Boost 1.39 or later required.

This allows one to use make_shared to create shared_ptr instances.
Unfortunately, the C++03 version only allows a maximum of 9 constructor
arguments, so we won't be able to use it everywhere.

(Also, let's use make_shared in new code, and by all means use it to
replace explicit new when you come across it, but I wouldn't go and
hunt for all allocations. A quick grep call gives more than 1000 hits,
and the time to change them all is better spent for something else.)

Author: lballabio

QuantLib.spec.in

@@ -30,8 +30,8 @@ and developers.
 %package devel
 Summary: The header files and the static library.
 Group: Development/Libraries
-Requires: QuantLib = %{version}, boost >= 1.34.1
-BuildRequires: boost-devel >= 1.34.1
+Requires: QuantLib = %{version}, boost >= 1.39.0
+BuildRequires: boost-devel >= 1.39.0
 
 %description devel
 QuantLib is an open source C++ library for financial quantitative analysts
@@ -43,8 +43,8 @@ use the QuantLib C++ libraries.
 %package test-suite
 Summary: The test-suite to check the setup of quantlib installation.
 Group: Development/Tools
-Requires: QuantLib = %{version}, boost-test >= 1.34.1
-BuildRequires: boost-test >= 1.34.1
+Requires: QuantLib = %{version}, boost-test >= 1.39.0
+BuildRequires: boost-test >= 1.39.0
 
 %description test-suite
 QuantLib is an open source C++ library for financial quantitative analysts

Readme.txt

@@ -12,7 +12,7 @@ in a number of formats from <http://quantlib.org>.
 
 QuantLib depends on Boost <http://www.boost.org>. You will need to
 download, build, and install Boost before compiling and using
-QuantLib. Boost 1.34.1 or later is required.
+QuantLib. Boost 1.39 or later is required.
 
 Please report bugs using the Bug Tracker at
 <http://sourceforge.net/tracker/?group_id=12740&atid=112740>,

acinclude.m4

@@ -55,11 +55,11 @@ AC_DEFUN([QL_CHECK_BOOST_DEVEL],
 # ----------------------
 # Check whether the Boost installation is up to date
 AC_DEFUN([QL_CHECK_BOOST_VERSION],
-[AC_MSG_CHECKING([Boost version])
+[AC_MSG_CHECKING([for Boost version >= 1.39])
  AC_REQUIRE([QL_CHECK_BOOST_DEVEL])
  AC_TRY_COMPILE(
     [@%:@include <boost/version.hpp>],
-    [@%:@if BOOST_VERSION < 103100
+    [@%:@if BOOST_VERSION < 103900
      @%:@error too old
      @%:@endif],
     [AC_MSG_RESULT([yes])],

ql/math/distributions/normaldistribution.cpp

@@ -22,10 +22,7 @@
 
 #include <ql/math/distributions/normaldistribution.hpp>
 #include <ql/math/comparison.hpp>
-
-#if BOOST_VERSION >= 103500
 #include <boost/math/distributions/normal.hpp>
-#endif
 
 namespace QuantLib {
 
@@ -170,7 +167,6 @@ namespace QuantLib {
         return average_ + result*sigma_;
     }
 
-#if BOOST_VERSION >= 103500
     MaddockInverseCumulativeNormal::MaddockInverseCumulativeNormal(
         Real average, Real sigma)
     : average_(average), sigma_(sigma) {}
@@ -179,5 +175,5 @@ namespace QuantLib {
 		return boost::math::quantile(
             boost::math::normal_distribution<Real>(average_, sigma_), x);
 	}
-#endif
+
 }

ql/math/distributions/normaldistribution.hpp

@@ -225,7 +225,6 @@ namespace QuantLib {
         static const Real c8_;
     };
 
-#if BOOST_VERSION >= 103500
     //! Maddock Inverse cumulative normal distribution class
     /*! Given x between zero and one as
         the integral value of a gaussian normal distribution
@@ -250,7 +249,7 @@ namespace QuantLib {
       private:
         const Real average_, sigma_;
     };
-#endif
+
 
     // inline definitions
 

ql/money.cpp

@@ -193,7 +193,7 @@ namespace QuantLib {
 
 
     std::ostream& operator<<(std::ostream& out, const Money& m) {
-        #if defined(QL_PATCH_MSVC71) && BOOST_VERSION > 103600
+        #if defined(QL_PATCH_MSVC71)
         // boost::format doesn't work with VC7 - simplified output
         return out << m.currency().code() << " "
                    << m.rounded().value();

ql/qldefines.hpp

@@ -36,7 +36,7 @@
 
 #include <boost/config.hpp>
 #include <boost/version.hpp>
-#if BOOST_VERSION < 103100
+#if BOOST_VERSION < 103900
     #error using an old version of Boost, please update.
 #endif
 #if !defined(BOOST_ENABLE_ASSERT_HANDLER)

test-suite/distributions.cpp

@@ -250,7 +250,6 @@ void DistributionTest::testNormal() {
                     << "tolerance exceeded");
     }
 
