QuantLib.vcxproj.filters

<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="4.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
  <ItemGroup>
    <Natvis Include="QuantLib.natvis" />
  </ItemGroup>
  <ItemGroup>
    <Filter Include="methods">
      <UniqueIdentifier>{b8aa1a7a-0199-4243-94e9-44c79da50099}</UniqueIdentifier>
    </Filter>
    <Filter Include="methods\montecarlo">
      <UniqueIdentifier>{aea49e67-9408-4620-89d3-037c781cba11}</UniqueIdentifier>
    </Filter>
    <Filter Include="methods\finitedifferences">
      <UniqueIdentifier>{31939e69-d4cf-4754-8226-2b55bd65ee25}</UniqueIdentifier>
    </Filter>
    <Filter Include="methods\lattices">
      <UniqueIdentifier>{c7ee75dd-b0c1-40c1-b672-eb15b51fb2b2}</UniqueIdentifier>
    </Filter>
    <Filter Include="cashflows">
      <UniqueIdentifier>{7a76183f-0ac9-49e9-a574-d83fa3ca88eb}</UniqueIdentifier>
    </Filter>
    <Filter Include="indexes">
      <UniqueIdentifier>{0f08b9f0-9002-4f9b-bf66-c9e73d2ca13b}</UniqueIdentifier>
    </Filter>
    <Filter Include="indexes\ibor">
      <UniqueIdentifier>{9d53bbc0-3213-471b-9b14-01c9bbef411c}</UniqueIdentifier>
    </Filter>
    <Filter Include="indexes\swap">
      <UniqueIdentifier>{1886f7fd-2357-47aa-bc92-84d13b48a913}</UniqueIdentifier>
    </Filter>
    <Filter Include="indexes\inflation">
      <UniqueIdentifier>{f4ad9f82-7463-4af1-973a-ab13fddba354}</UniqueIdentifier>
    </Filter>
    <Filter Include="instruments">
      <UniqueIdentifier>{bdda7538-22a4-44ac-925a-6c95afb05c55}</UniqueIdentifier>
    </Filter>
    <Filter Include="instruments\bonds">
      <UniqueIdentifier>{692074d7-b624-441f-b7da-a660d59f5fb8}</UniqueIdentifier>
    </Filter>
    <Filter Include="math">
      <UniqueIdentifier>{7c2dcbda-48ea-48eb-bd23-b1d88d45dbc3}</UniqueIdentifier>
    </Filter>
    <Filter Include="math\interpolations">
      <UniqueIdentifier>{b42ab6bf-67e2-4186-8a69-9de38642fe9e}</UniqueIdentifier>
    </Filter>
    <Filter Include="math\statistics">
      <UniqueIdentifier>{c69725ed-ff73-4e74-9777-d3fd2c4b0f48}</UniqueIdentifier>
    </Filter>
    <Filter Include="math\distributions">
      <UniqueIdentifier>{a591a398-d145-47e3-9d70-3586402ef751}</UniqueIdentifier>
    </Filter>
    <Filter Include="math\integrals">
      <UniqueIdentifier>{0235f1b9-babc-41ec-b0c7-ee8ea60090e1}</UniqueIdentifier>
    </Filter>
    <Filter Include="math\matrixutilities">
      <UniqueIdentifier>{37bc9da0-bb2a-4e61-ae73-1fd8cd26b466}</UniqueIdentifier>
    </Filter>
    <Filter Include="math\randomnumbers">
      <UniqueIdentifier>{6853f0b6-f5cb-475a-bb31-b7d03ffa0685}</UniqueIdentifier>
    </Filter>
    <Filter Include="math\solvers1D">
      <UniqueIdentifier>{627e33e9-8709-415d-b7a8-b6c3f680c241}</UniqueIdentifier>
    </Filter>
    <Filter Include="math\optimization">
      <UniqueIdentifier>{d7c675a7-76b5-4ef4-ad8f-e64de99c39c7}</UniqueIdentifier>
    </Filter>
    <Filter Include="math\copulas">
      <UniqueIdentifier>{fe3e871d-733d-4497-9d95-fa5248f1b5ab}</UniqueIdentifier>
    </Filter>
    <Filter Include="math\ode">
      <UniqueIdentifier>{8ee72e86-e0bd-4390-b4ef-8a60dad32991}</UniqueIdentifier>
    </Filter>
    <Filter Include="patterns">
      <UniqueIdentifier>{0a0e9ecd-4c8e-4e72-8195-123ef41301be}</UniqueIdentifier>
    </Filter>
    <Filter Include="models">
      <UniqueIdentifier>{483b4555-8ff3-4f29-a747-ef06e274fd73}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels">
      <UniqueIdentifier>{4df7c636-1015-4420-b49b-d084fd0813db}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\browniangenerators">
      <UniqueIdentifier>{73f36670-3ee6-4af8-9a8b-45ca71a8293d}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\curvestates">
      <UniqueIdentifier>{88b6dfd9-e5f9-4f0d-8143-ab75b68cf472}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\driftcomputation">
      <UniqueIdentifier>{1e4d1b00-7be4-4b86-b8ab-4e13c7d8d2d3}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\evolvers">
      <UniqueIdentifier>{6b816a6e-05ec-4faa-9943-83bb71d84e23}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\evolvers\volprocesses">
      <UniqueIdentifier>{01775f02-a000-4176-b7ec-d98d70a365b7}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\models">
      <UniqueIdentifier>{d5ea26ea-a326-48a2-90b8-7f1c8a126a98}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\products">
      <UniqueIdentifier>{3a3f097f-0d50-4527-86b5-548bbc1c20cd}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\products\multistep">
      <UniqueIdentifier>{aa3f5c77-d466-43ab-b063-9be4cd44c900}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\products\onestep">
      <UniqueIdentifier>{f3557c7e-8b6b-486b-acf2-1340ff7431f9}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\products\pathwise">
      <UniqueIdentifier>{e9089237-fe8c-4d55-914d-52d7d327f3bd}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\correlations">
      <UniqueIdentifier>{5ba48137-364c-4ea0-8ed4-2345d82d471c}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\callability">
      <UniqueIdentifier>{eb617bd5-2e6b-4c09-b151-ee5162072000}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\marketmodels\pathwisegreeks">
      <UniqueIdentifier>{89a29868-6250-48c4-9114-49d231bbb022}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\shortrate">
      <UniqueIdentifier>{0b0b5594-c9af-4db2-b1af-6f72ac6418db}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\shortrate\calibrationhelpers">
      <UniqueIdentifier>{3f3a5a66-d590-4175-90b3-96cb391e5fad}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\shortrate\onefactormodels">
      <UniqueIdentifier>{8b4b44b7-fa7b-4b04-8186-b74a4b4553ff}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\shortrate\twofactorsmodels">
      <UniqueIdentifier>{146d248f-eca5-4d6e-a41c-56f68851c964}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\volatility">
      <UniqueIdentifier>{b72a4d22-c381-4ed5-b6a3-97285fc789d0}</UniqueIdentifier>
    </Filter>
    <Filter Include="models\equity">
      <UniqueIdentifier>{1b0ea6af-abd5-4c8d-9ac1-f513efc372fd}</UniqueIdentifier>
    </Filter>
    <Filter Include="termstructures">
      <UniqueIdentifier>{55f020ff-1b2f-4f56-8194-6fe99d69e9f1}</UniqueIdentifier>
    </Filter>
    <Filter Include="termstructures\volatility">
      <UniqueIdentifier>{0bf280b6-d895-40ff-b988-65ad2880c1ff}</UniqueIdentifier>
    </Filter>
    <Filter Include="termstructures\volatility\capfloor">
      <UniqueIdentifier>{abef9afa-8a52-4aa4-919f-9783ff8f1007}</UniqueIdentifier>
    </Filter>
    <Filter Include="termstructures\volatility\equityfx">
      <UniqueIdentifier>{be944554-fbaf-47f3-beee-c441a7e8f1ce}</UniqueIdentifier>
    </Filter>
    <Filter Include="termstructures\volatility\optionlet">
      <UniqueIdentifier>{88309f41-e501-4c74-90ab-22e8cca7f0ca}</UniqueIdentifier>
    </Filter>
    <Filter Include="termstructures\volatility\swaption">
      <UniqueIdentifier>{f5650187-c37a-4a98-8a24-8836f0f11324}</UniqueIdentifier>
    </Filter>
    <Filter Include="termstructures\volatility\inflation">
      <UniqueIdentifier>{159ec8ea-6958-4f60-a716-62915d2cef63}</UniqueIdentifier>
    </Filter>
    <Filter Include="termstructures\yield">
      <UniqueIdentifier>{539e9341-cf4e-499c-9828-cf406c5c7e4b}</UniqueIdentifier>
    </Filter>
    <Filter Include="termstructures\inflation">
      <UniqueIdentifier>{e31e697b-bed3-4d0c-b1e0-15747249a105}</UniqueIdentifier>
    </Filter>
    <Filter Include="termstructures\credit">
      <UniqueIdentifier>{af9827f7-274b-43da-a2a2-40fc4c80c194}</UniqueIdentifier>
    </Filter>
    <Filter Include="utilities">
      <UniqueIdentifier>{25fb83ed-1731-4cd6-aa3a-d8027a0eca9f}</UniqueIdentifier>
    </Filter>
    <Filter Include="currencies">
      <UniqueIdentifier>{717cf2d6-0581-4aa8-a21f-34e9700bc89e}</UniqueIdentifier>
    </Filter>
    <Filter Include="processes">
      <UniqueIdentifier>{d8199c0f-73e6-47e0-8444-57267a6112c4}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines">
      <UniqueIdentifier>{b134ed97-6567-422a-b13e-21ce2e9abdd5}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\asian">
      <UniqueIdentifier>{7d2cb293-d738-4289-ba74-fd7445bf6749}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\barrier">
      <UniqueIdentifier>{23b3f559-6e47-4fbe-846d-4dc9002560f3}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\basket">
      <UniqueIdentifier>{4b67a796-2576-42be-89cc-b751a07e3973}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\exotic">
      <UniqueIdentifier>{50c1f3c8-4281-11ee-be56-0242ac120002}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\forward">
      <UniqueIdentifier>{25671919-a7a3-4197-943c-23a5df4e8146}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\quanto">
      <UniqueIdentifier>{817c0417-9b08-4702-9b00-af51445dce2a}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\vanilla">
      <UniqueIdentifier>{4c3b4a0c-5a68-4167-8e21-bfaf6b75563b}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\capfloor">
      <UniqueIdentifier>{8606a756-ea3a-44ee-a9ed-f5e76761023e}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\swaption">
      <UniqueIdentifier>{5b92aca1-b394-4001-83a3-bc2d58fba28f}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\cliquet">
      <UniqueIdentifier>{39b63159-982e-48fa-8723-def3612fce0d}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\lookback">
      <UniqueIdentifier>{3ec47a48-746e-4e8f-ae78-a5e1f154bb71}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\bond">
      <UniqueIdentifier>{79361c8f-2a4f-4cae-97b3-b6762c33ff63}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\swap">
      <UniqueIdentifier>{147286c4-32fb-4540-9752-f9eb5d165cd6}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\credit">
      <UniqueIdentifier>{d754981c-0ab8-4c35-bd77-ad78c78e9b41}</UniqueIdentifier>
    </Filter>
    <Filter Include="pricingengines\inflation">
      <UniqueIdentifier>{083a46bb-a18c-4a14-8d21-baad35f27df5}</UniqueIdentifier>
    </Filter>
    <Filter Include="quotes">
      <UniqueIdentifier>{a709110c-73f5-4b2e-b44c-46a909a89b31}</UniqueIdentifier>
    </Filter>
    <Filter Include="time">
      <UniqueIdentifier>{36727168-b97c-4f82-aeb7-e397627499a6}</UniqueIdentifier>
    </Filter>
    <Filter Include="time\calendars">
      <UniqueIdentifier>{d076d7be-7ff0-4df0-829a-73dc1cfaa7ae}</UniqueIdentifier>
    </Filter>
    <Filter Include="time\daycounters">
      <UniqueIdentifier>{3346f5d8-7c2e-4444-bca0-837abbec52da}</UniqueIdentifier>
    </Filter>
    <Filter Include="legacy">
      <UniqueIdentifier>{5eb5dffa-ec4b-4d24-acbd-9c5e7c2fa072}</UniqueIdentifier>
    </Filter>
    <Filter Include="legacy\libormarketmodels">
      <UniqueIdentifier>{41c18bb1-d892-4994-b699-cd644c6421e8}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental">
      <UniqueIdentifier>{4eadb3fc-a4ce-4e0c-bfe5-f23777a30a8d}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\averageois">
      <UniqueIdentifier>{33f1be16-e858-4cfe-ba9c-483609826221}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\barrieroption">
      <UniqueIdentifier>{aad1cf31-2c29-47a1-9461-ee71b1dd9a6a}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\basismodels">
      <UniqueIdentifier>{fceaa051-43f2-4c81-9bf5-a38d88b661ad}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\callablebonds">
      <UniqueIdentifier>{1b920d53-9803-4152-8653-c855397066d4}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\catbonds">
      <UniqueIdentifier>{38f8ad14-f839-425e-b711-68a9acd361f9}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\commodities">
      <UniqueIdentifier>{aae4b1e6-d6bd-44d9-af3d-4e5efcfd0b57}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\coupons">
      <UniqueIdentifier>{d7d44f55-80bf-4af8-9367-5c903022d99e}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\credit">
      <UniqueIdentifier>{ae60e960-e1e8-49f4-9a18-bc976b60f165}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\exoticoptions">
      <UniqueIdentifier>{7d489132-7d03-49f7-bad4-bde084e20bbe}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\finitedifferences">
      <UniqueIdentifier>{d42ff6e1-a70e-4fe7-a35a-db4ca5ef1c95}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\fx">
      <UniqueIdentifier>{936a8947-d2c0-4bdd-95c5-8b52daf92cc4}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\inflation">
      <UniqueIdentifier>{c046c970-45d0-4156-b587-ff2bc881bf04}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\lattices">
      <UniqueIdentifier>{aa33a8b9-0ac4-49d9-ad88-a7810d0532dd}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\math">
      <UniqueIdentifier>{db6b7309-6e3f-4eb2-bce2-6f45a933a788}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\mcbasket">
      <UniqueIdentifier>{51b20bfb-087c-4623-be3c-647010d4e809}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\models">
      <UniqueIdentifier>{9eeb0683-3147-4850-9eba-645af86b58e4}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\processes">
      <UniqueIdentifier>{fffa1e10-7b29-41f9-a775-b2bb61638f39}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\risk">
      <UniqueIdentifier>{8cc2e654-d55c-41e3-8005-e6222102f717}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\shortrate">
      <UniqueIdentifier>{e29388ea-045b-43fe-95f7-0973b8537907}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\swaptions">
      <UniqueIdentifier>{63ee57ce-bf68-4a4a-b5c8-29d11c2a11ee}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\termstructures">
      <UniqueIdentifier>{8a1123c5-a617-4cf2-93df-e554735531ae}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\variancegamma">
      <UniqueIdentifier>{12b22ebc-4102-4d94-b640-8490b20365b7}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\varianceoption">
      <UniqueIdentifier>{8fd699bb-f489-4e96-a998-54b5612a9aa7}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\volatility">
      <UniqueIdentifier>{d18be44d-a78a-4109-a3f8-757c4737d267}</UniqueIdentifier>
    </Filter>
    <Filter Include="methods\finitedifferences\meshers">
      <UniqueIdentifier>{02219e9b-59b0-458f-9937-397f83864a9e}</UniqueIdentifier>
    </Filter>
    <Filter Include="methods\finitedifferences\schemes">
      <UniqueIdentifier>{209ea670-7502-4ccc-a3fd-5d793608356b}</UniqueIdentifier>
    </Filter>
    <Filter Include="methods\finitedifferences\operators">
      <UniqueIdentifier>{8bb09d36-55a0-4496-8e78-989117257790}</UniqueIdentifier>
    </Filter>
    <Filter Include="methods\finitedifferences\solvers">
      <UniqueIdentifier>{5d212607-989f-42d9-ae9d-a54f29d74dfc}</UniqueIdentifier>
    </Filter>
    <Filter Include="methods\finitedifferences\stepconditions">
      <UniqueIdentifier>{2c4b39a7-b606-4f9f-9df6-70685dbde95f}</UniqueIdentifier>
    </Filter>
    <Filter Include="methods\finitedifferences\utilities">
      <UniqueIdentifier>{be723df5-2e58-41de-8071-8d2e2f62410a}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\forward">
      <UniqueIdentifier>{743389ec-4f1b-48ee-98f5-d46f4684b688}</UniqueIdentifier>
    </Filter>
    <Filter Include="experimental\asian">
      <UniqueIdentifier>{0abb3851-b409-4ea6-8e55-120d00a9fcdb}</UniqueIdentifier>
    </Filter>
  </ItemGroup>
  <ItemGroup>
    <ClInclude Include="ql\methods\all.hpp">
      <Filter>methods</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\all.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\brownianbridge.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\earlyexercisepathpricer.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\exercisestrategy.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\genericlsregression.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\longstaffschwartzpathpricer.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\lsmbasissystem.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\mctraits.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\montecarlomodel.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\multipath.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\multipathgenerator.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\nodedata.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\parametricexercise.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\path.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\pathgenerator.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\pathpricer.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\montecarlo\sample.hpp">
      <Filter>methods\montecarlo</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\all.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\boundarycondition.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\bsmoperator.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\bsmtermoperator.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\cranknicolson.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\dminus.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\dplus.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\dplusdminus.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\dzero.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\expliciteuler.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\fdtypedefs.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\finitedifferencemodel.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\impliciteuler.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\mixedscheme.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operatortraits.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\parallelevolver.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\pde.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\pdebsm.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\pdeshortrate.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\shoutcondition.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\stepcondition.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\trbdf2.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\tridiagonaloperator.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\zerocondition.hpp">
      <Filter>methods\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\lattices\all.hpp">
      <Filter>methods\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\lattices\binomialtree.hpp">
      <Filter>methods\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\lattices\bsmlattice.hpp">
      <Filter>methods\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\lattices\lattice.hpp">
      <Filter>methods\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\lattices\lattice1d.hpp">
      <Filter>methods\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\lattices\lattice2d.hpp">
      <Filter>methods\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\lattices\tflattice.hpp">
      <Filter>methods\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\lattices\tree.hpp">
      <Filter>methods\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\lattices\trinomialtree.hpp">
      <Filter>methods\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\all.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\averagebmacoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\capflooredcoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\capflooredinflationcoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\cashflows.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\cashflowvectors.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\cmscoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\conundrumpricer.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\coupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\couponpricer.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\digitalcmscoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\digitalcoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\digitaliborcoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\dividend.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\duration.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\fixedratecoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\floatingratecoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\iborcoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\indexedcashflow.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\inflationcoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\inflationcouponpricer.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\overnightindexedcoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\rangeaccrual.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\rateaveraging.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\replication.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\simplecashflow.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\subperiodcoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\timebasket.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\yoyinflationcoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\zeroinflationcashflow.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\all.hpp">
      <Filter>indexes</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\bmaindex.hpp">
      <Filter>indexes</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\iborindex.hpp">
      <Filter>indexes</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\indexmanager.hpp">
      <Filter>indexes</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\inflationindex.hpp">
      <Filter>indexes</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\interestrateindex.hpp">
      <Filter>indexes</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\region.hpp">
      <Filter>indexes</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\swapindex.hpp">
      <Filter>indexes</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\all.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\aonia.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\audlibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\bbsw.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\bibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\bkbm.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\cadlibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\cdor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\chflibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\corra.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\dkklibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\eonia.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\estr.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\euribor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\eurlibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\fedfunds.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\gbplibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\jibar.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\jpylibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\libor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\mosprime.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\nzdlibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\nzocr.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\pribor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\robor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\seklibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\shibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\sofr.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\sonia.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\thbfix.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\tibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\tona.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\trlibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\usdlibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\wibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\zibor.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\swap\all.hpp">
      <Filter>indexes\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\swap\chfliborswap.hpp">
      <Filter>indexes\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\swap\euriborswap.hpp">
      <Filter>indexes\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\swap\eurliborswap.hpp">
      <Filter>indexes\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\swap\gbpliborswap.hpp">
      <Filter>indexes\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\swap\jpyliborswap.hpp">
      <Filter>indexes\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\swap\usdliborswap.hpp">
      <Filter>indexes\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\inflation\all.hpp">
      <Filter>indexes\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\inflation\aucpi.hpp">
      <Filter>indexes\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\inflation\euhicp.hpp">
      <Filter>indexes\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\inflation\frhicp.hpp">
      <Filter>indexes\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\inflation\ukrpi.hpp">
      <Filter>indexes\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\inflation\uscpi.hpp">
      <Filter>indexes\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\inflation\zacpi.hpp">
