mirror of
https://github.com/Ponce/slackbuilds
synced 2024-11-22 19:44:21 +01:00
libraries/QuantLib: Updated for version 0.9.7
This commit is contained in:
parent
60533a083b
commit
9844c669d4
4 changed files with 9 additions and 27 deletions
|
@ -1,11 +1,9 @@
|
|||
#!/bin/sh
|
||||
|
||||
# Slackware build script for QuantLib
|
||||
|
||||
# Written by Aleksandar Samardzic <asamardzic@gmail.com>
|
||||
|
||||
PRGNAM=QuantLib
|
||||
VERSION=${VERSION:-0.9.0}
|
||||
VERSION=${VERSION:-0.9.7}
|
||||
ARCH=${ARCH:-i486}
|
||||
BUILD=${BUILD:-1}
|
||||
TAG=${TAG:-_SBo}
|
||||
|
@ -63,8 +61,8 @@ make install DESTDIR=$PKG
|
|||
)
|
||||
|
||||
mkdir -p $PKG/usr/doc/$PRGNAM-$VERSION
|
||||
cp -a Announce.txt Authors.txt ChangeLog.txt Contributors.txt LICENSE.TXT \
|
||||
Readme.txt $PKG/usr/doc/$PRGNAM-$VERSION
|
||||
cp -a Announce.txt Authors.txt ChangeLog.txt Contributors.txt LICENSE.TXT News.txt Readme.txt \
|
||||
$PKG/usr/doc/$PRGNAM-$VERSION
|
||||
cat $CWD/$PRGNAM.SlackBuild > $PKG/usr/doc/$PRGNAM-$VERSION/$PRGNAM.SlackBuild
|
||||
|
||||
mkdir -p $PKG/install
|
||||
|
|
|
@ -1,8 +1,8 @@
|
|||
PRGNAM="QuantLib"
|
||||
VERSION="0.9.0"
|
||||
VERSION="0.9.7"
|
||||
HOMEPAGE="http://www.quantlib.org/"
|
||||
DOWNLOAD="http://downloads.sourceforge.net/quantlib/QuantLib-0.9.0.tar.gz"
|
||||
MD5SUM="d59b7e4f9580256fe295a3a32c3eed8e"
|
||||
DOWNLOAD="http://downloads.sourceforge.net/quantlib/QuantLib-0.9.7.tar.gz"
|
||||
MD5SUM="4add05ae7af8bc7bb4f0477c083eb99c"
|
||||
MAINTAINER="Aleksandar Samardzic"
|
||||
EMAIL="asamardzic@gmail.com"
|
||||
APPROVED="rworkman"
|
||||
APPROVED="dsomero"
|
||||
|
|
|
@ -2,20 +2,4 @@ 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 Python, Ruby, and Scheme. An
|
||||
initial Excel add-in is also available. There are ports to the .NET
|
||||
framework in C# (http://www.quantlib.net" and
|
||||
http://www.capetools.net/). Bindings to other languages (including
|
||||
Java), and porting to ddd, Matlab/Octave, S-PLUS/R, Mathematica,
|
||||
COM/CORBA/SOAP architectures, FpML, are under consideration. See the
|
||||
extensions page for details.
|
||||
|
||||
Appreciated by quantitative analysts and developers, it is intended
|
||||
for academics and practitioners alike, eventually promoting a stronger
|
||||
interaction between them. QuantLib offers tools that are useful both
|
||||
for practical implementation and for advanced modeling, with features
|
||||
such as market conventions, yield curve models, solvers, PDEs, Monte
|
||||
Carlo (low-discrepancy included), exotic options, VAR, and so on.
|
||||
|
||||
QuantLib requires Boost, which is also available from SlackBuilds.org.
|
||||
|
|
|
@ -6,11 +6,11 @@
|
|||
# customary to leave one space after the ':'.
|
||||
|
||||
|-----handy-ruler----------------------------------------------------|
|
||||
QuantLib: QuantLib is quantitative finace C++ library
|
||||
QuantLib: QuantLib (a quantitative finace C++ library)
|
||||
QuantLib:
|
||||
QuantLib: The QuantLib project is aimed at providing a comprehensive
|
||||
QuantLib: software framework for quantitative finance. QuantLib is a
|
||||
QuantLib: free/open-source library for modeling, trading, and risk
|
||||
QuantLib: free open-source library for modeling, trading, and risk
|
||||
QuantLib: management in real-life.
|
||||
QuantLib:
|
||||
QuantLib: Homepage: http://www.quantlib.org/
|
||||
|
|
Loading…
Reference in a new issue