QuantLib-devel-1.13-3.fc30.i686.rpm


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Description

QuantLib-devel - QuantLib development files

Property Value
Distribution Fedora 30
Repository Fedora x86_64
Package filename QuantLib-devel-1.13-3.fc30.i686.rpm
Package name QuantLib-devel
Package version 1.13
Package release 3.fc30
Package architecture i686
Package type rpm
Homepage http://www.quantlib.org
License BSD
Maintainer -
Download size 850.14 KB
Installed size 5.17 MB
Static libraries and headers for QuantLib.

Alternatives

Package Version Architecture Repository
QuantLib-devel-1.13-3.fc30.i686.rpm 1.13 i686 Fedora
QuantLib-devel-1.13-3.fc30.x86_64.rpm 1.13 x86_64 Fedora
QuantLib-devel - - -

Requires

Name Value
/usr/bin/pkg-config -
/usr/bin/sh -
QuantLib(x86-32) = 1.13-3.fc30
libQuantLib.so.0 -

Provides

Name Value
QuantLib-devel = 1.13-3.fc30
QuantLib-devel(x86-32) = 1.13-3.fc30
pkgconfig(quantlib) = 1.13

Download

Type URL
Mirror download-ib01.fedoraproject.org
Binary Package QuantLib-devel-1.13-3.fc30.i686.rpm
Source Package QuantLib-1.13-3.fc30.src.rpm

Install Howto

Install QuantLib-devel rpm package:

# dnf install QuantLib-devel

Files

Path
/usr/bin/quantlib-config
/usr/include/ql/auto_link.hpp
/usr/include/ql/cashflow.hpp
/usr/include/ql/compounding.hpp
/usr/include/ql/config.hpp
/usr/include/ql/currency.hpp
/usr/include/ql/default.hpp
/usr/include/ql/discretizedasset.hpp
/usr/include/ql/errors.hpp
/usr/include/ql/event.hpp
/usr/include/ql/exchangerate.hpp
/usr/include/ql/exercise.hpp
/usr/include/ql/grid.hpp
/usr/include/ql/handle.hpp
/usr/include/ql/index.hpp
/usr/include/ql/instrument.hpp
/usr/include/ql/interestrate.hpp
/usr/include/ql/mathconstants.hpp
/usr/include/ql/money.hpp
/usr/include/ql/numericalmethod.hpp
/usr/include/ql/option.hpp
/usr/include/ql/payoff.hpp
/usr/include/ql/position.hpp
/usr/include/ql/prices.hpp
/usr/include/ql/pricingengine.hpp
/usr/include/ql/qldefines.hpp
/usr/include/ql/quantlib.hpp
/usr/include/ql/quote.hpp
/usr/include/ql/rebatedexercise.hpp
/usr/include/ql/settings.hpp
/usr/include/ql/stochasticprocess.hpp
/usr/include/ql/termstructure.hpp
/usr/include/ql/timegrid.hpp
/usr/include/ql/timeseries.hpp
/usr/include/ql/types.hpp
/usr/include/ql/version.hpp
/usr/include/ql/volatilitymodel.hpp
/usr/include/ql/cashflows/all.hpp
/usr/include/ql/cashflows/averagebmacoupon.hpp
/usr/include/ql/cashflows/capflooredcoupon.hpp
/usr/include/ql/cashflows/capflooredinflationcoupon.hpp
/usr/include/ql/cashflows/cashflows.hpp
/usr/include/ql/cashflows/cashflowvectors.hpp
/usr/include/ql/cashflows/cmscoupon.hpp
/usr/include/ql/cashflows/conundrumpricer.hpp
/usr/include/ql/cashflows/coupon.hpp
/usr/include/ql/cashflows/couponpricer.hpp
/usr/include/ql/cashflows/cpicoupon.hpp
/usr/include/ql/cashflows/cpicouponpricer.hpp
/usr/include/ql/cashflows/digitalcmscoupon.hpp
/usr/include/ql/cashflows/digitalcoupon.hpp
/usr/include/ql/cashflows/digitaliborcoupon.hpp
/usr/include/ql/cashflows/dividend.hpp
/usr/include/ql/cashflows/duration.hpp
/usr/include/ql/cashflows/fixedratecoupon.hpp
/usr/include/ql/cashflows/floatingratecoupon.hpp
/usr/include/ql/cashflows/iborcoupon.hpp
/usr/include/ql/cashflows/indexedcashflow.hpp
/usr/include/ql/cashflows/inflationcoupon.hpp
/usr/include/ql/cashflows/inflationcouponpricer.hpp
/usr/include/ql/cashflows/lineartsrpricer.hpp
/usr/include/ql/cashflows/overnightindexedcoupon.hpp
/usr/include/ql/cashflows/rangeaccrual.hpp
/usr/include/ql/cashflows/replication.hpp
/usr/include/ql/cashflows/simplecashflow.hpp
/usr/include/ql/cashflows/timebasket.hpp
/usr/include/ql/cashflows/yoyinflationcoupon.hpp
/usr/include/ql/currencies/africa.hpp
/usr/include/ql/currencies/all.hpp
/usr/include/ql/currencies/america.hpp
/usr/include/ql/currencies/asia.hpp
/usr/include/ql/currencies/crypto.hpp
/usr/include/ql/currencies/europe.hpp
/usr/include/ql/currencies/exchangeratemanager.hpp
/usr/include/ql/currencies/oceania.hpp
/usr/include/ql/experimental/all.hpp
/usr/include/ql/experimental/amortizingbonds/all.hpp
/usr/include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
/usr/include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
/usr/include/ql/experimental/amortizingbonds/amortizingfloatingratebond.hpp
/usr/include/ql/experimental/averageois/all.hpp
/usr/include/ql/experimental/averageois/arithmeticaverageois.hpp
/usr/include/ql/experimental/averageois/arithmeticoisratehelper.hpp
/usr/include/ql/experimental/averageois/averageoiscouponpricer.hpp
/usr/include/ql/experimental/averageois/makearithmeticaverageois.hpp
/usr/include/ql/experimental/barrieroption/all.hpp
/usr/include/ql/experimental/barrieroption/analyticdoublebarrierbinaryengine.hpp
/usr/include/ql/experimental/barrieroption/analyticdoublebarrierengine.hpp
/usr/include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
/usr/include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
/usr/include/ql/experimental/barrieroption/doublebarrieroption.hpp
/usr/include/ql/experimental/barrieroption/doublebarriertype.hpp
/usr/include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
/usr/include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
/usr/include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
/usr/include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
/usr/include/ql/experimental/barrieroption/vannavolgainterpolation.hpp
/usr/include/ql/experimental/barrieroption/wulinyongdoublebarrierengine.hpp
/usr/include/ql/experimental/callablebonds/all.hpp
/usr/include/ql/experimental/callablebonds/blackcallablebondengine.hpp
/usr/include/ql/experimental/callablebonds/callablebond.hpp
/usr/include/ql/experimental/callablebonds/callablebondconstantvol.hpp
/usr/include/ql/experimental/callablebonds/callablebondvolstructure.hpp
/usr/include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
/usr/include/ql/experimental/callablebonds/treecallablebondengine.hpp
/usr/include/ql/experimental/catbonds/all.hpp
/usr/include/ql/experimental/catbonds/catbond.hpp
/usr/include/ql/experimental/catbonds/catrisk.hpp
/usr/include/ql/experimental/catbonds/montecarlocatbondengine.hpp
/usr/include/ql/experimental/catbonds/riskynotional.hpp
/usr/include/ql/experimental/commodities/all.hpp
/usr/include/ql/experimental/commodities/commodity.hpp
/usr/include/ql/experimental/commodities/commoditycashflow.hpp
/usr/include/ql/experimental/commodities/commoditycurve.hpp
/usr/include/ql/experimental/commodities/commodityindex.hpp
/usr/include/ql/experimental/commodities/commoditypricinghelpers.hpp