      <Filter>indexes\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\all.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\asianoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\assetswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\averagetype.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\barrieroption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\barriertype.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\basketoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bmaswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bond.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bondforward.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\callabilityschedule.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\capfloor.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\claim.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\cliquetoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\complexchooseroption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\compositeinstrument.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\compoundoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\creditdefaultswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\dividendschedule.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\dividendvanillaoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\europeanoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\fixedratebondforward.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\fixedvsfloatingswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\forward.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\forwardrateagreement.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\forwardvanillaoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\impliedvolatility.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\inflationcapfloor.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\lookbackoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\makecapfloor.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\makecds.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\makecms.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\makeois.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\makeswaption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\makevanillaswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\makeyoyinflationcapfloor.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\margrabeoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\multiassetoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\oneassetoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\overnightindexedswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\overnightindexfuture.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\payoffs.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\quantobarrieroption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\quantoforwardvanillaoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\quantovanillaoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\simplechooseroption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\simplifynotificationgraph.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\stickyratchet.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\stock.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\swap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\swaption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\vanillaoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\vanillaswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\varianceswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\yearonyearinflationswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\zerocouponinflationswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\all.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\amortizingcmsratebond.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\amortizingfixedratebond.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\amortizingfloatingratebond.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\btp.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\cmsratebond.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\convertiblebonds.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\fixedratebond.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\floatingratebond.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\zerocouponbond.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\all.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\abcdmathfunction.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\array.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\autocovariance.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\bernsteinpolynomial.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\beta.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\bspline.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\comparison.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\curve.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\errorfunction.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\expm1.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\factorial.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\fastfouriertransform.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\functional.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\generallinearleastsquares.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\incompletegamma.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolation.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\kernelfunctions.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\lexicographicalview.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\linearleastsquaresregression.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrix.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\modifiedbessel.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\primenumbers.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\quadratic.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\rounding.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\sampledcurve.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\solver1d.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\transformedgrid.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\abcdinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\all.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\backwardflatinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\backwardflatlinearinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\bicubicsplineinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\bilinearinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\convexmonotoneinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\cubicinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\extrapolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\flatextrapolation2d.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\forwardflatinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\interpolation2d.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\kernelinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\kernelinterpolation2d.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\linearinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\lagrangeinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\loginterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\mixedinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\multicubicspline.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\sabrinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\xabrinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\statistics\all.hpp">
      <Filter>math\statistics</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\statistics\convergencestatistics.hpp">
      <Filter>math\statistics</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\statistics\discrepancystatistics.hpp">
      <Filter>math\statistics</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\statistics\gaussianstatistics.hpp">
      <Filter>math\statistics</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\statistics\generalstatistics.hpp">
      <Filter>math\statistics</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\statistics\histogram.hpp">
      <Filter>math\statistics</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\statistics\incrementalstatistics.hpp">
      <Filter>math\statistics</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\statistics\riskstatistics.hpp">
      <Filter>math\statistics</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\statistics\sequencestatistics.hpp">
      <Filter>math\statistics</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\statistics\statistics.hpp">
      <Filter>math\statistics</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\distributions\all.hpp">
      <Filter>math\distributions</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\distributions\binomialdistribution.hpp">
      <Filter>math\distributions</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\distributions\bivariatenormaldistribution.hpp">
      <Filter>math\distributions</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\distributions\bivariatestudenttdistribution.hpp">
      <Filter>math\distributions</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\distributions\chisquaredistribution.hpp">
      <Filter>math\distributions</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\distributions\gammadistribution.hpp">
      <Filter>math\distributions</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\distributions\normaldistribution.hpp">
      <Filter>math\distributions</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\distributions\poissondistribution.hpp">
      <Filter>math\distributions</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\distributions\studenttdistribution.hpp">
      <Filter>math\distributions</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\all.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\discreteintegrals.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\expsinhintegral.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\filonintegral.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\gaussianorthogonalpolynomial.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\gaussianquadratures.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\gausslobattointegral.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\integral.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\kronrodintegral.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\segmentintegral.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\simpsonintegral.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\trapezoidintegral.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\twodimensionalintegral.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\all.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\basisincompleteordered.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\choleskydecomposition.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\expm.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\factorreduction.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\getcovariance.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\pseudosqrt.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\qrdecomposition.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\svd.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\symmetricschurdecomposition.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\tapcorrelations.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\tqreigendecomposition.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\all.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\boxmullergaussianrng.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\burley2020sobolrsg.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\centrallimitgaussianrng.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\faurersg.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\haltonrsg.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\inversecumulativerng.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\inversecumulativersg.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\knuthuniformrng.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\latticersg.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\latticerules.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\lecuyeruniformrng.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\mt19937uniformrng.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\primitivepolynomials.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\randomizedlds.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\randomsequencegenerator.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\ranluxuniformrng.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\rngtraits.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\seedgenerator.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\sobolrsg.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\stochasticcollocationinvcdf.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\xoshiro256starstaruniformrng.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\solvers1d\all.hpp">
      <Filter>math\solvers1D</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\solvers1d\bisection.hpp">
      <Filter>math\solvers1D</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\solvers1d\brent.hpp">
      <Filter>math\solvers1D</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\solvers1d\falseposition.hpp">
      <Filter>math\solvers1D</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\solvers1d\finitedifferencenewtonsafe.hpp">
      <Filter>math\solvers1D</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\solvers1d\newton.hpp">
      <Filter>math\solvers1D</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\solvers1d\newtonsafe.hpp">
      <Filter>math\solvers1D</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\solvers1d\ridder.hpp">
      <Filter>math\solvers1D</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\solvers1d\secant.hpp">
      <Filter>math\solvers1D</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\all.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\armijo.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\bfgs.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\conjugategradient.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\constraint.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\costfunction.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\endcriteria.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\goldstein.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\leastsquare.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\levenbergmarquardt.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\linesearch.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\linesearchbasedmethod.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\lmdif.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\method.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\problem.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\projectedconstraint.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\projectedcostfunction.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\projection.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\simplex.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\spherecylinder.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\steepestdescent.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\alimikhailhaqcopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\all.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\claytoncopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\farliegumbelmorgensterncopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\frankcopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\galamboscopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\gaussiancopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\gumbelcopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\huslerreisscopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\independentcopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\marshallolkincopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\maxcopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\mincopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\copulas\plackettcopula.hpp">
      <Filter>math\copulas</Filter>
    </ClInclude>
    <ClInclude Include="ql\patterns\all.hpp">
      <Filter>patterns</Filter>
    </ClInclude>
    <ClInclude Include="ql\patterns\composite.hpp">
      <Filter>patterns</Filter>
    </ClInclude>
    <ClInclude Include="ql\patterns\curiouslyrecurring.hpp">
      <Filter>patterns</Filter>
    </ClInclude>
    <ClInclude Include="ql\patterns\lazyobject.hpp">
      <Filter>patterns</Filter>
    </ClInclude>
    <ClInclude Include="ql\patterns\observable.hpp">
      <Filter>patterns</Filter>
    </ClInclude>
    <ClInclude Include="ql\patterns\singleton.hpp">
      <Filter>patterns</Filter>
    </ClInclude>
    <ClInclude Include="ql\patterns\visitor.hpp">
      <Filter>patterns</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\all.hpp">
      <Filter>models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\calibrationhelper.hpp">
      <Filter>models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\model.hpp">
      <Filter>models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\parameter.hpp">
      <Filter>models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\accountingengine.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\all.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\browniangenerator.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\constrainedevolver.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\curvestate.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\discounter.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\duffsdeviceinnerproduct.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolutiondescription.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolver.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\forwardforwardmappings.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\historicalforwardratesanalysis.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\historicalratesanalysis.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\marketmodel.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\marketmodeldifferences.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\multiproduct.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\pathwiseaccountingengine.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\pathwisediscounter.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\pathwisemultiproduct.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\piecewiseconstantcorrelation.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\proxygreekengine.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\swapforwardmappings.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\utilities.hpp">
      <Filter>models\marketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\browniangenerators\all.hpp">
      <Filter>models\marketmodels\browniangenerators</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\browniangenerators\mtbrowniangenerator.hpp">
      <Filter>models\marketmodels\browniangenerators</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\browniangenerators\sobolbrowniangenerator.hpp">
      <Filter>models\marketmodels\browniangenerators</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\curvestates\all.hpp">
      <Filter>models\marketmodels\curvestates</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\curvestates\cmswapcurvestate.hpp">
      <Filter>models\marketmodels\curvestates</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\curvestates\coterminalswapcurvestate.hpp">
      <Filter>models\marketmodels\curvestates</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\curvestates\lmmcurvestate.hpp">
      <Filter>models\marketmodels\curvestates</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\driftcomputation\all.hpp">
      <Filter>models\marketmodels\driftcomputation</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\driftcomputation\cmsmmdriftcalculator.hpp">
      <Filter>models\marketmodels\driftcomputation</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\driftcomputation\lmmdriftcalculator.hpp">
      <Filter>models\marketmodels\driftcomputation</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\driftcomputation\lmmnormaldriftcalculator.hpp">
      <Filter>models\marketmodels\driftcomputation</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\driftcomputation\smmdriftcalculator.hpp">
      <Filter>models\marketmodels\driftcomputation</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\all.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\lognormalcmswapratepc.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\lognormalcotswapratepc.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\lognormalfwdrateballand.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\lognormalfwdrateeuler.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\lognormalfwdrateeulerconstrained.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\lognormalfwdrateiballand.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\lognormalfwdrateipc.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\lognormalfwdratepc.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\marketmodelvolprocess.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\normalfwdratepc.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\svddfwdratepc.hpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\volprocesses\all.hpp">
      <Filter>models\marketmodels\evolvers\volprocesses</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\evolvers\volprocesses\squarerootandersen.hpp">
      <Filter>models\marketmodels\evolvers\volprocesses</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\abcdvol.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\all.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\alphafinder.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\alphaform.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\alphaformconcrete.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\capletcoterminalalphacalibration.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\capletcoterminalmaxhomogeneity.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\capletcoterminalperiodic.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\capletcoterminalswaptioncalibration.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\cotswaptofwdadapter.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\ctsmmcapletcalibration.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\flatvol.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\fwdperiodadapter.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\fwdtocotswapadapter.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\piecewiseconstantabcdvariance.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\piecewiseconstantvariance.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\pseudorootfacade.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\volatilityinterpolationspecifier.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\models\volatilityinterpolationspecifierabcd.hpp">
      <Filter>models\marketmodels\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\all.hpp">
      <Filter>models\marketmodels\products</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\compositeproduct.hpp">
      <Filter>models\marketmodels\products</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multiproductcomposite.hpp">
      <Filter>models\marketmodels\products</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multiproductmultistep.hpp">
      <Filter>models\marketmodels\products</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multiproductonestep.hpp">
      <Filter>models\marketmodels\products</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\singleproductcomposite.hpp">
      <Filter>models\marketmodels\products</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\all.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\callspecifiedmultiproduct.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\cashrebate.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\exerciseadapter.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepcoinitialswaps.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepcoterminalswaps.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepcoterminalswaptions.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepforwards.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepinversefloater.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepnothing.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepoptionlets.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multisteppathwisewrapper.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepperiodcapletswaptions.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepratchet.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepswap.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multistepswaption.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\multistep\multisteptarn.hpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\onestep\all.hpp">
      <Filter>models\marketmodels\products\onestep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\onestep\onestepcoinitialswaps.hpp">
      <Filter>models\marketmodels\products\onestep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\onestep\onestepcoterminalswaps.hpp">
      <Filter>models\marketmodels\products\onestep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\onestep\onestepforwards.hpp">
      <Filter>models\marketmodels\products\onestep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\onestep\onestepoptionlets.hpp">
      <Filter>models\marketmodels\products\onestep</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\pathwise\all.hpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\pathwise\pathwiseproductcallspecified.hpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\pathwise\pathwiseproductcaplet.hpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\pathwise\pathwiseproductcashrebate.hpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\pathwise\pathwiseproductinversefloater.hpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\pathwise\pathwiseproductswap.hpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\products\pathwise\pathwiseproductswaption.hpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\correlations\all.hpp">
      <Filter>models\marketmodels\correlations</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\correlations\cotswapfromfwdcorrelation.hpp">
      <Filter>models\marketmodels\correlations</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\correlations\expcorrelations.hpp">
      <Filter>models\marketmodels\correlations</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\correlations\timehomogeneousforwardcorrelation.hpp">
