Mon, 19 Apr 2021 07:00:43 UTC

Information for RPM QuantLib-devel-1.10.1-1.fc26.aarch64.rpm

ID11204871
NameQuantLib-devel
Version1.10.1
Release1.fc26
Epoch
Archaarch64
SummaryQuantLib development files
DescriptionStatic libraries and headers for QuantLib.
Build Time2017-09-01 03:38:19 GMT
Size859,170
7fe80e7f0d362d15a77764ea7d0dabf9
LicenseBSD
Buildrootf26-build-9742349-781289
Provides
QuantLib-devel = 1.10.1-1.fc26
QuantLib-devel(aarch-64) = 1.10.1-1.fc26
pkgconfig(quantlib) = 1.10.1
Obsoletes No Obsoletes
Conflicts No Conflicts
Requires
/bin/sh
/usr/bin/pkg-config
QuantLib(aarch-64) = 1.10.1-1.fc26
libQuantLib.so.0()(64bit)
rpmlib(CompressedFileNames) <= 3.0.4-1
rpmlib(FileDigests) <= 4.6.0-1
rpmlib(PayloadFilesHavePrefix) <= 4.0-1
rpmlib(PayloadIsXz) <= 5.2-1
Recommends No Recommends
Suggests No Suggests
Supplements No Supplements
Enhances No Enhances
Files
Page:
1 through 50 of 1416 >>>
Name Size descending sort
/usr/include/ql/experimental/credit/saddlepointlossmodel.hpp59,784
/usr/include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp53,955
/usr/include/ql/experimental/credit/randomdefaultlatentmodel.hpp45,089
/usr/include/ql/math/interpolations/convexmonotoneinterpolation.hpp40,293
/usr/include/ql/math/interpolations/cubicinterpolation.hpp38,057
/usr/include/ql/experimental/math/latentmodel.hpp37,531
/usr/include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp24,355
/usr/include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp23,202
/usr/include/ql/models/shortrate/onefactormodels/markovfunctional.hpp22,499
/usr/include/ql/math/interpolations/multicubicspline.hpp22,445
/usr/include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp22,302
/usr/include/ql/math/matrix.hpp21,888
/usr/include/ql/experimental/credit/recursivelossmodel.hpp21,793
/usr/include/ql/experimental/math/hybridsimulatedannealingfunctors.hpp21,466
/usr/include/ql/math/array.hpp21,443
/usr/include/ql/experimental/credit/binomiallossmodel.hpp19,675
/usr/include/ql/cashflows/cashflows.hpp19,640
/usr/include/ql/patterns/observable.hpp18,126
/usr/include/ql/termstructures/yield/ratehelpers.hpp17,985
/usr/include/ql/math/interpolations/mixedinterpolation.hpp17,090
/usr/include/ql/experimental/credit/basket.hpp16,632
/usr/include/ql/pricingengines/vanilla/mcamericanengine.hpp16,505
/usr/include/ql/experimental/math/particleswarmoptimization.hpp16,088
/usr/include/ql/experimental/credit/spotlosslatentmodel.hpp16,054
/usr/include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp16,041
/usr/include/ql/math/interpolations/loginterpolation.hpp15,407
/usr/include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp14,833
/usr/include/ql/pricingengines/barrier/mcbarrierengine.hpp14,336
/usr/include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp14,023
/usr/include/ql/time/date.hpp13,728
/usr/include/ql/experimental/mcbasket/mcpathbasketengine.hpp13,675
/usr/include/ql/pricingengines/swaption/blackswaptionengine.hpp13,619
/usr/include/ql/stochasticprocess.hpp13,615
/usr/include/ql/experimental/credit/basecorrelationlossmodel.hpp13,291
/usr/include/ql/pricingengines/forward/mcvarianceswapengine.hpp13,161
/usr/include/ql/termstructures/yield/zerocurve.hpp13,154
/usr/include/ql/math/interpolations/xabrinterpolation.hpp13,044
/usr/include/ql/termstructures/inflationtermstructure.hpp13,002
/usr/include/ql/pricingengines/blackformula.hpp12,909
/usr/include/ql/models/marketmodels/historicalforwardratesanalysis.hpp12,778
/usr/include/ql/experimental/volatility/noarbsabrinterpolation.hpp12,771
/usr/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp12,752
/usr/include/ql/experimental/volatility/zabrsmilesection.hpp12,453
/usr/include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp12,316
/usr/include/ql/experimental/callablebonds/callablebondvolstructure.hpp12,263
/usr/include/ql/pricingengines/basket/mceuropeanbasketengine.hpp12,203
/usr/include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp12,104
/usr/include/ql/cashflows/conundrumpricer.hpp12,040
/usr/include/ql/instruments/creditdefaultswap.hpp11,988
/usr/include/ql/pricingengines/mclongstaffschwartzengine.hpp11,777
Component of No Buildroots