/usr/include/ql/experimental/commodities/commoditysettings.hpp
/usr/include/ql/experimental/commodities/commoditytype.hpp
/usr/include/ql/experimental/commodities/commodityunitcost.hpp
/usr/include/ql/experimental/commodities/dateinterval.hpp
/usr/include/ql/experimental/commodities/energybasisswap.hpp
/usr/include/ql/experimental/commodities/energycommodity.hpp
/usr/include/ql/experimental/commodities/energyfuture.hpp
/usr/include/ql/experimental/commodities/energyswap.hpp
/usr/include/ql/experimental/commodities/energyvanillaswap.hpp
/usr/include/ql/experimental/commodities/exchangecontract.hpp
/usr/include/ql/experimental/commodities/paymentterm.hpp
/usr/include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
/usr/include/ql/experimental/commodities/pricingperiod.hpp
/usr/include/ql/experimental/commodities/quantity.hpp
/usr/include/ql/experimental/commodities/unitofmeasure.hpp
/usr/include/ql/experimental/commodities/unitofmeasureconversion.hpp
/usr/include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
/usr/include/ql/experimental/convertiblebonds/all.hpp
/usr/include/ql/experimental/convertiblebonds/binomialconvertibleengine.hpp
/usr/include/ql/experimental/convertiblebonds/convertiblebond.hpp
/usr/include/ql/experimental/convertiblebonds/discretizedconvertible.hpp
/usr/include/ql/experimental/convertiblebonds/tflattice.hpp
/usr/include/ql/experimental/coupons/all.hpp
/usr/include/ql/experimental/coupons/cmsspreadcoupon.hpp
/usr/include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp
/usr/include/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
/usr/include/ql/experimental/coupons/proxyibor.hpp
/usr/include/ql/experimental/coupons/quantocouponpricer.hpp
/usr/include/ql/experimental/coupons/strippedcapflooredcoupon.hpp
/usr/include/ql/experimental/coupons/subperiodcoupons.hpp
/usr/include/ql/experimental/coupons/swapspreadindex.hpp
/usr/include/ql/experimental/credit/all.hpp
/usr/include/ql/experimental/credit/basecorrelationlossmodel.hpp
/usr/include/ql/experimental/credit/basecorrelationstructure.hpp
/usr/include/ql/experimental/credit/basket.hpp
/usr/include/ql/experimental/credit/binomiallossmodel.hpp
/usr/include/ql/experimental/credit/blackcdsoptionengine.hpp
/usr/include/ql/experimental/credit/cdo.hpp
/usr/include/ql/experimental/credit/cdsoption.hpp
/usr/include/ql/experimental/credit/constantlosslatentmodel.hpp
/usr/include/ql/experimental/credit/correlationstructure.hpp
/usr/include/ql/experimental/credit/defaultevent.hpp
/usr/include/ql/experimental/credit/defaultlossmodel.hpp
/usr/include/ql/experimental/credit/defaultprobabilitykey.hpp
/usr/include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp
/usr/include/ql/experimental/credit/defaulttype.hpp
/usr/include/ql/experimental/credit/distribution.hpp
/usr/include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
/usr/include/ql/experimental/credit/gaussianlhplossmodel.hpp
/usr/include/ql/experimental/credit/homogeneouspooldef.hpp
/usr/include/ql/experimental/credit/inhomogeneouspooldef.hpp
/usr/include/ql/experimental/credit/integralcdoengine.hpp
/usr/include/ql/experimental/credit/integralntdengine.hpp
/usr/include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
/usr/include/ql/experimental/credit/issuer.hpp
/usr/include/ql/experimental/credit/loss.hpp
/usr/include/ql/experimental/credit/lossdistribution.hpp
/usr/include/ql/experimental/credit/midpointcdoengine.hpp
/usr/include/ql/experimental/credit/nthtodefault.hpp
/usr/include/ql/experimental/credit/onefactoraffinesurvival.hpp
/usr/include/ql/experimental/credit/onefactorcopula.hpp
/usr/include/ql/experimental/credit/onefactorgaussiancopula.hpp
/usr/include/ql/experimental/credit/onefactorstudentcopula.hpp
/usr/include/ql/experimental/credit/pool.hpp
/usr/include/ql/experimental/credit/randomdefaultlatentmodel.hpp
/usr/include/ql/experimental/credit/randomdefaultmodel.hpp
/usr/include/ql/experimental/credit/randomlosslatentmodel.hpp
/usr/include/ql/experimental/credit/recoveryratemodel.hpp
/usr/include/ql/experimental/credit/recoveryratequote.hpp
/usr/include/ql/experimental/credit/recursivelossmodel.hpp
/usr/include/ql/experimental/credit/riskyassetswap.hpp
/usr/include/ql/experimental/credit/riskyassetswapoption.hpp
/usr/include/ql/experimental/credit/riskybond.hpp
/usr/include/ql/experimental/credit/saddlepointlossmodel.hpp
/usr/include/ql/experimental/credit/spotlosslatentmodel.hpp
/usr/include/ql/experimental/credit/spreadedhazardratecurve.hpp
/usr/include/ql/experimental/credit/syntheticcdo.hpp
/usr/include/ql/experimental/exoticoptions/all.hpp
/usr/include/ql/experimental/exoticoptions/analyticamericanmargrabeengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticcomplexchooserengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticcompoundoptionengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticpartialtimebarrieroptionengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticpdfhestonengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticsimplechooserengine.hpp
/usr/include/ql/experimental/exoticoptions/analytictwoassetbarrierengine.hpp
/usr/include/ql/experimental/exoticoptions/analytictwoassetcorrelationengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp
/usr/include/ql/experimental/exoticoptions/complexchooseroption.hpp
/usr/include/ql/experimental/exoticoptions/compoundoption.hpp