      <Filter>models\marketmodels\correlations</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\all.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\bermudanswaptionexercisevalue.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\collectnodedata.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\exercisevalue.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\lsstrategy.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\marketmodelbasissystem.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\marketmodelparametricexercise.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\nodedataprovider.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\nothingexercisevalue.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\parametricexerciseadapter.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\swapbasissystem.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\swapforwardbasissystem.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\swapratetrigger.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\triggeredswapexercise.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\callability\upperboundengine.hpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\pathwisegreeks\all.hpp">
      <Filter>models\marketmodels\pathwisegreeks</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\pathwisegreeks\bumpinstrumentjacobian.hpp">
      <Filter>models\marketmodels\pathwisegreeks</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\pathwisegreeks\ratepseudorootjacobian.hpp">
      <Filter>models\marketmodels\pathwisegreeks</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\pathwisegreeks\swaptionpseudojacobian.hpp">
      <Filter>models\marketmodels\pathwisegreeks</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\marketmodels\pathwisegreeks\vegabumpcluster.hpp">
      <Filter>models\marketmodels\pathwisegreeks</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\all.hpp">
      <Filter>models\shortrate</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\onefactormodel.hpp">
      <Filter>models\shortrate</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\twofactormodel.hpp">
      <Filter>models\shortrate</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\calibrationhelpers\all.hpp">
      <Filter>models\shortrate\calibrationhelpers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\calibrationhelpers\caphelper.hpp">
      <Filter>models\shortrate\calibrationhelpers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\calibrationhelpers\swaptionhelper.hpp">
      <Filter>models\shortrate\calibrationhelpers</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\onefactormodels\all.hpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\onefactormodels\blackkarasinski.hpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\onefactormodels\coxingersollross.hpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\onefactormodels\extendedcoxingersollross.hpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\onefactormodels\hullwhite.hpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\onefactormodels\vasicek.hpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\twofactormodels\all.hpp">
      <Filter>models\shortrate\twofactorsmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\twofactormodels\g2.hpp">
      <Filter>models\shortrate\twofactorsmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\volatility\all.hpp">
      <Filter>models\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\volatility\constantestimator.hpp">
      <Filter>models\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\volatility\garch.hpp">
      <Filter>models\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\volatility\garmanklass.hpp">
      <Filter>models\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\volatility\simplelocalestimator.hpp">
      <Filter>models\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\equity\all.hpp">
      <Filter>models\equity</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\equity\batesmodel.hpp">
      <Filter>models\equity</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\equity\gjrgarchmodel.hpp">
      <Filter>models\equity</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\equity\hestonmodel.hpp">
      <Filter>models\equity</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\equity\hestonmodelhelper.hpp">
      <Filter>models\equity</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\equity\piecewisetimedependenthestonmodel.hpp">
      <Filter>models\equity</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\all.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\bootstraperror.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\bootstraphelper.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\defaulttermstructure.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\globalbootstrap.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\inflationtermstructure.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\interpolatedcurve.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\iterativebootstrap.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\localbootstrap.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\voltermstructure.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yieldtermstructure.hpp">
      <Filter>termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\abcd.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\abcdcalibration.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\all.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\flatsmilesection.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\interpolatedsmilesection.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\sabr.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\sabrinterpolatedsmilesection.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\sabrsmilesection.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\smilesection.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\spreadedsmilesection.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\volatilitytype.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\capfloor\all.hpp">
      <Filter>termstructures\volatility\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\capfloor\capfloortermvolatilitystructure.hpp">
      <Filter>termstructures\volatility\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\capfloor\capfloortermvolcurve.hpp">
      <Filter>termstructures\volatility\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\capfloor\capfloortermvolsurface.hpp">
      <Filter>termstructures\volatility\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\capfloor\constantcapfloortermvol.hpp">
      <Filter>termstructures\volatility\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\all.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\andreasenhugelocalvoladapter.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\andreasenhugevolatilityadapter.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\andreasenhugevolatilityinterpl.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\blackconstantvol.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\blackvariancecurve.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\blackvariancesurface.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\blackvoltermstructure.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\impliedvoltermstructure.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\localconstantvol.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\localvolcurve.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\localvolsurface.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\localvoltermstructure.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\all.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\capletvariancecurve.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\constantoptionletvol.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\optionletstripper.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\optionletstripper1.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\optionletstripper2.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\optionletvolatilitystructure.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\spreadedoptionletvol.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\strippedoptionlet.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\strippedoptionletadapter.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\optionlet\strippedoptionletbase.hpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\all.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\cmsmarket.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\cmsmarketcalibration.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\interpolatedswaptionvolatilitycube.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\sabrswaptionvolatilitycube.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\spreadedswaptionvol.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\swaptionconstantvol.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolcube.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\swaptionvoldiscrete.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolmatrix.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\swaptionvolstructure.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\inflation\all.hpp">
      <Filter>termstructures\volatility\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\inflation\constantcpivolatility.hpp">
      <Filter>termstructures\volatility\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\inflation\cpivolatilitystructure.hpp">
      <Filter>termstructures\volatility\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\inflation\yoyinflationoptionletvolatilitystructure.hpp">
      <Filter>termstructures\volatility\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\all.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\bondhelpers.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\bootstraptraits.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\compositezeroyieldstructure.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\discountcurve.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\drifttermstructure.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\fittedbonddiscountcurve.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\flatforward.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\forwardcurve.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\forwardspreadedtermstructure.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\forwardstructure.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\impliedtermstructure.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\interpolatedsimplezerocurve.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\nonlinearfittingmethods.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\oisratehelper.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\overnightindexfutureratehelper.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\piecewiseyieldcurve.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\piecewisezerospreadedtermstructure.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\quantotermstructure.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\ratehelpers.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\zerocurve.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\zerospreadedtermstructure.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\zeroyieldstructure.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\inflation\all.hpp">
      <Filter>termstructures\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\inflation\inflationhelpers.hpp">
      <Filter>termstructures\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\inflation\inflationtraits.hpp">
      <Filter>termstructures\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\inflation\interpolatedyoyinflationcurve.hpp">
      <Filter>termstructures\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\inflation\interpolatedzeroinflationcurve.hpp">
      <Filter>termstructures\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\inflation\piecewiseyoyinflationcurve.hpp">
      <Filter>termstructures\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\inflation\piecewisezeroinflationcurve.hpp">
      <Filter>termstructures\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\inflation\seasonality.hpp">
      <Filter>termstructures\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\all.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\defaultdensitystructure.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\defaultprobabilityhelpers.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\flathazardrate.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\hazardratestructure.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\interpolateddefaultdensitycurve.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\interpolatedhazardratecurve.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\interpolatedsurvivalprobabilitycurve.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\piecewisedefaultcurve.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\probabilitytraits.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\credit\survivalprobabilitystructure.hpp">
      <Filter>termstructures\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\utilities\all.hpp">
      <Filter>utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\utilities\clone.hpp">
      <Filter>utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\utilities\dataformatters.hpp">
      <Filter>utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\utilities\dataparsers.hpp">
      <Filter>utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\utilities\null.hpp">
      <Filter>utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\utilities\null_deleter.hpp">
      <Filter>utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\utilities\observablevalue.hpp">
      <Filter>utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\utilities\steppingiterator.hpp">
      <Filter>utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\utilities\tracing.hpp">
      <Filter>utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\utilities\vectors.hpp">
      <Filter>utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\currencies\africa.hpp">
      <Filter>currencies</Filter>
    </ClInclude>
    <ClInclude Include="ql\currencies\all.hpp">
      <Filter>currencies</Filter>
    </ClInclude>
    <ClInclude Include="ql\currencies\america.hpp">
      <Filter>currencies</Filter>
    </ClInclude>
    <ClInclude Include="ql\currencies\asia.hpp">
      <Filter>currencies</Filter>
    </ClInclude>
    <ClInclude Include="ql\currencies\crypto.hpp">
      <Filter>currencies</Filter>
    </ClInclude>
    <ClInclude Include="ql\currencies\europe.hpp">
      <Filter>currencies</Filter>
    </ClInclude>
    <ClInclude Include="ql\currencies\exchangeratemanager.hpp">
      <Filter>currencies</Filter>
    </ClInclude>
    <ClInclude Include="ql\currencies\oceania.hpp">
      <Filter>currencies</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\all.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\batesprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\blackscholesprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\coxingersollrossprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\endeulerdiscretization.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\eulerdiscretization.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\forwardmeasureprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\g2process.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\geometricbrownianprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\gjrgarchprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\hestonprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\hullwhiteprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\hybridhestonhullwhiteprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\jointstochasticprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\merton76process.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\ornsteinuhlenbeckprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\squarerootprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\stochasticprocessarray.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\all.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\americanpayoffatexpiry.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\americanpayoffathit.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\blackcalculator.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\blackformula.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\blackscholescalculator.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\genericmodelengine.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\greeks.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\latticeshortratemodelengine.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\mclongstaffschwartzengine.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\mcsimulation.hpp">
      <Filter>pricingengines</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\all.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\analytic_cont_geom_av_price.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\analytic_discr_geom_av_price.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\analytic_discr_geom_av_strike.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\mc_discr_arith_av_price.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\mc_discr_arith_av_price_heston.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\mc_discr_arith_av_strike.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\mc_discr_geom_av_price.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\mc_discr_geom_av_price_heston.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\mcdiscreteasianenginebase.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\all.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\analyticbarrierengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\mcbarrierengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\basket\all.hpp">
      <Filter>pricingengines\basket</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\basket\mcamericanbasketengine.hpp">
      <Filter>pricingengines\basket</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\basket\mceuropeanbasketengine.hpp">
      <Filter>pricingengines\basket</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\basket\kirkengine.hpp">
      <Filter>pricingengines\basket</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\basket\stulzengine.hpp">
      <Filter>pricingengines\basket</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\exotic\all.hpp">
      <Filter>pricingengines\exotic</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\exotic\analyticamericanmargrabeengine.hpp">
      <Filter>pricingengines\exotic</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\exotic\analyticcomplexchooserengine.hpp">
      <Filter>pricingengines\exotic</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\exotic\analyticcompoundoptionengine.hpp">
      <Filter>pricingengines\exotic</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\exotic\analyticeuropeanmargrabeengine.hpp">
      <Filter>pricingengines\exotic</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\exotic\analyticsimplechooserengine.hpp">
      <Filter>pricingengines\exotic</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\forward\all.hpp">
      <Filter>pricingengines\forward</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\forward\forwardengine.hpp">
      <Filter>pricingengines\forward</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\forward\forwardperformanceengine.hpp">
      <Filter>pricingengines\forward</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\forward\mcforwardeuropeanbsengine.hpp">
      <Filter>pricingengines\forward</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\forward\mcforwardeuropeanhestonengine.hpp">
      <Filter>pricingengines\forward</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\forward\mcforwardvanillaengine.hpp">
      <Filter>pricingengines\forward</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\forward\mcvarianceswapengine.hpp">
      <Filter>pricingengines\forward</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\forward\replicatingvarianceswapengine.hpp">
      <Filter>pricingengines\forward</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\quanto\all.hpp">
      <Filter>pricingengines\quanto</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\quanto\quantoengine.hpp">
      <Filter>pricingengines\quanto</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\all.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analyticbsmhullwhiteengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analyticdigitalamericanengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analyticdividendeuropeanengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analyticeuropeanengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analyticeuropeanvasicekengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analyticgjrgarchengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analytichestonengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analytichestonhullwhiteengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analyticptdhestonengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\baroneadesiwhaleyengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\batesengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\binomialengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\bjerksundstenslandengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\coshestonengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\discretizedvanillaoption.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\hestonexpansionengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdconditions.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fddividendengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdmultiperiodengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdstepconditionengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdvanillaengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\integralengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\jumpdiffusionengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\juquadraticengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\mcamericanengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\mcdigitalengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\mceuropeanengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\mceuropeangjrgarchengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\mceuropeanhestonengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\mchestonhullwhiteengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\mcvanillaengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\capfloor\all.hpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\capfloor\analyticcapfloorengine.hpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\capfloor\bacheliercapfloorengine.hpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\capfloor\blackcapfloorengine.hpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\capfloor\discretizedcapfloor.hpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\capfloor\mchullwhiteengine.hpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\capfloor\treecapfloorengine.hpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\all.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\blackswaptionengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\discretizedswaption.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\g2swaptionengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\jamshidianswaptionengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\treeswaptionengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\cliquet\all.hpp">
      <Filter>pricingengines\cliquet</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\cliquet\analyticcliquetengine.hpp">
      <Filter>pricingengines\cliquet</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\cliquet\analyticperformanceengine.hpp">
      <Filter>pricingengines\cliquet</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\cliquet\mcperformanceengine.hpp">
      <Filter>pricingengines\cliquet</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\lookback\all.hpp">
      <Filter>pricingengines\lookback</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\lookback\analyticcontinuousfixedlookback.hpp">
      <Filter>pricingengines\lookback</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\lookback\analyticcontinuousfloatinglookback.hpp">
      <Filter>pricingengines\lookback</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\lookback\analyticcontinuouspartialfixedlookback.hpp">
      <Filter>pricingengines\lookback</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\lookback\analyticcontinuouspartialfloatinglookback.hpp">
      <Filter>pricingengines\lookback</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\lookback\mclookbackengine.hpp">
      <Filter>pricingengines\lookback</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\bond\all.hpp">
      <Filter>pricingengines\bond</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\bond\binomialconvertibleengine.hpp">
      <Filter>pricingengines\bond</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\bond\bondfunctions.hpp">
      <Filter>pricingengines\bond</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\bond\discountingbondengine.hpp">
      <Filter>pricingengines\bond</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\bond\discretizedconvertible.hpp">
      <Filter>pricingengines\bond</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swap\all.hpp">
      <Filter>pricingengines\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swap\cvaswapengine.hpp">
      <Filter>pricingengines\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swap\discountingswapengine.hpp">
      <Filter>pricingengines\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swap\discretizedswap.hpp">
      <Filter>pricingengines\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swap\treeswapengine.hpp">
      <Filter>pricingengines\swap</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\credit\all.hpp">
      <Filter>pricingengines\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\credit\integralcdsengine.hpp">
