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./finance/QuantLib, C++ library for quantitative finance
[
Branch: CURRENT, Version: 1.12.1nb16, Package name: QuantLib-1.12.1nb16, 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]
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Branch: CURRENT, Version: 1.12.1nb16, Package name: QuantLib-1.12.1nb16, 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 KBVersion history: (Expand)
- (2025-10-24) Package has been reborn
- (2025-10-24) Package deleted from pkgsrc
- (2025-09-27) Updated to version: QuantLib-1.12.1nb16
- (2025-07-15) Package has been reborn
- (2025-07-15) Package deleted from pkgsrc
- (2024-12-29) Updated to version: QuantLib-1.12.1nb15
CVS history: (Expand)
| 2025-09-27 11:57:41 by Thomas Klausner | Files touched by this commit (337) |
Log message: *: recursive bump for boost 1.89 |
| 2025-08-20 13:35:15 by Thomas Klausner | Files touched by this commit (242) |
Log message: *: fix build with cmake 4 |
| 2024-12-29 16:10:02 by Adam Ciarcinski | Files touched by this commit (235) |
Log message: revbump after updating boost |
| 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 |