/usr/include/ql/experimental/exoticoptions/continuousarithmeticasianlevyengine.hpp
/usr/include/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp
/usr/include/ql/experimental/exoticoptions/everestoption.hpp
/usr/include/ql/experimental/exoticoptions/himalayaoption.hpp
/usr/include/ql/experimental/exoticoptions/holderextensibleoption.hpp
/usr/include/ql/experimental/exoticoptions/kirkspreadoptionengine.hpp
/usr/include/ql/experimental/exoticoptions/margrabeoption.hpp
/usr/include/ql/experimental/exoticoptions/mceverestengine.hpp
/usr/include/ql/experimental/exoticoptions/mchimalayaengine.hpp
/usr/include/ql/experimental/exoticoptions/mcpagodaengine.hpp
/usr/include/ql/experimental/exoticoptions/pagodaoption.hpp
/usr/include/ql/experimental/exoticoptions/partialtimebarrieroption.hpp
/usr/include/ql/experimental/exoticoptions/simplechooseroption.hpp
/usr/include/ql/experimental/exoticoptions/spreadoption.hpp
/usr/include/ql/experimental/exoticoptions/twoassetbarrieroption.hpp
/usr/include/ql/experimental/exoticoptions/twoassetcorrelationoption.hpp
/usr/include/ql/experimental/exoticoptions/writerextensibleoption.hpp
/usr/include/ql/experimental/finitedifferences/all.hpp
/usr/include/ql/experimental/finitedifferences/bsmrndcalculator.hpp
/usr/include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp
/usr/include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp
/usr/include/ql/experimental/finitedifferences/fdhestondoublebarrierengine.hpp
/usr/include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp
/usr/include/ql/experimental/finitedifferences/fdmblackscholesfwdop.hpp
/usr/include/ql/experimental/finitedifferences/fdmdupire1dop.hpp
/usr/include/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
/usr/include/ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp
/usr/include/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
/usr/include/ql/experimental/finitedifferences/fdmextoujumpop.hpp
/usr/include/ql/experimental/finitedifferences/fdmextoujumpsolver.hpp
/usr/include/ql/experimental/finitedifferences/fdmhestonfwdop.hpp
/usr/include/ql/experimental/finitedifferences/fdmhestongreensfct.hpp
/usr/include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
/usr/include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
/usr/include/ql/experimental/finitedifferences/fdmlocalvolfwdop.hpp
/usr/include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp
/usr/include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp
/usr/include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp
/usr/include/ql/experimental/finitedifferences/fdmsquarerootfwdop.hpp
/usr/include/ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp
/usr/include/ql/experimental/finitedifferences/fdmvppstepcondition.hpp
/usr/include/ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp
/usr/include/ql/experimental/finitedifferences/fdmzabrop.hpp
/usr/include/ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp
/usr/include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp
/usr/include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
/usr/include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp
/usr/include/ql/experimental/finitedifferences/gbsmrndcalculator.hpp
/usr/include/ql/experimental/finitedifferences/glued1dmesher.hpp
/usr/include/ql/experimental/finitedifferences/hestonrndcalculator.hpp
/usr/include/ql/experimental/finitedifferences/localvolrndcalculator.hpp
/usr/include/ql/experimental/finitedifferences/modtriplebandlinearop.hpp
/usr/include/ql/experimental/finitedifferences/riskneutraldensitycalculator.hpp
/usr/include/ql/experimental/finitedifferences/squarerootprocessrndcalculator.hpp
/usr/include/ql/experimental/finitedifferences/vanillavppoption.hpp
/usr/include/ql/experimental/fx/all.hpp
/usr/include/ql/experimental/fx/blackdeltacalculator.hpp
/usr/include/ql/experimental/fx/deltavolquote.hpp
/usr/include/ql/experimental/inflation/all.hpp
/usr/include/ql/experimental/inflation/cpicapfloorengines.hpp
/usr/include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp
/usr/include/ql/experimental/inflation/genericindexes.hpp
/usr/include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
/usr/include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
/usr/include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
/usr/include/ql/experimental/inflation/polynomial2Dspline.hpp
/usr/include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
/usr/include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
/usr/include/ql/experimental/inflation/yoyoptionlethelpers.hpp
/usr/include/ql/experimental/inflation/yoyoptionletstripper.hpp
/usr/include/ql/experimental/lattices/all.hpp
/usr/include/ql/experimental/lattices/extendedbinomialtree.hpp
/usr/include/ql/experimental/math/all.hpp
/usr/include/ql/experimental/math/claytoncopularng.hpp
/usr/include/ql/experimental/math/convolvedstudentt.hpp
/usr/include/ql/experimental/math/expm.hpp
/usr/include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
/usr/include/ql/experimental/math/fireflyalgorithm.hpp
/usr/include/ql/experimental/math/frankcopularng.hpp
/usr/include/ql/experimental/math/gaussiancopulapolicy.hpp
/usr/include/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp
/usr/include/ql/experimental/math/hybridsimulatedannealing.hpp
/usr/include/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
/usr/include/ql/experimental/math/isotropicrandomwalk.hpp