      <Filter>pricingengines\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\credit\isdacdsengine.hpp">
      <Filter>pricingengines\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\credit\midpointcdsengine.hpp">
      <Filter>pricingengines\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\inflation\all.hpp">
      <Filter>pricingengines\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\inflation\inflationcapfloorengines.hpp">
      <Filter>pricingengines\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\quotes\all.hpp">
      <Filter>quotes</Filter>
    </ClInclude>
    <ClInclude Include="ql\quotes\compositequote.hpp">
      <Filter>quotes</Filter>
    </ClInclude>
    <ClInclude Include="ql\quotes\derivedquote.hpp">
      <Filter>quotes</Filter>
    </ClInclude>
    <ClInclude Include="ql\quotes\eurodollarfuturesquote.hpp">
      <Filter>quotes</Filter>
    </ClInclude>
    <ClInclude Include="ql\quotes\forwardswapquote.hpp">
      <Filter>quotes</Filter>
    </ClInclude>
    <ClInclude Include="ql\quotes\forwardvaluequote.hpp">
      <Filter>quotes</Filter>
    </ClInclude>
    <ClInclude Include="ql\quotes\futuresconvadjustmentquote.hpp">
      <Filter>quotes</Filter>
    </ClInclude>
    <ClInclude Include="ql\quotes\impliedstddevquote.hpp">
      <Filter>quotes</Filter>
    </ClInclude>
    <ClInclude Include="ql\quotes\lastfixingquote.hpp">
      <Filter>quotes</Filter>
    </ClInclude>
    <ClInclude Include="ql\quotes\simplequote.hpp">
      <Filter>quotes</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\all.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\businessdayconvention.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendar.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\date.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\dategenerationrule.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounter.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\ecb.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\frequency.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\imm.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\period.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\schedule.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\timeunit.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\weekday.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\all.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\argentina.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\australia.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\austria.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\bespokecalendar.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\botswana.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\brazil.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\canada.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\chile.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\china.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\czechrepublic.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\denmark.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\finland.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\france.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\germany.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\hongkong.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\hungary.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\iceland.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\india.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\indonesia.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\israel.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\italy.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\japan.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\jointcalendar.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\mexico.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\newzealand.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\norway.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\nullcalendar.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\poland.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\romania.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\russia.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\saudiarabia.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\singapore.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\slovakia.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\southafrica.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\southkorea.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\sweden.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\switzerland.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\taiwan.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\target.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\thailand.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\turkey.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\ukraine.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\unitedkingdom.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\unitedstates.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\calendars\weekendsonly.hpp">
      <Filter>time\calendars</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\actual360.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\actual364.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\actual366.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\actual36525.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\actual365fixed.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\actualactual.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\all.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\business252.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\one.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\simpledaycounter.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\thirty360.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\thirty365.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\all.hpp">
      <Filter>legacy</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\all.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lfmcovarparam.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lfmcovarproxy.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lfmhullwhiteparam.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lfmprocess.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lfmswaptionengine.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\liborforwardmodel.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lmconstwrappercorrmodel.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lmconstwrappervolmodel.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lmcorrmodel.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lmexpcorrmodel.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lmextlinexpvolmodel.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lmfixedvolmodel.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lmlinexpcorrmodel.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lmlinexpvolmodel.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\legacy\libormarketmodels\lmvolmodel.hpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\all.hpp">
      <Filter>experimental</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\abcdatmvolcurve.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\all.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\blackatmvolcurve.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\blackvolsurface.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\equityfxvolsurface.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\extendedblackvariancecurve.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\extendedblackvariancesurface.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\interestratevolsurface.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\noarbsabr.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\noarbsabrinterpolatedsmilesection.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\noarbsabrinterpolation.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\noarbsabrsmilesection.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\noarbsabrswaptionvolatilitycube.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\sabrvolsurface.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\sviinterpolatedsmilesection.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\sviinterpolation.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\svismilesection.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\volcube.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\zabr.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\zabrinterpolatedsmilesection.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\zabrinterpolation.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\zabrsmilesection.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\callablebonds\all.hpp">
      <Filter>experimental\callablebonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\callablebonds\blackcallablebondengine.hpp">
      <Filter>experimental\callablebonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\callablebonds\callablebond.hpp">
      <Filter>experimental\callablebonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\callablebonds\callablebondconstantvol.hpp">
      <Filter>experimental\callablebonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\callablebonds\callablebondvolstructure.hpp">
      <Filter>experimental\callablebonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\callablebonds\discretizedcallablefixedratebond.hpp">
      <Filter>experimental\callablebonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\callablebonds\treecallablebondengine.hpp">
      <Filter>experimental\callablebonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\catbonds\all.hpp">
      <Filter>experimental\catbonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\catbonds\catbond.hpp">
      <Filter>experimental\catbonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\catbonds\catrisk.hpp">
      <Filter>experimental\catbonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\catbonds\montecarlocatbondengine.hpp">
      <Filter>experimental\catbonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\catbonds\riskynotional.hpp">
      <Filter>experimental\catbonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\coupons\all.hpp">
      <Filter>experimental\coupons</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\coupons\cmsspreadcoupon.hpp">
      <Filter>experimental\coupons</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\coupons\digitalcmsspreadcoupon.hpp">
      <Filter>experimental\coupons</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\lineartsrpricer.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\coupons\lognormalcmsspreadpricer.hpp">
      <Filter>experimental\coupons</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\coupons\proxyibor.hpp">
      <Filter>experimental\coupons</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\coupons\quantocouponpricer.hpp">
      <Filter>experimental\coupons</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\coupons\strippedcapflooredcoupon.hpp">
      <Filter>experimental\coupons</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\coupons\swapspreadindex.hpp">
      <Filter>experimental\coupons</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\fx\all.hpp">
      <Filter>experimental\fx</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\fx\blackdeltacalculator.hpp">
      <Filter>experimental\fx</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\fx\deltavolquote.hpp">
      <Filter>experimental\fx</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\all.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analyticamericanmargrabeengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analyticcomplexchooserengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analyticeuropeanmargrabeengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analyticholderextensibleoptionengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analyticpartialtimebarrieroptionengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analyticpdfhestonengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\binomialbarrierengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\discretizedbarrieroption.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analyticsimplechooserengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analytictwoassetbarrierengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analytictwoassetcorrelationengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analyticwriterextensibleoptionengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\complexchooseroption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\continuousarithmeticasianlevyengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\continuousarithmeticasianvecerengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\everestoption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\himalayaoption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\holderextensibleoption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\kirkspreadoptionengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\margrabeoption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\mceverestengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\mchimalayaengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\mcpagodaengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\pagodaoption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\partialtimebarrieroption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\simplechooseroption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\spreadoption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\twoassetbarrieroption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\twoassetcorrelationoption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\writerextensibleoption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\all.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\basecorrelationlossmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\basecorrelationstructure.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\basket.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\blackcdsoptionengine.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\binomiallossmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\cdo.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\cdsoption.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\constantlosslatentmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\correlationstructure.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\defaultevent.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\defaultlossmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\defaultprobabilitykey.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\defaultprobabilitylatentmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\defaulttype.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\distribution.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\factorspreadedhazardratecurve.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\gaussianlhplossmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\homogeneouspooldef.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\inhomogeneouspooldef.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\integralcdoengine.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\integralntdengine.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\interpolatedaffinehazardratecurve.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\issuer.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\loss.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\lossdistribution.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\midpointcdoengine.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\nthtodefault.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\onefactoraffinesurvival.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\onefactorcopula.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\onefactorgaussiancopula.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\onefactorstudentcopula.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\pool.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\randomdefaultlatentmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\randomdefaultmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\randomlosslatentmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\recoveryratemodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\recoveryratequote.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\recursivelossmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\riskyassetswap.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\riskyassetswapoption.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\saddlepointlossmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\spotlosslatentmodel.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\spreadedhazardratecurve.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\credit\syntheticcdo.hpp">
      <Filter>experimental\credit</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\mcbasket\adaptedpathpayoff.hpp">
      <Filter>experimental\mcbasket</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\mcbasket\all.hpp">
      <Filter>experimental\mcbasket</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\mcbasket\longstaffschwartzmultipathpricer.hpp">
      <Filter>experimental\mcbasket</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\mcbasket\mcamericanpathengine.hpp">
      <Filter>experimental\mcbasket</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\mcbasket\mclongstaffschwartzpathengine.hpp">
      <Filter>experimental\mcbasket</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\mcbasket\mcpathbasketengine.hpp">
      <Filter>experimental\mcbasket</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\mcbasket\pathmultiassetoption.hpp">
      <Filter>experimental\mcbasket</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\mcbasket\pathpayoff.hpp">
      <Filter>experimental\mcbasket</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\ode\all.hpp">
      <Filter>math\ode</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\atmadjustedsmilesection.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\atmsmilesection.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\basketgeneratingengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\floatfloatswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\floatfloatswaption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\capfloor\gaussian1dcapfloorengine.hpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\gaussian1dfloatfloatswaptionengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\gaussian1djamshidianswaptionengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\gaussian1dnonstandardswaptionengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\gaussian1dsmilesection.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\gaussian1dswaptionengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\swaption\gaussian1dswaptionvolatility.hpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\gsrprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\gsrprocesscore.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\kahalesmilesection.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\mfstateprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\nonstandardswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\nonstandardswaption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\smilesectionutils.hpp">
      <Filter>termstructures\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\processes\all.hpp">
      <Filter>experimental\processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\processes\extendedblackscholesprocess.hpp">
      <Filter>experimental\processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\processes\extendedornsteinuhlenbeckprocess.hpp">
      <Filter>experimental\processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\processes\vegastressedblackscholesprocess.hpp">
      <Filter>experimental\processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\risk\all.hpp">
      <Filter>experimental\risk</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\risk\creditriskplus.hpp">
      <Filter>experimental\risk</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\risk\sensitivityanalysis.hpp">
      <Filter>experimental\risk</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\shortrate\all.hpp">
      <Filter>experimental\shortrate</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\shortrate\generalizedhullwhite.hpp">
      <Filter>experimental\shortrate</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\shortrate\generalizedornsteinuhlenbeckprocess.hpp">
      <Filter>experimental\shortrate</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\swaptions\all.hpp">
      <Filter>experimental\swaptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\swaptions\haganirregularswaptionengine.hpp">
      <Filter>experimental\swaptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\swaptions\irregularswap.hpp">
      <Filter>experimental\swaptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\swaptions\irregularswaption.hpp">
      <Filter>experimental\swaptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\termstructures\all.hpp">
      <Filter>experimental\termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\termstructures\multicurvesensitivities.hpp">
      <Filter>experimental\termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\varianceoption\all.hpp">
      <Filter>experimental\varianceoption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\varianceoption\integralhestonvarianceoptionengine.hpp">
      <Filter>experimental\varianceoption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\varianceoption\varianceoption.hpp">
      <Filter>experimental\varianceoption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\variancegamma\all.hpp">
      <Filter>experimental\variancegamma</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\variancegamma\analyticvariancegammaengine.hpp">
      <Filter>experimental\variancegamma</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\variancegamma\fftengine.hpp">
      <Filter>experimental\variancegamma</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\variancegamma\fftvanillaengine.hpp">
      <Filter>experimental\variancegamma</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\variancegamma\fftvariancegammaengine.hpp">
      <Filter>experimental\variancegamma</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\variancegamma\variancegammamodel.hpp">
      <Filter>experimental\variancegamma</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\variancegamma\variancegammaprocess.hpp">
      <Filter>experimental\variancegamma</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\lattices\all.hpp">
      <Filter>experimental\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\lattices\extendedbinomialtree.hpp">
      <Filter>experimental\lattices</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\all.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\commodity.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\commoditycashflow.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\commoditycurve.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\commodityindex.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\commoditypricinghelpers.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\commoditysettings.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\commoditytype.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\commodityunitcost.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\dateinterval.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\energybasisswap.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\energycommodity.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\energyfuture.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\energyswap.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\energyvanillaswap.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\exchangecontract.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\paymentterm.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\petroleumunitsofmeasure.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\pricingperiod.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\quantity.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\unitofmeasure.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\unitofmeasureconversion.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\commodities\unitofmeasureconversionmanager.hpp">
      <Filter>experimental\commodities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\averageois\all.hpp">
      <Filter>experimental\averageois</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\averageois\arithmeticaverageois.hpp">
      <Filter>experimental\averageois</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\averageois\arithmeticoisratehelper.hpp">
      <Filter>experimental\averageois</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\averageois\averageoiscouponpricer.hpp">
      <Filter>experimental\averageois</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\averageois\makearithmeticaverageois.hpp">
      <Filter>experimental\averageois</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\barrieroption\all.hpp">
      <Filter>experimental\barrieroption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\barrieroption\mcdoublebarrierengine.hpp">
      <Filter>experimental\barrieroption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\barrieroption\binomialdoublebarrierengine.hpp">
      <Filter>experimental\barrieroption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\barrieroption\discretizeddoublebarrieroption.hpp">
      <Filter>experimental\barrieroption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\barrieroption\perturbativebarrieroptionengine.hpp">
