Package Details: quantlib 1.31.1-1

Git Clone URL: (read-only, click to copy)
Package Base: quantlib
Description: A free/open-source library for quantitative finance.
Upstream URL:
Licenses: BSD
Submitter: None
Maintainer: xgdgsc (thrasibule)
Last Packager: thrasibule
Votes: 11
Popularity: 0.000000
First Submitted: 2007-01-01 07:43 (UTC)
Last Updated: 2023-07-31 14:15 (UTC)

Latest Comments

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a.kudelin commented on 2022-07-26 11:24 (UTC) (edited on 2022-07-26 12:32 (UTC) by a.kudelin)

@thrasibule, I found that the current package configuration makes some tests from the internal suite fail. I have already reported the problem on github. Also it would be nice to add the flag -mno-avx.

thrasibule commented on 2022-07-26 05:55 (UTC)

I'll bump it. What loss of precision are you talking about, and where do you fix it in your patch?

a.kudelin commented on 2022-07-25 20:05 (UTC)

Dear maintainers,
Please consider my patch bumping the version and fixing the loss of precision:

thrasibule commented on 2019-03-15 00:47 (UTC)

@retronostalgia getting rid of boost it the goal, but right now QuantLib still uses it even with --enable-std-function and enable-std-classes, so can't quite get rid of it yet. But downstream users of the library can get rid of boost, like RQuantLib if they fixed their code.

retronostalgia commented on 2019-03-14 22:16 (UTC)

@thrasibule I see - thanks for the info. For now, I think it's simplest for me to recompile with boost. Although - if boost ends up not being needed, going forward, should it be removed from the dependency list?

Anyway, if it's useful for anyone, here is the issue I opened on GitHub originally:

thrasibule commented on 2019-03-14 18:53 (UTC)

@retronostalgia --enable-std-class was a typo, so it doesn't do anything. What happens is that quantlib now allows to be compiled without using boost (which is what the settings --enable-std-function and --enable-std-classes do). The RQuantLib library has boost hardcoded which is why it doesn't work. You can use my branch of rquantlib which has a fix in. Or you can recompile quantlib with boost like you did.

retronostalgia commented on 2019-03-14 18:13 (UTC)

@thrasibule thanks. I've also discovered that if I modify the current PKGBUILD to use the configure options of the previous PKGBUILD (i.e. change --enable-std-classes back to --enable-std-class and delete --enable-std-function) that RQuantLib works for me again. I don't know what those options do, however...

thrasibule commented on 2019-03-11 20:20 (UTC)

@retronostalgia You need this patch: or install my fork of rquantlib...