Wed, 14 Apr 2021 05:48:42 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:
<<< 51 through 100 of 1416 >>>
Name Size ascending sort
/usr/include/ql/quotes/all.hpp509
/usr/include/ql/experimental/variancegamma/all.hpp512
/usr/include/ql/utilities/all.hpp515
/usr/include/ql/experimental/callablebonds/all.hpp536
/usr/include/ql/experimental/mcbasket/all.hpp557
/usr/include/ql/pricingengines/capfloor/all.hpp567
/usr/include/ql/experimental/processes/all.hpp583
/usr/include/ql/termstructures/inflation/all.hpp586
/usr/include/ql/experimental/coupons/all.hpp587
/usr/include/ql/math/statistics/all.hpp588
/usr/include/ql/math/distributions/all.hpp599
/usr/include/ql/models/marketmodels/products/pathwise/all.hpp611
/usr/include/ql/time/all.hpp620
/usr/share/man/man1/quantlib-config.1.gz630
/usr/include/ql/methods/finitedifferences/schemes/all.hpp632
/usr/share/man/man1/quantlib-benchmark.1.gz638
/usr/include/ql/models/marketmodels/products/all.hpp643
/usr/include/ql/pricingengines/asian/all.hpp643
/usr/include/ql/models/shortrate/onefactormodels/all.hpp645
/usr/include/ql/math/integrals/all.hpp687
/usr/include/ql/pricingengines/barrier/all.hpp704
/usr/include/ql/methods/finitedifferences/stepconditions/all.hpp714
/usr/include/ql/math/copulas/all.hpp737
/usr/include/ql/termstructures/all.hpp766
/usr/include/ql/termstructures/credit/all.hpp775
/usr/include/ql/math/matrixutilities/all.hpp849
/usr/include/ql/experimental/inflation/all.hpp875
/usr/include/ql/termstructures/volatility/optionlet/all.hpp876
/usr/include/ql/methods/finitedifferences/utilities/all.hpp892
/usr/bin/quantlib-config896
/usr/include/ql/termstructures/volatility/swaption/all.hpp916
/usr/include/ql/pricingengines/swaption/all.hpp928
/usr/include/ql/models/marketmodels/evolvers/all.hpp945
/usr/include/ql/methods/montecarlo/all.hpp954
/usr/include/ql/experimental/barrieroption/all.hpp988
/usr/include/ql/methods/finitedifferences/meshers/all.hpp992
/usr/include/ql/processes/all.hpp1,011
/usr/include/ql/legacy/libormarketmodels/all.hpp1,018
/usr/include/ql/termstructures/volatility/equityfx/all.hpp1,077
/usr/include/ql/indexes/ibor/all.hpp1,084
/usr/include/ql/models/marketmodels/models/alphaform.hpp1,092
/usr/include/ql/methods/finitedifferences/solvers/all.hpp1,093
/usr/include/ql/models/marketmodels/callability/all.hpp1,106
/usr/include/ql/default.hpp1,126
/usr/include/ql/methods/montecarlo/nodedata.hpp1,136
/usr/include/ql/instruments/dividendschedule.hpp1,148
/usr/include/ql/math/randomnumbers/latticerules.hpp1,158
/usr/include/ql/math/copulas/maxcopula.hpp1,161
/usr/include/ql/math/copulas/mincopula.hpp1,161
/usr/include/ql/indexes/ibor/shibor.hpp1,169
Component of No Buildroots