Mon, 08 Mar 2021 03:15:22 UTC

Information for RPM QuantLib-devel-1.10.1-1.fc26.ppc64le.rpm

ID11204868
NameQuantLib-devel
Version1.10.1
Release1.fc26
Epoch
Archppc64le
SummaryQuantLib development files
DescriptionStatic libraries and headers for QuantLib.
Build Time2017-09-01 02:08:58 GMT
Size859,134
f3ad473f27acb27cc55a747f9b6ebe32
LicenseBSD
Buildrootf26-build-9742348-781289
Provides
QuantLib-devel = 1.10.1-1.fc26
QuantLib-devel(ppc-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(ppc-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 ascending sort
/usr/lib64/libQuantLib.so20
/usr/include/ql/legacy/all.hpp170
/usr/include/ql/math/ode/all.hpp170
/usr/include/ql/pricingengines/quanto/all.hpp177
/usr/include/ql/models/shortrate/twofactormodels/all.hpp178
/usr/include/ql/experimental/lattices/all.hpp185
/usr/include/ql/pricingengines/inflation/all.hpp192
/usr/include/ql/experimental/termstructures/all.hpp194
/usr/include/ql/models/marketmodels/evolvers/volprocesses/all.hpp203
/usr/include/ql/experimental/fx/all.hpp227
/usr/lib64/pkgconfig/quantlib.pc229
/usr/include/ql/experimental/risk/all.hpp231
/usr/include/ql/pricingengines/bond/all.hpp236
/usr/include/ql/pricingengines/credit/all.hpp240
/usr/include/ql/methods/all.hpp251
/usr/include/ql/models/shortrate/calibrationhelpers/all.hpp257
/usr/include/ql/experimental/shortrate/all.hpp263
/usr/include/ql/experimental/varianceoption/all.hpp266
/usr/include/ql/models/marketmodels/browniangenerators/all.hpp281
/usr/include/ql/experimental/swaptions/all.hpp308
/usr/include/ql/pricingengines/cliquet/all.hpp315
/usr/include/ql/models/volatility/all.hpp325
/usr/include/ql/models/marketmodels/curvestates/all.hpp330
/usr/include/ql/experimental/amortizingbonds/all.hpp338
/usr/include/ql/experimental/catbonds/all.hpp338
/usr/include/ql/pricingengines/swap/all.hpp343
/usr/include/ql/experimental/models/all.hpp345
/usr/include/ql/currencies/all.hpp353
/usr/include/ql/models/marketmodels/correlations/all.hpp353
/usr/include/ql/patterns/all.hpp355
/usr/include/ql/termstructures/volatility/inflation/all.hpp372
/usr/include/ql/models/equity/all.hpp373
/usr/include/ql/indexes/inflation/all.hpp378
/usr/include/ql/pricingengines/forward/all.hpp378
/usr/include/ql/experimental/averageois/all.hpp385
/usr/include/ql/indexes/swap/all.hpp387
/usr/include/ql/models/all.hpp390
/usr/include/ql/experimental/convertiblebonds/all.hpp391
/usr/include/ql/models/shortrate/all.hpp392
/usr/include/ql/instruments/bonds/all.hpp410
/usr/include/ql/models/marketmodels/pathwisegreeks/all.hpp421
/usr/include/ql/models/marketmodels/products/onestep/all.hpp423
/usr/include/ql/pricingengines/basket/all.hpp423
/usr/include/ql/models/marketmodels/driftcomputation/all.hpp428
/usr/include/ql/termstructures/volatility/capfloor/all.hpp436
/usr/include/ql/methods/lattices/all.hpp440
/usr/include/ql/pricingengines/lookback/all.hpp440
/usr/include/ql/math/solvers1d/all.hpp477
/usr/include/ql/time/daycounters/all.hpp497
/usr/include/ql/indexes/all.hpp498
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