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Information for RPM QuantLib-devel-1.9.1-2.fc26.armv7hl.rpm

ID	8916982
Name	QuantLib-devel
Version	1.9.1
Release	2.fc26
Epoch
Arch	armv7hl
Summary	QuantLib development files
Description	Static libraries and headers for QuantLib.
Build Time	2017-01-30 19:17:44 GMT
Size	851,138
SIGMD5	8f954a1c7215028def0a5991f4a966b0
License	BSD
Buildroot	f26-boost-7470977-689468
Provides	QuantLib-devel = 1.9.1-2.fc26 QuantLib-devel(armv7hl-32) = 1.9.1-2.fc26 pkgconfig(quantlib) = 1.9.1
Obsoletes	No Obsoletes
Conflicts	No Conflicts
Requires	/bin/sh /usr/bin/pkg-config QuantLib(armv7hl-32) = 1.9.1-2.fc26 libQuantLib.so.0 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 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 1 through 50 of 1406 >>> Name Size /usr/lib/libQuantLib.so 20 /usr/include/ql/legacy/all.hpp 170 /usr/include/ql/math/ode/all.hpp 170 /usr/include/ql/pricingengines/quanto/all.hpp 177 /usr/include/ql/models/shortrate/twofactormodels/all.hpp 178 /usr/include/ql/experimental/lattices/all.hpp 185 /usr/include/ql/pricingengines/inflation/all.hpp 192 /usr/include/ql/experimental/termstructures/all.hpp 194 /usr/include/ql/models/marketmodels/evolvers/volprocesses/all.hpp 203 /usr/lib/pkgconfig/quantlib.pc 224 /usr/include/ql/experimental/fx/all.hpp 227 /usr/include/ql/experimental/risk/all.hpp 231 /usr/include/ql/experimental/models/all.hpp 235 /usr/include/ql/pricingengines/bond/all.hpp 236 /usr/include/ql/pricingengines/credit/all.hpp 240 /usr/include/ql/methods/all.hpp 251 /usr/include/ql/models/shortrate/calibrationhelpers/all.hpp 257 /usr/include/ql/experimental/shortrate/all.hpp 263 /usr/include/ql/experimental/varianceoption/all.hpp 266 /usr/include/ql/models/marketmodels/browniangenerators/all.hpp 281 /usr/include/ql/experimental/swaptions/all.hpp 308 /usr/include/ql/pricingengines/cliquet/all.hpp 315 /usr/include/ql/models/volatility/all.hpp 325 /usr/include/ql/models/marketmodels/curvestates/all.hpp 330 /usr/include/ql/experimental/amortizingbonds/all.hpp 338 /usr/include/ql/experimental/catbonds/all.hpp 338 /usr/include/ql/pricingengines/swap/all.hpp 343 /usr/include/ql/currencies/all.hpp 353 /usr/include/ql/models/marketmodels/correlations/all.hpp 353 /usr/include/ql/patterns/all.hpp 355 /usr/include/ql/termstructures/volatility/inflation/all.hpp 372 /usr/include/ql/models/equity/all.hpp 373 /usr/include/ql/indexes/inflation/all.hpp 378 /usr/include/ql/pricingengines/forward/all.hpp 378 /usr/include/ql/experimental/averageois/all.hpp 385 /usr/include/ql/indexes/swap/all.hpp 387 /usr/include/ql/models/all.hpp 390 /usr/include/ql/experimental/convertiblebonds/all.hpp 391 /usr/include/ql/models/shortrate/all.hpp 392 /usr/include/ql/instruments/bonds/all.hpp 410 /usr/include/ql/models/marketmodels/pathwisegreeks/all.hpp 421 /usr/include/ql/models/marketmodels/products/onestep/all.hpp 423 /usr/include/ql/pricingengines/basket/all.hpp 423 /usr/include/ql/models/marketmodels/driftcomputation/all.hpp 428 /usr/include/ql/termstructures/volatility/capfloor/all.hpp 436 /usr/include/ql/methods/lattices/all.hpp 440 /usr/include/ql/pricingengines/lookback/all.hpp 440 /usr/include/ql/math/solvers1d/all.hpp 477 /usr/include/ql/time/daycounters/all.hpp 497 /usr/include/ql/indexes/all.hpp 498
Component of	No Buildroots