Sat, 31 Oct 2020 05:32:34 UTC

Information for RPM QuantLib-devel-1.16-1.fc30.ppc64le.rpm

ID19761579
NameQuantLib-devel
Version1.16
Release1.fc30
Epoch
Archppc64le
SummaryQuantLib development files
DescriptionStatic libraries and headers for QuantLib.
Build Time2019-12-02 20:26:07 GMT
Size882,376
189391f958dfca5a62a4d8e79709808e
LicenseBSD
Buildrootf30-build-18401785-1309548
Provides
QuantLib-devel = 1.16-1.fc30
QuantLib-devel(ppc-64) = 1.16-1.fc30
pkgconfig(quantlib) = 1.16
Obsoletes No Obsoletes
Conflicts No Conflicts
Requires
/usr/bin/pkg-config
/usr/bin/sh
QuantLib(ppc-64) = 1.16-1.fc30
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 1459 >>>
Name Size descending sort
/usr/include/ql/experimental/credit/saddlepointlossmodel.hpp60,039
/usr/include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp54,007
/usr/include/ql/experimental/credit/randomdefaultlatentmodel.hpp45,119
/usr/include/ql/math/interpolations/convexmonotoneinterpolation.hpp40,363
/usr/include/ql/math/interpolations/cubicinterpolation.hpp38,692
/usr/include/ql/experimental/math/latentmodel.hpp37,593
/usr/include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp24,340
/usr/include/ql/models/shortrate/onefactormodels/markovfunctional.hpp23,833
/usr/include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp23,172
/usr/include/ql/experimental/math/hybridsimulatedannealingfunctors.hpp22,546
/usr/include/ql/math/interpolations/multicubicspline.hpp22,385
/usr/include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp22,258
/usr/include/ql/math/matrix.hpp21,767
/usr/include/ql/math/array.hpp21,661
/usr/include/ql/experimental/credit/recursivelossmodel.hpp21,555
/usr/include/ql/termstructures/yield/ratehelpers.hpp20,126
/usr/include/ql/experimental/credit/binomiallossmodel.hpp19,797
/usr/include/ql/cashflows/cashflows.hpp19,597
/usr/include/ql/patterns/observable.hpp18,782
/usr/include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp18,693
/usr/include/ql/experimental/credit/basket.hpp16,612
/usr/include/ql/pricingengines/vanilla/mcamericanengine.hpp16,397
/usr/include/ql/experimental/math/particleswarmoptimization.hpp16,177
/usr/include/ql/experimental/credit/spotlosslatentmodel.hpp16,073
/usr/include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp16,025
/usr/include/ql/math/interpolations/loginterpolation.hpp15,535
/usr/include/ql/experimental/shortrate/generalizedhullwhite.hpp15,473
/usr/include/ql/pricingengines/blackformula.hpp14,970
/usr/include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp14,940
/usr/include/ql/instruments/creditdefaultswap.hpp14,701
/usr/include/ql/pricingengines/barrier/mcbarrierengine.hpp14,298
/usr/include/ql/math/interpolations/mixedinterpolation.hpp13,855
/usr/include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp13,800
/usr/include/ql/time/date.hpp13,764
/usr/include/ql/experimental/mcbasket/mcpathbasketengine.hpp13,636
/usr/include/ql/stochasticprocess.hpp13,625
/usr/include/ql/pricingengines/swaption/blackswaptionengine.hpp13,400
/usr/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp13,368
/usr/include/ql/experimental/credit/basecorrelationlossmodel.hpp13,147
/usr/include/ql/pricingengines/forward/mcvarianceswapengine.hpp13,092
/usr/include/ql/math/interpolations/xabrinterpolation.hpp13,021
/usr/include/ql/termstructures/inflationtermstructure.hpp12,956
/usr/include/ql/models/marketmodels/historicalforwardratesanalysis.hpp12,732
/usr/include/ql/experimental/volatility/noarbsabrinterpolation.hpp12,708
/usr/include/ql/pricingengines/basket/mcamericanbasketengine.hpp12,435
/usr/include/ql/experimental/volatility/zabrsmilesection.hpp12,390
/usr/include/ql/termstructures/yield/zerocurve.hpp12,300
/usr/include/ql/experimental/callablebonds/callablebondvolstructure.hpp12,255
/usr/include/ql/pricingengines/vanilla/mchestonhullwhiteengine.hpp12,250
/usr/include/ql/pricingengines/basket/mceuropeanbasketengine.hpp12,159
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