finance/quantlib: upgrade from 1.38 to 1.40

Changelog: https://github.com/lballabio/QuantLib/releases/tag/v1.39
Changelog: https://github.com/lballabio/QuantLib/releases/tag/v1.40

PR:		290332

3 files changed, 20 insertions, 6 deletions

diff --git a/finance/quantlib/Makefile b/finance/quantlib/Makefile
index b96428eaacba..727858eeb2c9 100644
--- a/finance/quantlib/Makefile
+++ b/finance/quantlib/Makefile
@@ -1,5 +1,5 @@
 PORTNAME=	quantlib
-PORTVERSION=	1.38
+PORTVERSION=	1.40
 CATEGORIES=	finance math devel
 MASTER_SITES=	https://github.com/lballabio/QuantLib/releases/download/v${PORTVERSION}/
 DISTNAME=	QuantLib-${PORTVERSION}
diff --git a/finance/quantlib/distinfo b/finance/quantlib/distinfo
index 98fd96059a87..0acb688123d1 100644
--- a/finance/quantlib/distinfo
+++ b/finance/quantlib/distinfo
@@ -1,3 +1,3 @@
-TIMESTAMP = 1745616980
-SHA256 (QuantLib-1.38.tar.gz) = 7280ffd0b81901f8a9eb43bb4229e4de78384fc8bb2d9dcfb5aa8cf8b257b439
-SIZE (QuantLib-1.38.tar.gz) = 9434206
+TIMESTAMP = 1760673650
+SHA256 (QuantLib-1.40.tar.gz) = 5d6b971b998b8b47e5694dfc4851e9c8809624ff24c620579efc7fedef9dc149
+SIZE (QuantLib-1.40.tar.gz) = 9479616
diff --git a/finance/quantlib/pkg-plist b/finance/quantlib/pkg-plist
index 3e3f205b8fa1..bd37366626d3 100644
--- a/finance/quantlib/pkg-plist
+++ b/finance/quantlib/pkg-plist
@@ -355,8 +355,10 @@ include/ql/indexes/ibor/bibor.hpp
 include/ql/indexes/ibor/bkbm.hpp
 include/ql/indexes/ibor/cadlibor.hpp
 include/ql/indexes/ibor/cdor.hpp
+include/ql/indexes/ibor/cdi.hpp
 include/ql/indexes/ibor/chflibor.hpp
 include/ql/indexes/ibor/corra.hpp
+include/ql/indexes/ibor/custom.hpp
 include/ql/indexes/ibor/destr.hpp
 include/ql/indexes/ibor/dkklibor.hpp
 include/ql/indexes/ibor/eonia.hpp
@@ -374,6 +376,7 @@ include/ql/indexes/ibor/nzdlibor.hpp
 include/ql/indexes/ibor/nzocr.hpp
 include/ql/indexes/ibor/pribor.hpp
 include/ql/indexes/ibor/robor.hpp
+include/ql/indexes/ibor/saron.hpp
 include/ql/indexes/ibor/seklibor.hpp
 include/ql/indexes/ibor/shibor.hpp
 include/ql/indexes/ibor/sofr.hpp
@@ -382,6 +385,7 @@ include/ql/indexes/ibor/swestr.hpp
 include/ql/indexes/ibor/thbfix.hpp
 include/ql/indexes/ibor/tibor.hpp
 include/ql/indexes/ibor/tona.hpp
+include/ql/indexes/ibor/tonar.hpp
 include/ql/indexes/ibor/trlibor.hpp
 include/ql/indexes/ibor/usdlibor.hpp
 include/ql/indexes/ibor/wibor.hpp
@@ -439,9 +443,7 @@ include/ql/instruments/compoundoption.hpp
 include/ql/instruments/cpicapfloor.hpp
 include/ql/instruments/cpiswap.hpp
 include/ql/instruments/creditdefaultswap.hpp
-include/ql/instruments/dividendbarrieroption.hpp
 include/ql/instruments/dividendschedule.hpp
-include/ql/instruments/dividendvanillaoption.hpp
 include/ql/instruments/doublebarrieroption.hpp
 include/ql/instruments/doublebarriertype.hpp
 include/ql/instruments/equitytotalreturnswap.hpp
@@ -474,6 +476,8 @@ include/ql/instruments/overnightindexedswap.hpp
 include/ql/instruments/overnightindexfuture.hpp
 include/ql/instruments/partialtimebarrieroption.hpp
 include/ql/instruments/payoffs.hpp
+include/ql/instruments/perpetualfutures.hpp
+include/ql/instruments/softbarrieroption.hpp
 include/ql/instruments/quantobarrieroption.hpp