/usr/include/ql/experimental/math/laplaceinterpolation.hpp
/usr/include/ql/experimental/math/latentmodel.hpp
/usr/include/ql/experimental/math/levyflightdistribution.hpp
/usr/include/ql/experimental/math/moorepenroseinverse.hpp
/usr/include/ql/experimental/math/multidimintegrator.hpp
/usr/include/ql/experimental/math/multidimquadrature.hpp
/usr/include/ql/experimental/math/numericaldifferentiation.hpp
/usr/include/ql/experimental/math/particleswarmoptimization.hpp
/usr/include/ql/experimental/math/piecewisefunction.hpp
/usr/include/ql/experimental/math/piecewiseintegral.hpp
/usr/include/ql/experimental/math/polarstudenttrng.hpp
/usr/include/ql/experimental/math/tcopulapolicy.hpp
/usr/include/ql/experimental/math/zigguratrng.hpp
/usr/include/ql/experimental/mcbasket/adaptedpathpayoff.hpp
/usr/include/ql/experimental/mcbasket/all.hpp
/usr/include/ql/experimental/mcbasket/longstaffschwartzmultipathpricer.hpp
/usr/include/ql/experimental/mcbasket/mcamericanpathengine.hpp
/usr/include/ql/experimental/mcbasket/mclongstaffschwartzpathengine.hpp
/usr/include/ql/experimental/mcbasket/mcpathbasketengine.hpp
/usr/include/ql/experimental/mcbasket/pathmultiassetoption.hpp
/usr/include/ql/experimental/mcbasket/pathpayoff.hpp
/usr/include/ql/experimental/models/all.hpp
/usr/include/ql/experimental/models/hestonslvfdmmodel.hpp
/usr/include/ql/experimental/models/hestonslvmcmodel.hpp
/usr/include/ql/experimental/models/normalclvmodel.hpp
/usr/include/ql/experimental/models/squarerootclvmodel.hpp
/usr/include/ql/experimental/processes/all.hpp
/usr/include/ql/experimental/processes/extendedblackscholesprocess.hpp
/usr/include/ql/experimental/processes/extendedornsteinuhlenbeckprocess.hpp
/usr/include/ql/experimental/processes/extouwithjumpsprocess.hpp
/usr/include/ql/experimental/processes/gemanroncoroniprocess.hpp
/usr/include/ql/experimental/processes/hestonslvprocess.hpp
/usr/include/ql/experimental/processes/klugeextouprocess.hpp
/usr/include/ql/experimental/processes/vegastressedblackscholesprocess.hpp
/usr/include/ql/experimental/risk/all.hpp
/usr/include/ql/experimental/risk/creditriskplus.hpp
/usr/include/ql/experimental/risk/sensitivityanalysis.hpp
/usr/include/ql/experimental/shortrate/all.hpp
/usr/include/ql/experimental/shortrate/generalizedhullwhite.hpp
/usr/include/ql/experimental/shortrate/generalizedornsteinuhlenbeckprocess.hpp
/usr/include/ql/experimental/swaptions/all.hpp
/usr/include/ql/experimental/swaptions/haganirregularswaptionengine.hpp
/usr/include/ql/experimental/swaptions/irregularswap.hpp
/usr/include/ql/experimental/swaptions/irregularswaption.hpp
/usr/include/ql/experimental/termstructures/all.hpp
/usr/include/ql/experimental/termstructures/multicurvesensitivities.hpp
/usr/include/ql/experimental/variancegamma/all.hpp
/usr/include/ql/experimental/variancegamma/analyticvariancegammaengine.hpp
/usr/include/ql/experimental/variancegamma/fftengine.hpp
/usr/include/ql/experimental/variancegamma/fftvanillaengine.hpp
/usr/include/ql/experimental/variancegamma/fftvariancegammaengine.hpp
/usr/include/ql/experimental/variancegamma/variancegammamodel.hpp
/usr/include/ql/experimental/variancegamma/variancegammaprocess.hpp
/usr/include/ql/experimental/varianceoption/all.hpp
/usr/include/ql/experimental/varianceoption/integralhestonvarianceoptionengine.hpp
/usr/include/ql/experimental/varianceoption/varianceoption.hpp
/usr/include/ql/experimental/volatility/abcdatmvolcurve.hpp
/usr/include/ql/experimental/volatility/all.hpp
/usr/include/ql/experimental/volatility/blackatmvolcurve.hpp
/usr/include/ql/experimental/volatility/blackvolsurface.hpp
/usr/include/ql/experimental/volatility/equityfxvolsurface.hpp
/usr/include/ql/experimental/volatility/extendedblackvariancecurve.hpp
/usr/include/ql/experimental/volatility/extendedblackvariancesurface.hpp
/usr/include/ql/experimental/volatility/interestratevolsurface.hpp
/usr/include/ql/experimental/volatility/noarbsabr.hpp
/usr/include/ql/experimental/volatility/noarbsabrinterpolatedsmilesection.hpp
/usr/include/ql/experimental/volatility/noarbsabrinterpolation.hpp
/usr/include/ql/experimental/volatility/noarbsabrsmilesection.hpp
/usr/include/ql/experimental/volatility/sabrvolsurface.hpp
/usr/include/ql/experimental/volatility/sabrvoltermstructure.hpp
/usr/include/ql/experimental/volatility/sviinterpolatedsmilesection.hpp
/usr/include/ql/experimental/volatility/sviinterpolation.hpp
/usr/include/ql/experimental/volatility/svismilesection.hpp
/usr/include/ql/experimental/volatility/swaptionvolcube1a.hpp
/usr/include/ql/experimental/volatility/volcube.hpp
/usr/include/ql/experimental/volatility/zabr.hpp
/usr/include/ql/experimental/volatility/zabrinterpolatedsmilesection.hpp
/usr/include/ql/experimental/volatility/zabrinterpolation.hpp
/usr/include/ql/experimental/volatility/zabrsmilesection.hpp
/usr/include/ql/indexes/all.hpp
/usr/include/ql/indexes/bmaindex.hpp
/usr/include/ql/indexes/iborindex.hpp
/usr/include/ql/indexes/indexmanager.hpp
/usr/include/ql/indexes/inflationindex.hpp
/usr/include/ql/indexes/interestrateindex.hpp
/usr/include/ql/indexes/region.hpp
/usr/include/ql/indexes/swapindex.hpp
/usr/include/ql/indexes/ibor/all.hpp
/usr/include/ql/indexes/ibor/aonia.hpp
/usr/include/ql/indexes/ibor/audlibor.hpp
/usr/include/ql/indexes/ibor/bbsw.hpp
/usr/include/ql/indexes/ibor/bkbm.hpp
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/usr/include/ql/termstructures/interpolatedcurve.hpp
