./finance/QuantLib, C++ library for quantitative finance

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Branch: pkgsrc-2019Q3, Version: 1.12.1nb4, Package name: QuantLib-1.12.1nb4, Maintainer: minskim

The QuantLib project is aimed at providing a comprehensive software
framework for quantitative finance. QuantLib is a free/open-source
library for modeling, trading, and risk management in real-life.

QuantLib is written in C++ with a clean object model, and is then
exported to different languages such as C#, Objective Caml, Java,
Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is also
available. The reposit project facilitates deployment of object
libraries to end user platforms and is used to generate QuantLibXL, an
Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for other
platforms such as LibreOffice Calc. Bindings to other languages and
porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica,
COM/CORBA/SOAP architectures, FpML, are under consideration.


Required to build:
[devel/boost-libs] [devel/boost-headers]

Master sites:

SHA1: 6f3d140cbcd5c6f646202e27952c2e182831eccf
RMD160: aab4f527ab82fd959cb760934eb41257abaa2079
Filesize: 7601.72 KB

Version history: (Expand)