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

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Branch: CURRENT, Version: 1.12.1nb14, Package name: QuantLib-1.12.1nb14, 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] [pkgtools/cwrappers]

Master sites:

Filesize: 7601.72 KB

Version history: (Expand)

CVS history: (Expand)


   2024-10-04 05:49:38 by Ryo ONODERA | Files touched by this commit (237) 
Log message:
*: Recursive revbump from Boost 1.86.0
   2023-12-29 19:25:02 by Adam Ciarcinski | Files touched by this commit (254) 
Log message:
revbump for boost-libs
   2023-08-31 12:09:02 by Thomas Klausner | Files touched by this commit (1) 
Log message:
QuantLib: Fix build with latest boost.
   2023-07-18 20:04:49 by Nia Alarie | Files touched by this commit (3) 
Log message:
finance: Adapt packages (where possible) to USE_(CC|CXX)_FEATURES
   2023-04-23 16:26:33 by Adam Ciarcinski | Files touched by this commit (271) 
Log message:
revbump for boost
   2023-01-22 17:28:39 by Ryo ONODERA | Files touched by this commit (271) 
Log message:
*: Recursive revbump from Boost 1.81.0
   2022-01-10 02:46:47 by Ryo ONODERA | Files touched by this commit (273) 
Log message:
*: Recursive revbump from boost 1.78.0
   2021-10-26 12:26:13 by Nia Alarie | Files touched by this commit (119) 
Log message:
finance: Replace RMD160 checksums with BLAKE2s checksums

All checksums have been double-checked against existing RMD160 and
SHA512 hashes