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/usr/include/ql/termstructures/localbootstrap.hpp
/usr/include/ql/termstructures/voltermstructure.hpp
/usr/include/ql/termstructures/yieldtermstructure.hpp
/usr/include/ql/termstructures/credit/all.hpp
/usr/include/ql/termstructures/credit/defaultdensitystructure.hpp
/usr/include/ql/termstructures/credit/defaultprobabilityhelpers.hpp
/usr/include/ql/termstructures/credit/flathazardrate.hpp
/usr/include/ql/termstructures/credit/hazardratestructure.hpp
/usr/include/ql/termstructures/credit/interpolateddefaultdensitycurve.hpp
/usr/include/ql/termstructures/credit/interpolatedhazardratecurve.hpp
/usr/include/ql/termstructures/credit/interpolatedsurvivalprobabilitycurve.hpp
/usr/include/ql/termstructures/credit/piecewisedefaultcurve.hpp
/usr/include/ql/termstructures/credit/probabilitytraits.hpp
/usr/include/ql/termstructures/credit/survivalprobabilitystructure.hpp
/usr/include/ql/termstructures/inflation/all.hpp
/usr/include/ql/termstructures/inflation/inflationhelpers.hpp
/usr/include/ql/termstructures/inflation/inflationtraits.hpp
/usr/include/ql/termstructures/inflation/interpolatedyoyinflationcurve.hpp
/usr/include/ql/termstructures/inflation/interpolatedzeroinflationcurve.hpp
/usr/include/ql/termstructures/inflation/piecewiseyoyinflationcurve.hpp
/usr/include/ql/termstructures/inflation/piecewisezeroinflationcurve.hpp
/usr/include/ql/termstructures/inflation/seasonality.hpp
/usr/include/ql/termstructures/volatility/abcd.hpp
/usr/include/ql/termstructures/volatility/abcdcalibration.hpp
/usr/include/ql/termstructures/volatility/all.hpp
/usr/include/ql/termstructures/volatility/atmadjustedsmilesection.hpp
/usr/include/ql/termstructures/volatility/atmsmilesection.hpp
/usr/include/ql/termstructures/volatility/flatsmilesection.hpp
/usr/include/ql/termstructures/volatility/gaussian1dsmilesection.hpp
/usr/include/ql/termstructures/volatility/interpolatedsmilesection.hpp
/usr/include/ql/termstructures/volatility/kahalesmilesection.hpp
/usr/include/ql/termstructures/volatility/sabr.hpp
/usr/include/ql/termstructures/volatility/sabrinterpolatedsmilesection.hpp
/usr/include/ql/termstructures/volatility/sabrsmilesection.hpp
/usr/include/ql/termstructures/volatility/smilesection.hpp
/usr/include/ql/termstructures/volatility/smilesectionutils.hpp
/usr/include/ql/termstructures/volatility/spreadedsmilesection.hpp
/usr/include/ql/termstructures/volatility/volatilitytype.hpp
/usr/include/ql/termstructures/volatility/capfloor/all.hpp
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolatilitystructure.hpp
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolcurve.hpp
/usr/include/ql/termstructures/volatility/capfloor/capfloortermvolsurface.hpp
/usr/include/ql/termstructures/volatility/capfloor/constantcapfloortermvol.hpp
/usr/include/ql/termstructures/volatility/equityfx/all.hpp
/usr/include/ql/termstructures/volatility/equityfx/andreasenhugelocalvoladapter.hpp
/usr/include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityadapter.hpp
/usr/include/ql/termstructures/volatility/equityfx/andreasenhugevolatilityinterpl.hpp
/usr/include/ql/termstructures/volatility/equityfx/blackconstantvol.hpp
/usr/include/ql/termstructures/volatility/equityfx/blackvariancecurve.hpp
/usr/include/ql/termstructures/volatility/equityfx/blackvariancesurface.hpp
/usr/include/ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp
/usr/include/ql/termstructures/volatility/equityfx/fixedlocalvolsurface.hpp
/usr/include/ql/termstructures/volatility/equityfx/gridmodellocalvolsurface.hpp
/usr/include/ql/termstructures/volatility/equityfx/hestonblackvolsurface.hpp
/usr/include/ql/termstructures/volatility/equityfx/impliedvoltermstructure.hpp
/usr/include/ql/termstructures/volatility/equityfx/localconstantvol.hpp
/usr/include/ql/termstructures/volatility/equityfx/localvolcurve.hpp
/usr/include/ql/termstructures/volatility/equityfx/localvolsurface.hpp
/usr/include/ql/termstructures/volatility/equityfx/localvoltermstructure.hpp
/usr/include/ql/termstructures/volatility/equityfx/noexceptlocalvolsurface.hpp
/usr/include/ql/termstructures/volatility/inflation/all.hpp
/usr/include/ql/termstructures/volatility/inflation/constantcpivolatility.hpp
/usr/include/ql/termstructures/volatility/inflation/cpivolatilitystructure.hpp
/usr/include/ql/termstructures/volatility/inflation/yoyinflationoptionletvolatilitystructure.hpp
/usr/include/ql/termstructures/volatility/optionlet/all.hpp
/usr/include/ql/termstructures/volatility/optionlet/capletvariancecurve.hpp
/usr/include/ql/termstructures/volatility/optionlet/constantoptionletvol.hpp
/usr/include/ql/termstructures/volatility/optionlet/optionletstripper.hpp
/usr/include/ql/termstructures/volatility/optionlet/optionletstripper1.hpp
/usr/include/ql/termstructures/volatility/optionlet/optionletstripper2.hpp
/usr/include/ql/termstructures/volatility/optionlet/optionletvolatilitystructure.hpp
/usr/include/ql/termstructures/volatility/optionlet/spreadedoptionletvol.hpp
/usr/include/ql/termstructures/volatility/optionlet/strippedoptionlet.hpp
/usr/include/ql/termstructures/volatility/optionlet/strippedoptionletadapter.hpp
/usr/include/ql/termstructures/volatility/optionlet/strippedoptionletbase.hpp
/usr/include/ql/termstructures/volatility/swaption/all.hpp
/usr/include/ql/termstructures/volatility/swaption/cmsmarket.hpp