 include/ql/instruments/quantoforwardvanillaoption.hpp
 include/ql/instruments/quantovanillaoption.hpp
@@ -1016,6 +1020,8 @@ include/ql/pricingengine.hpp
 include/ql/pricingengines/all.hpp
 include/ql/pricingengines/americanpayoffatexpiry.hpp
 include/ql/pricingengines/americanpayoffathit.hpp
+include/ql/pricingengines/bacheliercalculator.hpp
+include/ql/pricingengines/blackdeltacalculator.hpp
 include/ql/pricingengines/asian/all.hpp
 include/ql/pricingengines/asian/analytic_cont_geom_av_price.hpp
 include/ql/pricingengines/asian/analytic_discr_geom_av_price.hpp
@@ -1036,6 +1042,7 @@ include/ql/pricingengines/barrier/analyticbinarybarrierengine.hpp
 include/ql/pricingengines/barrier/analyticdoublebarrierbinaryengine.hpp
 include/ql/pricingengines/barrier/analyticdoublebarrierengine.hpp
 include/ql/pricingengines/barrier/analyticpartialtimebarrieroptionengine.hpp
+include/ql/pricingengines/barrier/analyticsoftbarrierengine.hpp
 include/ql/pricingengines/barrier/analytictwoassetbarrierengine.hpp
 include/ql/pricingengines/barrier/binomialbarrierengine.hpp
 include/ql/pricingengines/barrier/discretizedbarrieroption.hpp
@@ -1101,6 +1108,8 @@ include/ql/pricingengines/forward/mcforwardeuropeanhestonengine.hpp
 include/ql/pricingengines/forward/mcforwardvanillaengine.hpp
 include/ql/pricingengines/forward/mcvarianceswapengine.hpp
 include/ql/pricingengines/forward/replicatingvarianceswapengine.hpp
+include/ql/pricingengines/futures/all.hpp
+include/ql/pricingengines/futures/discountingperpetualfuturesengine.hpp
 include/ql/pricingengines/genericmodelengine.hpp
 include/ql/pricingengines/greeks.hpp
 include/ql/pricingengines/inflation/all.hpp
@@ -1206,6 +1215,7 @@ include/ql/quote.hpp
 include/ql/quotes/all.hpp
 include/ql/quotes/compositequote.hpp
 include/ql/quotes/derivedquote.hpp
+include/ql/quotes/deltavolquote.hpp
 include/ql/quotes/eurodollarfuturesquote.hpp
 include/ql/quotes/forwardswapquote.hpp
 include/ql/quotes/forwardvaluequote.hpp
@@ -1329,10 +1339,13 @@ include/ql/termstructures/yield/nonlinearfittingmethods.hpp
 include/ql/termstructures/yield/oisratehelper.hpp
 include/ql/termstructures/yield/overnightindexfutureratehelper.hpp
 include/ql/termstructures/yield/piecewiseforwardspreadedtermstructure.hpp
+include/ql/termstructures/yield/piecewisespreadyieldcurve.hpp
 include/ql/termstructures/yield/piecewiseyieldcurve.hpp
 include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
 include/ql/termstructures/yield/quantotermstructure.hpp
 include/ql/termstructures/yield/ratehelpers.hpp
+include/ql/termstructures/yield/spreadbootstraptraits.hpp
+include/ql/termstructures/yield/spreaddiscountcurve.hpp
 include/ql/termstructures/yield/ultimateforwardtermstructure.hpp
 include/ql/termstructures/yield/zerocurve.hpp
 include/ql/termstructures/yield/zerospreadedtermstructure.hpp
@@ -1424,6 +1437,7 @@ include/ql/utilities/null.hpp
 include/ql/utilities/observablevalue.hpp
 include/ql/utilities/steppingiterator.hpp
 include/ql/utilities/tracing.hpp
+include/ql/utilities/variants.hpp
 include/ql/utilities/vectors.hpp
 include/ql/version.hpp
 include/ql/volatilitymodel.hpp