq_fpml_settlement_information.h \
	rq_fpml_settlement_instruction.h \
	rq_fpml_settlement_rate_source.h \
	rq_fpml_shared_american_exercise.h \
	rq_fpml_side_rate.h \
	rq_fpml_side_rates.h \
	rq_fpml_single_party_option.h \
	rq_fpml_split_settlement.h \
	rq_fpml_step.h \
	rq_fpml_strategy.h \
	rq_fpml_street_address.h \
	rq_fpml_strike.h \
	rq_fpml_strike_schedule.h \
	rq_fpml_stub_calculation_period_amount.h \
	rq_fpml_stub.h \
	rq_fpml_swap.h \
	rq_fpml_swaption_adjusted_dates.h \
	rq_fpml_swaption.h \
	rq_fpml_trade.h \
	rq_fpml_trade_header.h \
	rq_fpml_yield_curve_method.h

AM_CFLAGS = -I..

SUBDIRS = msvc