      <Filter>experimental\barrieroption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\barrieroption\quantodoublebarrieroption.hpp">
      <Filter>experimental\barrieroption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\barrieroption\suowangdoublebarrierengine.hpp">
      <Filter>experimental\barrieroption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\barrieroption\vannavolgabarrierengine.hpp">
      <Filter>experimental\barrieroption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\barrieroption\vannavolgadoublebarrierengine.hpp">
      <Filter>experimental\barrieroption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\barrieroption\vannavolgainterpolation.hpp">
      <Filter>experimental\barrieroption</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\analyticcompoundoptionengine.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\exoticoptions\compoundoption.hpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\all.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\genericindexes.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\interpolatedyoyoptionletstripper.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\kinterpolatedyoyoptionletvolatilitysurface.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\piecewiseyoyoptionletvolatility.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\polynomial2Dspline.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\yoycapfloortermpricesurface.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\yoyinflationoptionletvolatilitystructure2.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\yoyoptionlethelpers.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\yoyoptionletstripper.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\all.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\ode\adaptiverungekutta.hpp">
      <Filter>math\ode</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\claytoncopularng.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\convolvedstudentt.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\farliegumbelmorgensterncopularng.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\frankcopularng.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\gaussiancopulapolicy.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\laplaceinterpolation.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\latentmodel.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\moorepenroseinverse.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\multidimintegrator.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\multidimquadrature.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\numericaldifferentiation.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\nthorderderivativeop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\piecewisefunction.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\piecewiseintegral.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\polarstudenttrng.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\simulatedannealing.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\tcopulapolicy.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\zigguratrng.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClCompile Include="ql\pricingengines\barrier\analyticbinarybarrierengine.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\barrier\discretizedbarrieroption.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClInclude Include="ql\any.hpp" />
    <ClInclude Include="ql\auto_link.hpp" />
    <ClInclude Include="ql\cashflow.hpp" />
    <ClInclude Include="ql\compounding.hpp" />
    <ClInclude Include="ql\config.ansi.hpp" />
    <ClInclude Include="ql\config.mingw.hpp" />
    <ClInclude Include="ql\config.msvc.hpp" />
    <ClInclude Include="ql\config.sun.hpp" />
    <ClInclude Include="ql\currency.hpp" />
    <ClInclude Include="ql\default.hpp" />
    <ClInclude Include="ql\discretizedasset.hpp" />
    <ClInclude Include="ql\errors.hpp" />
    <ClInclude Include="ql\event.hpp" />
    <ClInclude Include="ql\exchangerate.hpp" />
    <ClInclude Include="ql\exercise.hpp" />
    <ClInclude Include="ql\functional.hpp" />
    <ClInclude Include="ql\rebatedexercise.hpp" />
    <ClInclude Include="ql\grid.hpp" />
    <ClInclude Include="ql\handle.hpp" />
    <ClInclude Include="ql\index.hpp" />
    <ClInclude Include="ql\instrument.hpp" />
    <ClInclude Include="ql\interestrate.hpp" />
    <ClInclude Include="ql\mathconstants.hpp" />
    <ClInclude Include="ql\money.hpp" />
    <ClInclude Include="ql\numericalmethod.hpp" />
    <ClInclude Include="ql\option.hpp" />
    <ClInclude Include="ql\optional.hpp" />
    <ClInclude Include="ql\payoff.hpp" />
    <ClInclude Include="ql\position.hpp" />
    <ClInclude Include="ql\prices.hpp" />
    <ClInclude Include="ql\pricingengine.hpp" />
    <ClInclude Include="ql\qldefines.hpp" />
    <ClInclude Include="ql\quantlib.hpp" />
    <ClInclude Include="ql\quote.hpp" />
    <ClInclude Include="ql\settings.hpp" />
    <ClInclude Include="ql\shared_ptr.hpp" />
    <ClInclude Include="ql\stochasticprocess.hpp" />
    <ClInclude Include="ql\termstructure.hpp" />
    <ClInclude Include="ql\timegrid.hpp" />
    <ClInclude Include="ql\timeseries.hpp" />
    <ClInclude Include="ql\tuple.hpp" />
    <ClInclude Include="ql\types.hpp" />
    <ClInclude Include="ql\userconfig.hpp" />
    <ClInclude Include="ql\version.hpp" />
    <ClInclude Include="ql\volatilitymodel.hpp" />
    <ClInclude Include="ql\cashflows\cpicoupon.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\cpicouponpricer.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\cpicapfloor.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\cpiswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\vanillastorageoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\vanillaswingoption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\bonds\cpibond.hpp">
      <Filter>instruments\bonds</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\all.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdextoujumpvanillaengine.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmdupire1dop.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmextendedornsteinuhlenbeckop.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmextoujumpmodelinnervalue.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmextoujumpop.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmextoujumpsolver.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmsimple2dextousolver.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmsimple3dextoujumpsolver.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmzabrop.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmsolverdesc.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdsimpleextoujumpswingengine.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdsimpleextoustorageengine.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\processes\extouwithjumpsprocess.hpp">
      <Filter>experimental\processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\processes\gemanroncoroniprocess.hpp">
      <Filter>experimental\processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\cpicapfloorengines.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\inflation\cpicapfloortermpricesurface.hpp">
      <Filter>experimental\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdklugeextouspreadengine.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmklugeextouop.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmklugeextousolver.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmexpextouinnervaluecalculator.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmvppstepcondition.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\processes\klugeextouprocess.hpp">
      <Filter>experimental\processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\processes\hestonslvprocess.hpp">
      <Filter>processes</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdsimpleklugeextouvppengine.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\vanillavppoption.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\bicgstab.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\all.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\concentrating1dmesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\dividendbarrieroption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\exponentialjump1dmesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\basket\fd2dblackscholesvanillaengine.hpp">
      <Filter>pricingengines\basket</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdbatesvanillaengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\fdblackscholesasianengine.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\fdblackscholesbarrierengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\analyticbinarybarrierengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\fdblackscholesrebateengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\fdhestonbarrierengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\fdhestonrebateengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdhestonhullwhitevanillaengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdhestonvanillaengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdcirvanillaengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\fdm1dmesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdm2dblackscholesop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\all.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\all.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdm2dblackscholessolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdm2dimsolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdm3dimsolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\stepconditions\all.hpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\stepconditions\fdmamericanstepcondition.hpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\stepconditions\fdmarithmeticaveragecondition.hpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\stepconditions\fdmbermudanstepcondition.hpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\stepconditions\fdmsimplestoragecondition.hpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\stepconditions\fdmsimpleswingcondition.hpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\stepconditions\fdmstepconditioncomposite.hpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmbackwardsolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmbatesop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmblackscholesop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmhestonhullwhiteop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmhestonop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmcirop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmbatessolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmblackscholessolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmhestonhullwhitesolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmhestonsolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmcirsolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\fdmblackscholesmesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\fdmblackscholesmultistrikemesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\fdmhestonvariancemesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\fdmmeshercomposite.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\fdmmesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\all.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmdirichletboundary.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmdividendhandler.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdminnervaluecalculator.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmmesherintegral.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmquantohelper.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmlinearop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmlinearopcomposite.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmlinearopiterator.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmlinearoplayout.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\firstderivativeop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\ninepointlinearop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\secondderivativeop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\secondordermixedderivativeop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\triplebandlinearop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmndimsolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmsimple2dbssolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\fdmsimpleprocess1dmesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\predefined1dmesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\uniform1dmesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\uniformgridmesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\all.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\boundaryconditionschemehelper.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\craigsneydscheme.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\douglasscheme.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\expliciteulerscheme.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\hundsdorferscheme.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\impliciteulerscheme.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\methodoflinesscheme.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\modifiedcraigsneydscheme.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\trbdf2scheme.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmspreadpayoffinnervalue.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\sparseilupreconditioner.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdsimplebsswingengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\stepconditions\fdmsnapshotcondition.hpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdblackscholesvanillaengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdm1dimsolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\fdg2swaptionengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\swaption\fdhullwhiteswaptionengine.hpp">
      <Filter>pricingengines\swaption</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmg2solver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\solvers\fdmhullwhitesolver.hpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmg2op.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmhullwhiteop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmaffinemodelswapinnervalue.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmaffinemodeltermstructure.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\glued1dmesher.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\dynprogvppintrinsicvalueengine.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmvppstartlimitstepcondition.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdmvppstepconditionfactory.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\sparsematrix.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\optimization\differentialevolution.hpp">
      <Filter>math\optimization</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\randomnumbers\sobolbrownianbridgersg.hpp">
      <Filter>math\randomnumbers</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\richardsonextrapolation.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmtimedepdirichletboundary.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmboundaryconditionset.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmindicesonboundary.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analytich1hwengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\asx.hpp">
      <Filter>time</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\futures.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\models\all.hpp">
      <Filter>experimental\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\models\normalclvmodel.hpp">
      <Filter>experimental\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\fixedlocalvolsurface.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmlocalvolfwdop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\finitedifferences\fdornsteinuhlenbeckvanillaengine.hpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\noexceptlocalvolsurface.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\polynomialmathfunction.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\pascaltriangle.hpp">
      <Filter>math</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\onefactormodels\gaussian1dmodel.hpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\onefactormodels\gsr.hpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\shortrate\onefactormodels\markovfunctional.hpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\fireflyalgorithm.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\hybridsimulatedannealing.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\hybridsimulatedannealingfunctors.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\isotropicrandomwalk.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\levyflightdistribution.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\particleswarmoptimization.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\gridmodellocalvolsurface.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\volatility\equityfx\hestonblackvolsurface.hpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmornsteinuhlenbeckop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\matrixutilities\gmres.hpp">
      <Filter>math\matrixutilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\volatility\sabrvoltermstructure.hpp">
      <Filter>experimental\volatility</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\models\squarerootclvmodel.hpp">
      <Filter>experimental\models</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\math\gaussiannoncentralchisquaredpolynomial.hpp">
      <Filter>experimental\math</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\basismodels\all.hpp">
      <Filter>experimental\basismodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\basismodels\swaptioncfs.hpp">
      <Filter>experimental\basismodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\basismodels\tenoroptionletvts.hpp">
      <Filter>experimental\basismodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\basismodels\tenorswaptionvts.hpp">
      <Filter>experimental\basismodels</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\meshers\fdmcev1dmesher.hpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmcevop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmsabrop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\bsmrndcalculator.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\cevrndcalculator.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmdiscountdirichletboundary.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\gbsmrndcalculator.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\hestonrndcalculator.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\localvolrndcalculator.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\riskneutraldensitycalculator.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\squarerootprocessrndcalculator.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\analyticcevengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdcevvanillaengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdsabrvanillaengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\schemes\cranknicolsonscheme.hpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\gausslaguerrecosinepolynomial.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\momentbasedgaussianpolynomial.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\exponentialfittinghestonengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\exponentialintegrals.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\termstructures\yield\ultimateforwardtermstructure.hpp">
      <Filter>termstructures\yield</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\forward\all.hpp">
      <Filter>experimental\forward</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\forward\analytichestonforwardeuropeanengine.hpp">
      <Filter>experimental\forward</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\asian\all.hpp">
      <Filter>experimental\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\asian\analytic_cont_geom_av_price_heston.hpp">
      <Filter>experimental\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\asian\analytic_discr_geom_av_price_heston.hpp">
      <Filter>experimental\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\termstructures\basisswapratehelpers.hpp">
      <Filter>experimental\termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\experimental\termstructures\crosscurrencyratehelpers.hpp">
      <Filter>experimental\termstructures</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\fdblackscholesshoutengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmshoutloginnervaluecalculator.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\escroweddividendadjustment.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmescrowedloginnervaluecalculator.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\zerocouponswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\bond\riskybondengine.hpp">
      <Filter>pricingengines\bond</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\asian\turnbullwakemanasianengine.hpp">
      <Filter>pricingengines\asian</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\integrals\tanhsinhintegral.hpp">
      <Filter>math\integrals</Filter>
    </ClInclude>
    <ClInclude Include="ql\math\interpolations\chebyshevinterpolation.hpp">
      <Filter>math\interpolations</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\qdfpamericanengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\vanilla\qdplusamericanengine.hpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\equity\hestonslvfdmmodel.hpp">
      <Filter>models\equity</Filter>
    </ClInclude>
    <ClInclude Include="ql\models\equity\hestonslvmcmodel.hpp">
      <Filter>models\equity</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\fdhestondoublebarrierengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\analyticdoublebarrierbinaryengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\pricingengines\barrier\analyticdoublebarrierengine.hpp">
      <Filter>pricingengines\barrier</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\doublebarrieroption.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\doublebarriertype.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmblackscholesfwdop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmhestonfwdop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\fdmsquarerootfwdop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\utilities\fdmhestongreensfct.hpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClInclude>
    <ClInclude Include="ql\methods\finitedifferences\operators\modtriplebandlinearop.hpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\inflation\ukhicp.hpp">
      <Filter>indexes\inflation</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\equityindex.hpp">
      <Filter>indexes</Filter>
    </ClInclude>
    <ClInclude Include="ql\instruments\equitytotalreturnswap.hpp">
      <Filter>instruments</Filter>
    </ClInclude>
    <ClInclude Include="ql\cashflows\equitycashflow.hpp">
      <Filter>cashflows</Filter>
    </ClInclude>
    <ClInclude Include="ql\time\daycounters\yearfractiontodate.hpp">
      <Filter>time\daycounters</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\destr.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
    <ClInclude Include="ql\indexes\ibor\swestr.hpp">
      <Filter>indexes\ibor</Filter>
    </ClInclude>
  </ItemGroup>
  <ItemGroup>
    <ClCompile Include="ql\methods\montecarlo\brownianbridge.cpp">
      <Filter>methods\montecarlo</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\montecarlo\genericlsregression.cpp">
      <Filter>methods\montecarlo</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\montecarlo\lsmbasissystem.cpp">
      <Filter>methods\montecarlo</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\montecarlo\parametricexercise.cpp">
      <Filter>methods\montecarlo</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\boundarycondition.cpp">
      <Filter>methods\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\bsmoperator.cpp">
      <Filter>methods\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\tridiagonaloperator.cpp">
      <Filter>methods\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\lattices\binomialtree.cpp">
      <Filter>methods\lattices</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\lattices\trinomialtree.cpp">
      <Filter>methods\lattices</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\averagebmacoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\capflooredcoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\capflooredinflationcoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\cashflows.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\cashflowvectors.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\cmscoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\conundrumpricer.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\coupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\couponpricer.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\digitalcmscoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\digitalcoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\digitaliborcoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\dividend.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\duration.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\fixedratecoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\floatingratecoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\iborcoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\indexedcashflow.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\inflationcoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\inflationcouponpricer.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\overnightindexedcoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\rangeaccrual.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\replication.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\simplecashflow.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\subperiodcoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\timebasket.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\yoyinflationcoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\zeroinflationcashflow.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\bmaindex.cpp">