/usr/include/ql/termstructures/volatility/swaption/cmsmarketcalibration.hpp
/usr/include/ql/termstructures/volatility/swaption/gaussian1dswaptionvolatility.hpp
/usr/include/ql/termstructures/volatility/swaption/spreadedswaptionvol.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionconstantvol.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvolcube.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvolcube1.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvolcube2.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvoldiscrete.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvolmatrix.hpp
/usr/include/ql/termstructures/volatility/swaption/swaptionvolstructure.hpp
/usr/include/ql/termstructures/yield/all.hpp
/usr/include/ql/termstructures/yield/bondhelpers.hpp
/usr/include/ql/termstructures/yield/bootstraptraits.hpp
/usr/include/ql/termstructures/yield/compositezeroyieldstructure.hpp
/usr/include/ql/termstructures/yield/discountcurve.hpp
/usr/include/ql/termstructures/yield/drifttermstructure.hpp
/usr/include/ql/termstructures/yield/fittedbonddiscountcurve.hpp
/usr/include/ql/termstructures/yield/flatforward.hpp
/usr/include/ql/termstructures/yield/forwardcurve.hpp
/usr/include/ql/termstructures/yield/forwardspreadedtermstructure.hpp
/usr/include/ql/termstructures/yield/forwardstructure.hpp
/usr/include/ql/termstructures/yield/impliedtermstructure.hpp
/usr/include/ql/termstructures/yield/nonlinearfittingmethods.hpp
/usr/include/ql/termstructures/yield/oisratehelper.hpp
/usr/include/ql/termstructures/yield/piecewiseyieldcurve.hpp
/usr/include/ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp
/usr/include/ql/termstructures/yield/quantotermstructure.hpp
/usr/include/ql/termstructures/yield/ratehelpers.hpp
/usr/include/ql/termstructures/yield/zerocurve.hpp
/usr/include/ql/termstructures/yield/zerospreadedtermstructure.hpp
/usr/include/ql/termstructures/yield/zeroyieldstructure.hpp
/usr/include/ql/time/all.hpp
/usr/include/ql/time/asx.hpp
/usr/include/ql/time/businessdayconvention.hpp
/usr/include/ql/time/calendar.hpp
/usr/include/ql/time/date.hpp
/usr/include/ql/time/dategenerationrule.hpp
/usr/include/ql/time/daycounter.hpp
/usr/include/ql/time/ecb.hpp
/usr/include/ql/time/frequency.hpp
/usr/include/ql/time/imm.hpp
/usr/include/ql/time/period.hpp
/usr/include/ql/time/schedule.hpp
/usr/include/ql/time/timeunit.hpp
/usr/include/ql/time/weekday.hpp
/usr/include/ql/time/calendars/all.hpp
/usr/include/ql/time/calendars/argentina.hpp
/usr/include/ql/time/calendars/australia.hpp
/usr/include/ql/time/calendars/bespokecalendar.hpp
/usr/include/ql/time/calendars/botswana.hpp
/usr/include/ql/time/calendars/brazil.hpp
/usr/include/ql/time/calendars/canada.hpp
/usr/include/ql/time/calendars/china.hpp
/usr/include/ql/time/calendars/czechrepublic.hpp
/usr/include/ql/time/calendars/denmark.hpp
/usr/include/ql/time/calendars/finland.hpp
/usr/include/ql/time/calendars/germany.hpp
/usr/include/ql/time/calendars/hongkong.hpp
/usr/include/ql/time/calendars/hungary.hpp
/usr/include/ql/time/calendars/iceland.hpp
/usr/include/ql/time/calendars/india.hpp
/usr/include/ql/time/calendars/indonesia.hpp
/usr/include/ql/time/calendars/israel.hpp
/usr/include/ql/time/calendars/italy.hpp
/usr/include/ql/time/calendars/japan.hpp
/usr/include/ql/time/calendars/jointcalendar.hpp
/usr/include/ql/time/calendars/mexico.hpp
/usr/include/ql/time/calendars/newzealand.hpp
/usr/include/ql/time/calendars/norway.hpp
/usr/include/ql/time/calendars/nullcalendar.hpp
/usr/include/ql/time/calendars/poland.hpp
/usr/include/ql/time/calendars/romania.hpp
/usr/include/ql/time/calendars/russia.hpp
/usr/include/ql/time/calendars/saudiarabia.hpp
/usr/include/ql/time/calendars/singapore.hpp
/usr/include/ql/time/calendars/slovakia.hpp
/usr/include/ql/time/calendars/southafrica.hpp
/usr/include/ql/time/calendars/southkorea.hpp
/usr/include/ql/time/calendars/sweden.hpp
/usr/include/ql/time/calendars/switzerland.hpp
/usr/include/ql/time/calendars/taiwan.hpp
/usr/include/ql/time/calendars/target.hpp
/usr/include/ql/time/calendars/turkey.hpp
/usr/include/ql/time/calendars/ukraine.hpp
/usr/include/ql/time/calendars/unitedkingdom.hpp
/usr/include/ql/time/calendars/unitedstates.hpp
/usr/include/ql/time/calendars/weekendsonly.hpp
/usr/include/ql/time/daycounters/actual360.hpp
/usr/include/ql/time/daycounters/actual365fixed.hpp
/usr/include/ql/time/daycounters/actual365nl.hpp
/usr/include/ql/time/daycounters/actualactual.hpp
/usr/include/ql/time/daycounters/all.hpp
/usr/include/ql/time/daycounters/business252.hpp
/usr/include/ql/time/daycounters/one.hpp
/usr/include/ql/time/daycounters/simpledaycounter.hpp
/usr/include/ql/time/daycounters/thirty360.hpp
/usr/include/ql/utilities/all.hpp
/usr/include/ql/utilities/clone.hpp
/usr/include/ql/utilities/dataformatters.hpp
/usr/include/ql/utilities/dataparsers.hpp
/usr/include/ql/utilities/disposable.hpp
/usr/include/ql/utilities/null.hpp
/usr/include/ql/utilities/null_deleter.hpp
/usr/include/ql/utilities/observablevalue.hpp
/usr/include/ql/utilities/steppingiterator.hpp
/usr/include/ql/utilities/tracing.hpp
/usr/include/ql/utilities/vectors.hpp
/usr/lib/libQuantLib.so
/usr/lib/pkgconfig/quantlib.pc
/usr/share/aclocal/quantlib.m4
/usr/share/emacs/site-lisp/quantlib.el
/usr/share/emacs/site-lisp/quantlib.elc
/usr/share/man/man1/quantlib-benchmark.1.gz
/usr/share/man/man1/quantlib-config.1.gz