-#if BOOST_VERSION >= 103500
     MaddockInverseCumulativeNormal mInvCum(average, sigma);
     std::transform(x.begin(),x.end(), x.begin(), diff.begin(),
     			   compose3(std::minus<Real>(),
@@ -262,7 +261,6 @@ void DistributionTest::testNormal() {
                     << QL_SCIENTIFIC << e << "\n"
                     << "tolerance exceeded");
     }
-#endif
 
     // check that cum.derivative = Gaussian
     for (i=0; i<x.size(); i++)

test-suite/fdheston.cpp

@@ -55,9 +55,7 @@
 #include <ql/experimental/finitedifferences/fdmhestonfwdop.hpp>
 
 #include <boost/math/special_functions/gamma.hpp>
-#if BOOST_VERSION >= 103900
 #include <boost/math/distributions/non_central_chi_squared.hpp>
-#endif
 
 using namespace QuantLib;
 using boost::unit_test_framework::test_suite;
@@ -789,7 +787,6 @@ void FdHestonTest::testBlackScholesFokkerPlanckFwdEquation() {
 
 namespace {
 
-    #if BOOST_VERSION >= 103900
     Real squareRootGreensFct(Real v0, Real kappa, Real theta,
                              Real sigma, Real t, Real x) {
 
@@ -803,7 +800,6 @@ namespace {
 
         return boost::math::pdf(dist, x/k) / k;
     }
-    #endif
 
     Real stationaryProbabilityFct(Real kappa, Real theta,
                                    Real sigma, Real v) {
@@ -839,8 +835,6 @@ namespace {
 }
 
 void FdHestonTest::testSquareRootZeroFlowBC() {
-    #if BOOST_VERSION >= 103900
-
     BOOST_TEST_MESSAGE("Testing Zero Flow BC for the square root process...");
 
     SavedSettings backup;
@@ -904,7 +898,6 @@ void FdHestonTest::testSquareRootZeroFlowBC() {
                        << "\n   tolerance:  " << tol);
         }
     }
-    #endif
 }
 
 
@@ -1054,8 +1047,6 @@ void FdHestonTest::testSquareRootEvolveWithStationaryDensity() {
 }
 
 void FdHestonTest::testSquareRootFokkerPlanckFwdEquation() {
-    #if BOOST_VERSION >= 103900
-
     BOOST_TEST_MESSAGE("Testing Fokker-Planck forward equation "
                        "for the square root process with Dirac start...");
 
@@ -1120,7 +1111,6 @@ void FdHestonTest::testSquareRootFokkerPlanckFwdEquation() {
                        << "\n   tolerance:  " << tol);
         }
     }
-    #endif
 }
 
 
@@ -1310,16 +1300,12 @@ test_suite* FdHestonTest::experimental() {
     test_suite* suite = BOOST_TEST_SUITE("Finite Difference Heston tests");
     suite->add(QUANTLIB_TEST_CASE(
         &FdHestonTest::testBlackScholesFokkerPlanckFwdEquation));
-    #if BOOST_VERSION >= 103900
     suite->add(QUANTLIB_TEST_CASE(&FdHestonTest::testSquareRootZeroFlowBC));
-    #endif
     suite->add(QUANTLIB_TEST_CASE(&FdHestonTest::testTransformedZeroFlowBC));
     suite->add(QUANTLIB_TEST_CASE(
           &FdHestonTest::testSquareRootEvolveWithStationaryDensity));
-    #if BOOST_VERSION >= 103900
     suite->add(QUANTLIB_TEST_CASE(
         &FdHestonTest::testSquareRootFokkerPlanckFwdEquation));
-    #endif
     suite->add(QUANTLIB_TEST_CASE(
         &FdHestonTest::testHestonFokkerPlanckFwdEquation));
 

test-suite/fdmlinearop.cpp

@@ -1276,7 +1276,6 @@ void FdmLinearOpTest::testSpareMatrixReference() {
 
 namespace {
 #ifndef QL_NO_UBLAS_SUPPORT
-#if BOOST_VERSION >= 103900
     Size nrElementsOfSparseMatrix(const SparseMatrix& m) {
         Size retVal = 0;
         for (SparseMatrix::const_iterator1 i1 = m.begin1();
@@ -1286,12 +1285,10 @@ namespace {
         return retVal;
     }
 #endif
-#endif
 }
 
 void FdmLinearOpTest::testSparseMatrixZeroAssignment() {
 #ifndef QL_NO_UBLAS_SUPPORT
-#if BOOST_VERSION >= 103900
     BOOST_TEST_MESSAGE("Testing SparseMatrix zero assignment...");
 
     SparseMatrix m(5,5);
@@ -1311,7 +1308,6 @@ void FdmLinearOpTest::testSparseMatrixZeroAssignment() {
         BOOST_FAIL("three elements expected");
     }
 #endif
-#endif
 }
 
 test_suite* FdmLinearOpTest::suite() {