      <Filter>indexes</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\iborindex.cpp">
      <Filter>indexes</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\indexmanager.cpp">
      <Filter>indexes</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\inflationindex.cpp">
      <Filter>indexes</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\interestrateindex.cpp">
      <Filter>indexes</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\region.cpp">
      <Filter>indexes</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\swapindex.cpp">
      <Filter>indexes</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\bibor.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\corra.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\eonia.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\estr.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\euribor.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\eurlibor.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\fedfunds.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\libor.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\shibor.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\sofr.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\ibor\sonia.cpp">
      <Filter>indexes\ibor</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\swap\chfliborswap.cpp">
      <Filter>indexes\swap</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\swap\euriborswap.cpp">
      <Filter>indexes\swap</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\swap\eurliborswap.cpp">
      <Filter>indexes\swap</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\swap\gbpliborswap.cpp">
      <Filter>indexes\swap</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\swap\jpyliborswap.cpp">
      <Filter>indexes\swap</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\swap\usdliborswap.cpp">
      <Filter>indexes\swap</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\asianoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\assetswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\averagetype.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\barrieroption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\barriertype.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\basketoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bmaswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bond.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bondforward.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\capfloor.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\claim.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\cliquetoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\complexchooseroption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\compositeinstrument.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\compoundoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\creditdefaultswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\europeanoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\fixedvsfloatingswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\forward.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\forwardrateagreement.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\forwardvanillaoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\impliedvolatility.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\inflationcapfloor.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\lookbackoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\makecapfloor.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\makecds.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\makecms.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\makeois.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\makeswaption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\makevanillaswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\makeyoyinflationcapfloor.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\margrabeoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\multiassetoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\oneassetoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\overnightindexedswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\overnightindexfuture.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\payoffs.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\quantobarrieroption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\quantoforwardvanillaoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\quantovanillaoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\simplechooseroption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\simplifynotificationgraph.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\stickyratchet.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\stock.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\swap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\swaption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\vanillaoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\vanillaswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\varianceswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\yearonyearinflationswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\zerocouponinflationswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bonds\amortizingcmsratebond.cpp">
      <Filter>instruments\bonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bonds\amortizingfixedratebond.cpp">
      <Filter>instruments\bonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bonds\amortizingfloatingratebond.cpp">
      <Filter>instruments\bonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bonds\btp.cpp">
      <Filter>instruments\bonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bonds\cmsratebond.cpp">
      <Filter>instruments\bonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bonds\convertiblebonds.cpp">
      <Filter>instruments\bonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bonds\fixedratebond.cpp">
      <Filter>instruments\bonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bonds\floatingratebond.cpp">
      <Filter>instruments\bonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bonds\zerocouponbond.cpp">
      <Filter>instruments\bonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\abcdmathfunction.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\bernsteinpolynomial.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\beta.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\bspline.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\errorfunction.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\expm1.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\factorial.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\incompletegamma.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrix.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\modifiedbessel.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\primenumbers.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\quadratic.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\rounding.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\sampledcurve.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\statistics\discrepancystatistics.cpp">
      <Filter>math\statistics</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\statistics\generalstatistics.cpp">
      <Filter>math\statistics</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\statistics\histogram.cpp">
      <Filter>math\statistics</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\statistics\incrementalstatistics.cpp">
      <Filter>math\statistics</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\distributions\bivariatenormaldistribution.cpp">
      <Filter>math\distributions</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\distributions\bivariatestudenttdistribution.cpp">
      <Filter>math\distributions</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\distributions\chisquaredistribution.cpp">
      <Filter>math\distributions</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\distributions\gammadistribution.cpp">
      <Filter>math\distributions</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\distributions\normaldistribution.cpp">
      <Filter>math\distributions</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\distributions\studenttdistribution.cpp">
      <Filter>math\distributions</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\integrals\discreteintegrals.cpp">
      <Filter>math\integrals</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\integrals\filonintegral.cpp">
      <Filter>math\integrals</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\integrals\gaussianorthogonalpolynomial.cpp">
      <Filter>math\integrals</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\integrals\gaussianquadratures.cpp">
      <Filter>math\integrals</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\integrals\gausslobattointegral.cpp">
      <Filter>math\integrals</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\integrals\integral.cpp">
      <Filter>math\integrals</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\integrals\kronrodintegral.cpp">
      <Filter>math\integrals</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\integrals\segmentintegral.cpp">
      <Filter>math\integrals</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\basisincompleteordered.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\choleskydecomposition.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\expm.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\factorreduction.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\getcovariance.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\pseudosqrt.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\qrdecomposition.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\svd.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\symmetricschurdecomposition.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\tapcorrelations.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\tqreigendecomposition.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\burley2020sobolrsg.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\faurersg.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\haltonrsg.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\knuthuniformrng.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\latticersg.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\latticerules.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\lecuyeruniformrng.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\mt19937uniformrng.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\primitivepolynomials.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\seedgenerator.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\sobolrsg.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\stochasticcollocationinvcdf.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\xoshiro256starstaruniformrng.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\armijo.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\bfgs.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\conjugategradient.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\constraint.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\endcriteria.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\goldstein.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\leastsquare.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\levenbergmarquardt.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\linesearch.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\linesearchbasedmethod.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\lmdif.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\projectedcostfunction.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\projection.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\simplex.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\spherecylinder.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\steepestdescent.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\alimikhailhaqcopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\claytoncopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\farliegumbelmorgensterncopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\frankcopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\galamboscopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\gaussiancopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\gumbelcopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\huslerreisscopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\independentcopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\marshallolkincopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\maxcopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\mincopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\copulas\plackettcopula.cpp">
      <Filter>math\copulas</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\calibrationhelper.cpp">
      <Filter>models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\model.cpp">
      <Filter>models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\accountingengine.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\curvestate.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\discounter.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolutiondescription.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\forwardforwardmappings.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\historicalratesanalysis.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\marketmodel.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\marketmodeldifferences.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\pathwiseaccountingengine.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\pathwisediscounter.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\proxygreekengine.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\swapforwardmappings.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\utilities.cpp">
      <Filter>models\marketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\browniangenerators\mtbrowniangenerator.cpp">
      <Filter>models\marketmodels\browniangenerators</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\browniangenerators\sobolbrowniangenerator.cpp">
      <Filter>models\marketmodels\browniangenerators</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\curvestates\cmswapcurvestate.cpp">
      <Filter>models\marketmodels\curvestates</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\curvestates\coterminalswapcurvestate.cpp">
      <Filter>models\marketmodels\curvestates</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\curvestates\lmmcurvestate.cpp">
      <Filter>models\marketmodels\curvestates</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\driftcomputation\cmsmmdriftcalculator.cpp">
      <Filter>models\marketmodels\driftcomputation</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\driftcomputation\lmmdriftcalculator.cpp">
      <Filter>models\marketmodels\driftcomputation</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\driftcomputation\lmmnormaldriftcalculator.cpp">
      <Filter>models\marketmodels\driftcomputation</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\driftcomputation\smmdriftcalculator.cpp">
      <Filter>models\marketmodels\driftcomputation</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\lognormalcmswapratepc.cpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\lognormalcotswapratepc.cpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\lognormalfwdrateballand.cpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\lognormalfwdrateeuler.cpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\lognormalfwdrateeulerconstrained.cpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\lognormalfwdrateiballand.cpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\lognormalfwdrateipc.cpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\lognormalfwdratepc.cpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\normalfwdratepc.cpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\svddfwdratepc.cpp">
      <Filter>models\marketmodels\evolvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\evolvers\volprocesses\squarerootandersen.cpp">
      <Filter>models\marketmodels\evolvers\volprocesses</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\abcdvol.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\alphafinder.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\alphaformconcrete.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\capletcoterminalalphacalibration.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\capletcoterminalmaxhomogeneity.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\capletcoterminalperiodic.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\capletcoterminalswaptioncalibration.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\cotswaptofwdadapter.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\ctsmmcapletcalibration.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\flatvol.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\fwdperiodadapter.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\fwdtocotswapadapter.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\piecewiseconstantabcdvariance.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\piecewiseconstantvariance.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\pseudorootfacade.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\models\volatilityinterpolationspecifierabcd.cpp">
      <Filter>models\marketmodels\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\compositeproduct.cpp">
      <Filter>models\marketmodels\products</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multiproductcomposite.cpp">
      <Filter>models\marketmodels\products</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multiproductmultistep.cpp">
      <Filter>models\marketmodels\products</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multiproductonestep.cpp">
      <Filter>models\marketmodels\products</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\singleproductcomposite.cpp">
      <Filter>models\marketmodels\products</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\callspecifiedmultiproduct.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\cashrebate.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\exerciseadapter.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepcoinitialswaps.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepcoterminalswaps.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepcoterminalswaptions.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepforwards.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepinversefloater.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepnothing.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepoptionlets.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multisteppathwisewrapper.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepperiodcapletswaptions.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepratchet.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepswap.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multistepswaption.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\multistep\multisteptarn.cpp">
      <Filter>models\marketmodels\products\multistep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\onestep\onestepcoinitialswaps.cpp">
      <Filter>models\marketmodels\products\onestep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\onestep\onestepcoterminalswaps.cpp">
      <Filter>models\marketmodels\products\onestep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\onestep\onestepforwards.cpp">
      <Filter>models\marketmodels\products\onestep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\onestep\onestepoptionlets.cpp">
      <Filter>models\marketmodels\products\onestep</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\pathwise\pathwiseproductcallspecified.cpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\pathwise\pathwiseproductcaplet.cpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\pathwise\pathwiseproductcashrebate.cpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\pathwise\pathwiseproductinversefloater.cpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\pathwise\pathwiseproductswap.cpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\products\pathwise\pathwiseproductswaption.cpp">
      <Filter>models\marketmodels\products\pathwise</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\correlations\cotswapfromfwdcorrelation.cpp">
      <Filter>models\marketmodels\correlations</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\correlations\expcorrelations.cpp">
      <Filter>models\marketmodels\correlations</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\correlations\timehomogeneousforwardcorrelation.cpp">
      <Filter>models\marketmodels\correlations</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\callability\bermudanswaptionexercisevalue.cpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\callability\collectnodedata.cpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\callability\lsstrategy.cpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\callability\nothingexercisevalue.cpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\callability\parametricexerciseadapter.cpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\callability\swapbasissystem.cpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\callability\swapforwardbasissystem.cpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\callability\swapratetrigger.cpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\callability\triggeredswapexercise.cpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\callability\upperboundengine.cpp">
      <Filter>models\marketmodels\callability</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\pathwisegreeks\bumpinstrumentjacobian.cpp">
      <Filter>models\marketmodels\pathwisegreeks</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\pathwisegreeks\ratepseudorootjacobian.cpp">
      <Filter>models\marketmodels\pathwisegreeks</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\pathwisegreeks\swaptionpseudojacobian.cpp">
      <Filter>models\marketmodels\pathwisegreeks</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\marketmodels\pathwisegreeks\vegabumpcluster.cpp">
      <Filter>models\marketmodels\pathwisegreeks</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\onefactormodel.cpp">
      <Filter>models\shortrate</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\twofactormodel.cpp">
      <Filter>models\shortrate</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\calibrationhelpers\caphelper.cpp">
      <Filter>models\shortrate\calibrationhelpers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\calibrationhelpers\swaptionhelper.cpp">
      <Filter>models\shortrate\calibrationhelpers</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\onefactormodels\blackkarasinski.cpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\onefactormodels\coxingersollross.cpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\onefactormodels\extendedcoxingersollross.cpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\onefactormodels\hullwhite.cpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\onefactormodels\vasicek.cpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\twofactormodels\g2.cpp">
      <Filter>models\shortrate\twofactorsmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\volatility\constantestimator.cpp">
      <Filter>models\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\volatility\garch.cpp">
      <Filter>models\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\equity\batesmodel.cpp">
      <Filter>models\equity</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\equity\gjrgarchmodel.cpp">
      <Filter>models\equity</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\equity\hestonmodel.cpp">
      <Filter>models\equity</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\equity\hestonmodelhelper.cpp">
      <Filter>models\equity</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\equity\piecewisetimedependenthestonmodel.cpp">
      <Filter>models\equity</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\defaulttermstructure.cpp">
      <Filter>termstructures</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\inflationtermstructure.cpp">
      <Filter>termstructures</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\voltermstructure.cpp">
      <Filter>termstructures</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\yieldtermstructure.cpp">
      <Filter>termstructures</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\abcd.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\abcdcalibration.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\flatsmilesection.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\sabr.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\sabrinterpolatedsmilesection.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\sabrsmilesection.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\smilesection.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\spreadedsmilesection.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\capfloor\capfloortermvolatilitystructure.cpp">
      <Filter>termstructures\volatility\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\capfloor\capfloortermvolcurve.cpp">
      <Filter>termstructures\volatility\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\capfloor\capfloortermvolsurface.cpp">
      <Filter>termstructures\volatility\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\capfloor\constantcapfloortermvol.cpp">