Changelog

2019-01-31 - Fedora Release Engineering <releng@fedoraproject.org> - 1.13-3
- Rebuilt for https://fedoraproject.org/wiki/Fedora_30_Mass_Rebuild
2019-01-24 - Jonathan Wakely <jwakely@redhat.com> - 1.13-2
- Rebuilt for Boost 1.69
2018-07-25 - Tom Callaway <spot@fedoraproject.org> - 1.13-1
- update to 1.13
- add BuildRequires: gcc, gcc-c++
- man3 files are gone
2018-07-12 - Fedora Release Engineering <releng@fedoraproject.org> - 1.12.1-2
- Rebuilt for https://fedoraproject.org/wiki/Fedora_29_Mass_Rebuild
2018-04-30 - Tom Callaway <spot@fedoraproject.org> - 1.12.1-1
- update to 1.12.1
- rename "length" man page to avoid conflict
2018-02-07 - Fedora Release Engineering <releng@fedoraproject.org> - 1.10.1-3
- Rebuilt for https://fedoraproject.org/wiki/Fedora_28_Mass_Rebuild
2018-01-22 - Jonathan Wakely <jwakely@redhat.com> - 1.10.1-2
- Rebuilt for Boost 1.66
2017-08-31 - Tom Callaway <spot@fedoraproject.org> - 1.10.1-1
- update to 1.10.1
2017-08-02 - Fedora Release Engineering <releng@fedoraproject.org> - 1.10-5
- Rebuilt for https://fedoraproject.org/wiki/Fedora_27_Binutils_Mass_Rebuild
2017-07-26 - Fedora Release Engineering <releng@fedoraproject.org> - 1.10-4
- Rebuilt for https://fedoraproject.org/wiki/Fedora_27_Mass_Rebuild

See Also

Package Description
QuantLib-doc-1.13-3.fc30.x86_64.rpm The documentation for QuantLib
QuantLib-test-1.13-3.fc30.x86_64.rpm The test-suite to check the setup of QuantLib
R-3.5.3-1.fc30.x86_64.rpm A language for data analysis and graphics
R-ALL-1.6.0-9.fc30.noarch.rpm Data of T- and B-cell Acute Lymphocytic Leukemia
R-AUC-0.3.0-3.fc30.noarch.rpm Threshold independent performance measures for probabilistic classifiers
R-AnnotationDbi-1.42.1-3.fc30.noarch.rpm Annotation Database Interface
R-BH-devel-1.69.0.1-1.fc30.noarch.rpm Boost C++ Header Files for R
R-BSgenome-1.48.0-3.fc30.noarch.rpm Infrastructure for Biostrings-based genome data packages
R-BSgenome.Celegans.UCSC.ce2-1.4.0-8.fc30.noarch.rpm Caenorhabditis elegans genome (UCSC Release ce2)
R-Bessel-0.5.5-1.fc30.x86_64.rpm Bessel functions computations and approximations
R-Biobase-2.40.0-3.fc30.x86_64.rpm Base functions for Bioconductor
R-BiocGenerics-0.26.0-3.fc30.noarch.rpm Generic functions for Bioconductor
R-BiocParallel-1.16.5-1.fc30.x86_64.rpm Bioconductor facilities for parallel evaluation
R-Biostrings-2.48.0-3.fc30.x86_64.rpm String objects representing biological sequences
R-Biostrings-devel-2.48.0-3.fc30.i686.rpm Development files for R-Biostrings
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