      <Filter>termstructures\volatility\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\andreasenhugelocalvoladapter.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\andreasenhugevolatilityadapter.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\andreasenhugevolatilityinterpl.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\blackvariancecurve.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\blackvariancesurface.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\blackvoltermstructure.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\localvolsurface.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\localvoltermstructure.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\optionlet\constantoptionletvol.cpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\optionlet\optionletstripper.cpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\optionlet\optionletstripper1.cpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\optionlet\optionletstripper2.cpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\optionlet\optionletvolatilitystructure.cpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\optionlet\spreadedoptionletvol.cpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\optionlet\strippedoptionlet.cpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\optionlet\strippedoptionletadapter.cpp">
      <Filter>termstructures\volatility\optionlet</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\swaption\cmsmarket.cpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\swaption\cmsmarketcalibration.cpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\swaption\interpolatedswaptionvolatilitycube.cpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\swaption\spreadedswaptionvol.cpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\swaption\swaptionconstantvol.cpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\swaption\swaptionvolcube.cpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\swaption\swaptionvoldiscrete.cpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\swaption\swaptionvolmatrix.cpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\swaption\swaptionvolstructure.cpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\inflation\constantcpivolatility.cpp">
      <Filter>termstructures\volatility\inflation</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\inflation\cpivolatilitystructure.cpp">
      <Filter>termstructures\volatility\inflation</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\inflation\yoyinflationoptionletvolatilitystructure.cpp">
      <Filter>termstructures\volatility\inflation</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\yield\bondhelpers.cpp">
      <Filter>termstructures\yield</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\yield\fittedbonddiscountcurve.cpp">
      <Filter>termstructures\yield</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\yield\flatforward.cpp">
      <Filter>termstructures\yield</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\yield\forwardstructure.cpp">
      <Filter>termstructures\yield</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\yield\nonlinearfittingmethods.cpp">
      <Filter>termstructures\yield</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\yield\oisratehelper.cpp">
      <Filter>termstructures\yield</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\yield\overnightindexfutureratehelper.cpp">
      <Filter>termstructures\yield</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\yield\ratehelpers.cpp">
      <Filter>termstructures\yield</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\yield\zeroyieldstructure.cpp">
      <Filter>termstructures\yield</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\inflation\inflationhelpers.cpp">
      <Filter>termstructures\inflation</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\inflation\seasonality.cpp">
      <Filter>termstructures\inflation</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\credit\defaultdensitystructure.cpp">
      <Filter>termstructures\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\credit\defaultprobabilityhelpers.cpp">
      <Filter>termstructures\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\credit\flathazardrate.cpp">
      <Filter>termstructures\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\credit\hazardratestructure.cpp">
      <Filter>termstructures\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\credit\survivalprobabilitystructure.cpp">
      <Filter>termstructures\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\utilities\dataformatters.cpp">
      <Filter>utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\utilities\dataparsers.cpp">
      <Filter>utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\utilities\tracing.cpp">
      <Filter>utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\currencies\africa.cpp">
      <Filter>currencies</Filter>
    </ClCompile>
    <ClCompile Include="ql\currencies\america.cpp">
      <Filter>currencies</Filter>
    </ClCompile>
    <ClCompile Include="ql\currencies\asia.cpp">
      <Filter>currencies</Filter>
    </ClCompile>
    <ClCompile Include="ql\currencies\crypto.cpp">
      <Filter>currencies</Filter>
    </ClCompile>
    <ClCompile Include="ql\currencies\europe.cpp">
      <Filter>currencies</Filter>
    </ClCompile>
    <ClCompile Include="ql\currencies\exchangeratemanager.cpp">
      <Filter>currencies</Filter>
    </ClCompile>
    <ClCompile Include="ql\currencies\oceania.cpp">
      <Filter>currencies</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\batesprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\blackscholesprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\coxingersollrossprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\endeulerdiscretization.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\eulerdiscretization.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\forwardmeasureprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\g2process.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\geometricbrownianprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\gjrgarchprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\hestonprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\hullwhiteprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\hybridhestonhullwhiteprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\jointstochasticprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\merton76process.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\ornsteinuhlenbeckprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\squarerootprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\stochasticprocessarray.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\americanpayoffatexpiry.cpp">
      <Filter>pricingengines</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\americanpayoffathit.cpp">
      <Filter>pricingengines</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\blackcalculator.cpp">
      <Filter>pricingengines</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\blackformula.cpp">
      <Filter>pricingengines</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\blackscholescalculator.cpp">
      <Filter>pricingengines</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\greeks.cpp">
      <Filter>pricingengines</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\asian\analytic_cont_geom_av_price.cpp">
      <Filter>pricingengines\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\asian\analytic_discr_geom_av_price.cpp">
      <Filter>pricingengines\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\asian\analytic_discr_geom_av_strike.cpp">
      <Filter>pricingengines\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\asian\mc_discr_arith_av_price.cpp">
      <Filter>pricingengines\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\asian\mc_discr_arith_av_price_heston.cpp">
      <Filter>pricingengines\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\asian\mc_discr_arith_av_strike.cpp">
      <Filter>pricingengines\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\asian\mc_discr_geom_av_price.cpp">
      <Filter>pricingengines\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\asian\mc_discr_geom_av_price_heston.cpp">
      <Filter>pricingengines\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\barrier\analyticbarrierengine.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\barrier\mcbarrierengine.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\basket\mcamericanbasketengine.cpp">
      <Filter>pricingengines\basket</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\basket\mceuropeanbasketengine.cpp">
      <Filter>pricingengines\basket</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\basket\kirkengine.cpp">
      <Filter>pricingengines\basket</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\basket\stulzengine.cpp">
      <Filter>pricingengines\basket</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analyticbsmhullwhiteengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analyticdigitalamericanengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analyticdividendeuropeanengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analyticeuropeanengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analyticeuropeanvasicekengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analyticgjrgarchengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analytichestonengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analytichestonhullwhiteengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analyticptdhestonengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\baroneadesiwhaleyengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\batesengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\bjerksundstenslandengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\coshestonengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\discretizedvanillaoption.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\hestonexpansionengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\fdvanillaengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\integralengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\jumpdiffusionengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\juquadraticengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\mcamericanengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\mcdigitalengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\mchestonhullwhiteengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\capfloor\analyticcapfloorengine.cpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\capfloor\bacheliercapfloorengine.cpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\capfloor\blackcapfloorengine.cpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\capfloor\discretizedcapfloor.cpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\capfloor\mchullwhiteengine.cpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\capfloor\treecapfloorengine.cpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\blackswaptionengine.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\discretizedswaption.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\jamshidianswaptionengine.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\treeswaptionengine.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\cliquet\analyticcliquetengine.cpp">
      <Filter>pricingengines\cliquet</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\cliquet\analyticperformanceengine.cpp">
      <Filter>pricingengines\cliquet</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\cliquet\mcperformanceengine.cpp">
      <Filter>pricingengines\cliquet</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\exotic\analyticamericanmargrabeengine.cpp">
      <Filter>pricingengines\exotic</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\exotic\analyticcomplexchooserengine.cpp">
      <Filter>pricingengines\exotic</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\exotic\analyticcompoundoptionengine.cpp">
      <Filter>pricingengines\exotic</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\exotic\analyticeuropeanmargrabeengine.cpp">
      <Filter>pricingengines\exotic</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\exotic\analyticsimplechooserengine.cpp">
      <Filter>pricingengines\exotic</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\lookback\analyticcontinuousfixedlookback.cpp">
      <Filter>pricingengines\lookback</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\lookback\analyticcontinuousfloatinglookback.cpp">
      <Filter>pricingengines\lookback</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\lookback\analyticcontinuouspartialfixedlookback.cpp">
      <Filter>pricingengines\lookback</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\lookback\analyticcontinuouspartialfloatinglookback.cpp">
      <Filter>pricingengines\lookback</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\lookback\mclookbackengine.cpp">
      <Filter>pricingengines\lookback</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\bond\bondfunctions.cpp">
      <Filter>pricingengines\bond</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\bond\discountingbondengine.cpp">
      <Filter>pricingengines\bond</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\bond\discretizedconvertible.cpp">
      <Filter>pricingengines\bond</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swap\cvaswapengine.cpp">
      <Filter>pricingengines\swap</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swap\discountingswapengine.cpp">
      <Filter>pricingengines\swap</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swap\discretizedswap.cpp">
      <Filter>pricingengines\swap</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swap\treeswapengine.cpp">
      <Filter>pricingengines\swap</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\credit\integralcdsengine.cpp">
      <Filter>pricingengines\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\credit\isdacdsengine.cpp">
      <Filter>pricingengines\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\credit\midpointcdsengine.cpp">
      <Filter>pricingengines\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\forward\mcforwardeuropeanbsengine.cpp">
      <Filter>pricingengines\forward</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\forward\mcforwardeuropeanhestonengine.cpp">
      <Filter>pricingengines\forward</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\inflation\inflationcapfloorengines.cpp">
      <Filter>pricingengines\inflation</Filter>
    </ClCompile>
    <ClCompile Include="ql\quotes\eurodollarfuturesquote.cpp">
      <Filter>quotes</Filter>
    </ClCompile>
    <ClCompile Include="ql\quotes\forwardswapquote.cpp">
      <Filter>quotes</Filter>
    </ClCompile>
    <ClCompile Include="ql\quotes\forwardvaluequote.cpp">
      <Filter>quotes</Filter>
    </ClCompile>
    <ClCompile Include="ql\quotes\futuresconvadjustmentquote.cpp">
      <Filter>quotes</Filter>
    </ClCompile>
    <ClCompile Include="ql\quotes\impliedstddevquote.cpp">
      <Filter>quotes</Filter>
    </ClCompile>
    <ClCompile Include="ql\quotes\lastfixingquote.cpp">
      <Filter>quotes</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\businessdayconvention.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendar.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\date.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\dategenerationrule.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\ecb.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\frequency.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\imm.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\period.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\schedule.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\timeunit.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\weekday.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\argentina.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\australia.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\austria.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\bespokecalendar.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\botswana.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\brazil.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\canada.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\chile.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\china.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\czechrepublic.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\denmark.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\finland.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\france.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\germany.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\hongkong.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\hungary.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\iceland.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\india.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\indonesia.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\israel.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\italy.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\japan.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\jointcalendar.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\mexico.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\newzealand.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\norway.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\poland.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\romania.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\russia.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\saudiarabia.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\singapore.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\slovakia.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\southafrica.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\southkorea.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\sweden.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\switzerland.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\taiwan.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\target.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\thailand.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\turkey.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\ukraine.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\unitedkingdom.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\unitedstates.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\calendars\weekendsonly.cpp">
      <Filter>time\calendars</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\daycounters\actualactual.cpp">
      <Filter>time\daycounters</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\daycounters\business252.cpp">
      <Filter>time\daycounters</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\daycounters\simpledaycounter.cpp">
      <Filter>time\daycounters</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\daycounters\thirty360.cpp">
      <Filter>time\daycounters</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\daycounters\thirty365.cpp">
      <Filter>time\daycounters</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lfmcovarparam.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lfmcovarproxy.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lfmhullwhiteparam.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lfmprocess.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lfmswaptionengine.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\liborforwardmodel.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lmcorrmodel.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lmexpcorrmodel.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lmextlinexpvolmodel.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lmfixedvolmodel.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lmlinexpcorrmodel.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lmlinexpvolmodel.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\legacy\libormarketmodels\lmvolmodel.cpp">
      <Filter>legacy\libormarketmodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\laplaceinterpolation.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\abcdatmvolcurve.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\blackatmvolcurve.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\blackvolsurface.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\equityfxvolsurface.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\extendedblackvariancecurve.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\extendedblackvariancesurface.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\interestratevolsurface.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\noarbsabr.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\noarbsabrabsprobs.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\noarbsabrinterpolatedsmilesection.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\noarbsabrsmilesection.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\sabrvolsurface.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\sviinterpolatedsmilesection.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\svismilesection.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\volcube.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\volatility\zabr.cpp">
      <Filter>experimental\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\callablebonds\blackcallablebondengine.cpp">
      <Filter>experimental\callablebonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\callablebonds\callablebond.cpp">
      <Filter>experimental\callablebonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\callablebonds\callablebondconstantvol.cpp">
      <Filter>experimental\callablebonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\callablebonds\callablebondvolstructure.cpp">
      <Filter>experimental\callablebonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\callablebonds\discretizedcallablefixedratebond.cpp">
      <Filter>experimental\callablebonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\callablebonds\treecallablebondengine.cpp">
      <Filter>experimental\callablebonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\catbonds\catbond.cpp">
      <Filter>experimental\catbonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\catbonds\catrisk.cpp">
      <Filter>experimental\catbonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\catbonds\montecarlocatbondengine.cpp">
      <Filter>experimental\catbonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\catbonds\riskynotional.cpp">
      <Filter>experimental\catbonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\coupons\cmsspreadcoupon.cpp">
      <Filter>experimental\coupons</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\coupons\digitalcmsspreadcoupon.cpp">
      <Filter>experimental\coupons</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\lineartsrpricer.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\coupons\lognormalcmsspreadpricer.cpp">
      <Filter>experimental\coupons</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\coupons\proxyibor.cpp">
      <Filter>experimental\coupons</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\coupons\quantocouponpricer.cpp">
      <Filter>experimental\coupons</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\coupons\strippedcapflooredcoupon.cpp">
      <Filter>experimental\coupons</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\coupons\swapspreadindex.cpp">
      <Filter>experimental\coupons</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\fx\blackdeltacalculator.cpp">
      <Filter>experimental\fx</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\fx\deltavolquote.cpp">
      <Filter>experimental\fx</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\analyticholderextensibleoptionengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\analyticpartialtimebarrieroptionengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\analyticpdfhestonengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\analytictwoassetbarrierengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\analytictwoassetcorrelationengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\analyticwriterextensibleoptionengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\continuousarithmeticasianlevyengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\continuousarithmeticasianvecerengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\everestoption.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\himalayaoption.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\holderextensibleoption.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\kirkspreadoptionengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\mceverestengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\mchimalayaengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\mcpagodaengine.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\pagodaoption.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\partialtimebarrieroption.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\twoassetbarrieroption.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\twoassetcorrelationoption.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\exoticoptions\writerextensibleoption.cpp">
      <Filter>experimental\exoticoptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\basecorrelationstructure.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\basket.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\blackcdsoptionengine.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\cdo.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\cdsoption.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\correlationstructure.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\defaultevent.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\defaultprobabilitykey.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\defaulttype.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\distribution.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\gaussianlhplossmodel.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\integralcdoengine.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\integralntdengine.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\issuer.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\lossdistribution.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\midpointcdoengine.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\nthtodefault.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\onefactorcopula.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\onefactorgaussiancopula.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\onefactorstudentcopula.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\pool.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\randomdefaultmodel.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\recoveryratemodel.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\recoveryratequote.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\riskyassetswap.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\riskyassetswapoption.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\credit\syntheticcdo.cpp">
      <Filter>experimental\credit</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\mcbasket\adaptedpathpayoff.cpp">
      <Filter>experimental\mcbasket</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\mcbasket\longstaffschwartzmultipathpricer.cpp">
      <Filter>experimental\mcbasket</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\mcbasket\mcpathbasketengine.cpp">
      <Filter>experimental\mcbasket</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\mcbasket\pathmultiassetoption.cpp">
      <Filter>experimental\mcbasket</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\atmadjustedsmilesection.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\atmsmilesection.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\basketgeneratingengine.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\floatfloatswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\floatfloatswaption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\capfloor\gaussian1dcapfloorengine.cpp">
      <Filter>pricingengines\capfloor</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\gaussian1dfloatfloatswaptionengine.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\gaussian1djamshidianswaptionengine.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\gaussian1dnonstandardswaptionengine.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\gaussian1dsmilesection.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\gaussian1dswaptionengine.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\swaption\gaussian1dswaptionvolatility.cpp">
      <Filter>termstructures\volatility\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\gsrprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\gsrprocesscore.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\kahalesmilesection.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\mfstateprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\nonstandardswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\nonstandardswaption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\smilesectionutils.cpp">
      <Filter>termstructures\volatility</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\processes\extendedblackscholesprocess.cpp">
      <Filter>experimental\processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\processes\extendedornsteinuhlenbeckprocess.cpp">
      <Filter>experimental\processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\processes\vegastressedblackscholesprocess.cpp">
      <Filter>experimental\processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\risk\creditriskplus.cpp">
      <Filter>experimental\risk</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\risk\sensitivityanalysis.cpp">
      <Filter>experimental\risk</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\shortrate\generalizedhullwhite.cpp">
      <Filter>experimental\shortrate</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\shortrate\generalizedornsteinuhlenbeckprocess.cpp">
      <Filter>experimental\shortrate</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\swaptions\haganirregularswaptionengine.cpp">
      <Filter>experimental\swaptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\swaptions\irregularswap.cpp">
      <Filter>experimental\swaptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\swaptions\irregularswaption.cpp">
      <Filter>experimental\swaptions</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\varianceoption\integralhestonvarianceoptionengine.cpp">
      <Filter>experimental\varianceoption</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\varianceoption\varianceoption.cpp">
      <Filter>experimental\varianceoption</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\variancegamma\analyticvariancegammaengine.cpp">
      <Filter>experimental\variancegamma</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\variancegamma\fftengine.cpp">
      <Filter>experimental\variancegamma</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\variancegamma\fftvanillaengine.cpp">
      <Filter>experimental\variancegamma</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\variancegamma\fftvariancegammaengine.cpp">
      <Filter>experimental\variancegamma</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\variancegamma\variancegammamodel.cpp">
      <Filter>experimental\variancegamma</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\variancegamma\variancegammaprocess.cpp">
      <Filter>experimental\variancegamma</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\lattices\extendedbinomialtree.cpp">
      <Filter>experimental\lattices</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\commodity.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\commoditycashflow.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\commoditycurve.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\commodityindex.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\commoditypricinghelpers.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\commoditysettings.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\commoditytype.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\commodityunitcost.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\dateinterval.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\energybasisswap.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\energycommodity.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\energyfuture.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\energyswap.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\energyvanillaswap.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\paymentterm.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\quantity.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\unitofmeasure.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\unitofmeasureconversion.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\commodities\unitofmeasureconversionmanager.cpp">
      <Filter>experimental\commodities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\averageois\arithmeticaverageois.cpp">
      <Filter>experimental\averageois</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\averageois\averageoiscouponpricer.cpp">
      <Filter>experimental\averageois</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\averageois\arithmeticoisratehelper.cpp">
      <Filter>experimental\averageois</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\averageois\makearithmeticaverageois.cpp">
      <Filter>experimental\averageois</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\barrieroption\mcdoublebarrierengine.cpp">
      <Filter>experimental\barrieroption</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\barrieroption\discretizeddoublebarrieroption.cpp">
      <Filter>experimental\barrieroption</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\barrieroption\perturbativebarrieroptionengine.cpp">
      <Filter>experimental\barrieroption</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\barrieroption\quantodoublebarrieroption.cpp">
      <Filter>experimental\barrieroption</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\barrieroption\suowangdoublebarrierengine.cpp">
      <Filter>experimental\barrieroption</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\barrieroption\vannavolgabarrierengine.cpp">
      <Filter>experimental\barrieroption</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\inflation\yoycapfloortermpricesurface.cpp">
      <Filter>experimental\inflation</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\inflation\yoyoptionlethelpers.cpp">
      <Filter>experimental\inflation</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\convolvedstudentt.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\gaussiancopulapolicy.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\multidimintegrator.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\multidimquadrature.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\numericaldifferentiation.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\nthorderderivativeop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\piecewiseintegral.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\tcopulapolicy.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\zigguratrng.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflow.cpp" />
    <ClCompile Include="ql\currency.cpp" />
    <ClCompile Include="ql\discretizedasset.cpp" />
    <ClCompile Include="ql\errors.cpp" />
    <ClCompile Include="ql\event.cpp" />
    <ClCompile Include="ql\exchangerate.cpp" />
    <ClCompile Include="ql\exercise.cpp" />
    <ClCompile Include="ql\rebatedexercise.cpp" />
    <ClCompile Include="ql\index.cpp" />
    <ClCompile Include="ql\instrument.cpp" />
    <ClCompile Include="ql\interestrate.cpp" />
    <ClCompile Include="ql\money.cpp" />
    <ClCompile Include="ql\optional.cpp" />
    <ClCompile Include="ql\position.cpp" />
    <ClCompile Include="ql\prices.cpp" />
    <ClCompile Include="ql\settings.cpp" />
    <ClCompile Include="ql\stochasticprocess.cpp" />
    <ClCompile Include="ql\termstructure.cpp" />
    <ClCompile Include="ql\timegrid.cpp" />
    <ClCompile Include="ql\version.cpp" />
    <ClCompile Include="ql\cashflows\cpicoupon.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\cpicouponpricer.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\cpicapfloor.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\cpiswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\bonds\cpibond.cpp">
      <Filter>instruments\bonds</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdextoujumpvanillaengine.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdmdupire1dop.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdmextendedornsteinuhlenbeckop.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdmextoujumpop.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdmextoujumpsolver.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdsimpleextoujumpswingengine.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdsimpleextoustorageengine.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdmzabrop.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\processes\extouwithjumpsprocess.cpp">
      <Filter>experimental\processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\processes\gemanroncoroniprocess.cpp">
      <Filter>experimental\processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\inflation\cpicapfloorengines.cpp">
      <Filter>experimental\inflation</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\inflation\cpicapfloortermpricesurface.cpp">
      <Filter>experimental\inflation</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdklugeextouspreadengine.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdmklugeextouop.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdmvppstepcondition.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\processes\klugeextouprocess.cpp">
      <Filter>experimental\processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\processes\hestonslvprocess.cpp">
      <Filter>processes</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\vanillaswingoption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdsimpleklugeextouvppengine.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\vanillavppoption.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\bicgstab.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\meshers\concentrating1dmesher.cpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\meshers\exponentialjump1dmesher.cpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\basket\fd2dblackscholesvanillaengine.cpp">
      <Filter>pricingengines\basket</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\fdbatesvanillaengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\asian\fdblackscholesasianengine.cpp">
      <Filter>pricingengines\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\barrier\fdblackscholesbarrierengine.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\barrier\fdblackscholesrebateengine.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\barrier\fdhestonbarrierengine.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\barrier\fdhestonrebateengine.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\fdhestonhullwhitevanillaengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\fdhestonvanillaengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\fdcirvanillaengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdm2dblackscholesop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdm2dblackscholessolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdm2dimsolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdm3dimsolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\stepconditions\fdmamericanstepcondition.cpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\stepconditions\fdmarithmeticaveragecondition.cpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\stepconditions\fdmbermudanstepcondition.cpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\stepconditions\fdmsimplestoragecondition.cpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\stepconditions\fdmsimpleswingcondition.cpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\stepconditions\fdmstepconditioncomposite.cpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdmbackwardsolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmbatesop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmblackscholesop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmhestonhullwhiteop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmhestonop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmcirop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdmbatessolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdmblackscholessolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdmhestonhullwhitesolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdmhestonsolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdmcirsolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\meshers\fdmblackscholesmesher.cpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\meshers\fdmblackscholesmultistrikemesher.cpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\meshers\fdmhestonvariancemesher.cpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\meshers\fdmmeshercomposite.cpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmdirichletboundary.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmdividendhandler.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdminnervaluecalculator.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmmesherintegral.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmquantohelper.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmlinearoplayout.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\firstderivativeop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\ninepointlinearop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\secondderivativeop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\secondordermixedderivativeop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\triplebandlinearop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdmsimple2dbssolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\meshers\fdmsimpleprocess1dmesher.cpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\meshers\uniformgridmesher.cpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\schemes\craigsneydscheme.cpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\schemes\douglasscheme.cpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\schemes\expliciteulerscheme.cpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\schemes\hundsdorferscheme.cpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\schemes\impliciteulerscheme.cpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\schemes\methodoflinesscheme.cpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\schemes\modifiedcraigsneydscheme.cpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\sparseilupreconditioner.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\fdsimplebsswingengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\stepconditions\fdmsnapshotcondition.cpp">
      <Filter>methods\finitedifferences\stepconditions</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\fdblackscholesvanillaengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdm1dimsolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\fdg2swaptionengine.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\swaption\fdhullwhiteswaptionengine.cpp">
      <Filter>pricingengines\swaption</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdmg2solver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\solvers\fdmhullwhitesolver.cpp">
      <Filter>methods\finitedifferences\solvers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmg2op.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmhullwhiteop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmaffinemodelswapinnervalue.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmaffinemodeltermstructure.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\dynprogvppintrinsicvalueengine.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdmvppstartlimitstepcondition.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdmvppstepconditionfactory.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\glued1dmesher.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\optimization\differentialevolution.cpp">
      <Filter>math\optimization</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\randomnumbers\sobolbrownianbridgersg.cpp">
      <Filter>math\randomnumbers</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\richardsonextrapolation.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmindicesonboundary.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmtimedepdirichletboundary.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analytich1hwengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\asx.cpp">
      <Filter>time</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\futures.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\finitedifferences\fdornsteinuhlenbeckvanillaengine.cpp">
      <Filter>experimental\finitedifferences</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\fixedlocalvolsurface.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmlocalvolfwdop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\polynomialmathfunction.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\pascaltriangle.cpp">
      <Filter>math</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\onefactormodels\gaussian1dmodel.cpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\onefactormodels\gsr.cpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\shortrate\onefactormodels\markovfunctional.cpp">
      <Filter>models\shortrate\onefactormodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\gridmodellocalvolsurface.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\termstructures\volatility\equityfx\hestonblackvolsurface.cpp">
      <Filter>termstructures\volatility\equityfx</Filter>
    </ClCompile>
    <ClCompile Include="ql\patterns\observable.cpp">
      <Filter>patterns</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\fireflyalgorithm.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\particleswarmoptimization.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\matrixutilities\gmres.cpp">
      <Filter>math\matrixutilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\models\normalclvmodel.cpp">
      <Filter>experimental\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmornsteinuhlenbeckop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\models\squarerootclvmodel.cpp">
      <Filter>experimental\models</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\math\gaussiannoncentralchisquaredpolynomial.cpp">
      <Filter>experimental\math</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\daycounters\actual365fixed.cpp">
      <Filter>time\daycounters</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\basismodels\swaptioncfs.cpp">
      <Filter>experimental\basismodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\basismodels\tenoroptionletvts.cpp">
      <Filter>experimental\basismodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\basismodels\tenorswaptionvts.cpp">
      <Filter>experimental\basismodels</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\meshers\fdmcev1dmesher.cpp">
      <Filter>methods\finitedifferences\meshers</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmcevop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmsabrop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\bsmrndcalculator.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\cevrndcalculator.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmdiscountdirichletboundary.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\gbsmrndcalculator.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\hestonrndcalculator.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\localvolrndcalculator.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\riskneutraldensitycalculator.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\squarerootprocessrndcalculator.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\analyticcevengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\fdcevvanillaengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\fdsabrvanillaengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\schemes\cranknicolsonscheme.cpp">
      <Filter>methods\finitedifferences\schemes</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\exponentialfittinghestonengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\integrals\exponentialintegrals.cpp">
      <Filter>math\integrals</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\forward\analytichestonforwardeuropeanengine.cpp">
      <Filter>experimental\forward</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\termstructures\basisswapratehelpers.cpp">
      <Filter>experimental\termstructures</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\termstructures\crosscurrencyratehelpers.cpp">
      <Filter>experimental\termstructures</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\asian\analytic_cont_geom_av_price_heston.cpp">
      <Filter>experimental\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\experimental\asian\analytic_discr_geom_av_price_heston.cpp">
      <Filter>experimental\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\fdblackscholesshoutengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmshoutloginnervaluecalculator.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\escroweddividendadjustment.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmescrowedloginnervaluecalculator.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\zerocouponswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\bond\riskybondengine.cpp">
      <Filter>pricingengines\bond</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\asian\turnbullwakemanasianengine.cpp">
      <Filter>pricingengines\asian</Filter>
    </ClCompile>
    <ClCompile Include="ql\math\interpolations\chebyshevinterpolation.cpp">
      <Filter>math\interpolations</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\qdfpamericanengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\vanilla\qdplusamericanengine.cpp">
      <Filter>pricingengines\vanilla</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\equity\hestonslvfdmmodel.cpp">
      <Filter>models\equity</Filter>
    </ClCompile>
    <ClCompile Include="ql\models\equity\hestonslvmcmodel.cpp">
      <Filter>models\equity</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\barrier\fdhestondoublebarrierengine.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\barrier\analyticdoublebarrierbinaryengine.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClCompile Include="ql\pricingengines\barrier\analyticdoublebarrierengine.cpp">
      <Filter>pricingengines\barrier</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\doublebarrieroption.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\doublebarriertype.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmblackscholesfwdop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmhestonfwdop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\operators\fdmsquarerootfwdop.cpp">
      <Filter>methods\finitedifferences\operators</Filter>
    </ClCompile>
    <ClCompile Include="ql\methods\finitedifferences\utilities\fdmhestongreensfct.cpp">
      <Filter>methods\finitedifferences\utilities</Filter>
    </ClCompile>
    <ClCompile Include="ql\indexes\equityindex.cpp">
      <Filter>indexes</Filter>
    </ClCompile>
    <ClCompile Include="ql\instruments\equitytotalreturnswap.cpp">
      <Filter>instruments</Filter>
    </ClCompile>
    <ClCompile Include="ql\cashflows\equitycashflow.cpp">
      <Filter>cashflows</Filter>
    </ClCompile>
    <ClCompile Include="ql\time\daycounters\yearfractiontodate.cpp">
      <Filter>time\daycounters</Filter>
    </ClCompile>
  </ItemGroup>
</Project>