Package Details: quantlib 1.9.2-1

Git Clone URL: https://aur.archlinux.org/quantlib.git (read-only)
Package Base: quantlib
Description: A free/open-source library for quantitative finance.
Upstream URL: http://quantlib.org
Licenses: BSD
Submitter: None
Maintainer: xgdgsc (thrasibule)
Last Packager: xgdgsc
Votes: 10
Popularity: 0.062386
First Submitted: 2007-01-01 07:43
Last Updated: 2017-03-03 12:58

Latest Comments

thrasibule commented on 2017-03-24 15:15

@xgdgsc, sorry I just saw your response. I can be a co-maintainer. I use QuantLib regularly, so I can help with version bumps and the like.

xgdgsc commented on 2017-03-03 13:05

@thrasibule Thanks. Added. Would you like to become a co-mantainer?

thrasibule commented on 2017-03-02 17:52

Could you add the following options to configure?
--enable-intraday --enable-openmp --disable-static

The first one enable high precision dates, and the second one parallelize some code. The last one is to speed up compile. No need to build the static archive since it's not installed anyway.

Also you might want to remove the -j`nproc` option. The right parameter should already be passed by the MAKEFLAGS variable in makepkg.conf. (and nproc might not be the right number anyway, with distcc for instance).

Anonymous comment on 2012-06-01 07:04

I do not use this package now, please adopt it.

Anonymous comment on 2011-05-28 15:03

Updated to version 1.1

Anonymous comment on 2011-05-25 05:14

Does not build the package:

if g++ -DHAVE_CONFIG_H -I. -I. -I../../ql -I../.. -I../.. -march=i686 -mtune=generic -O2 -pipe -MT BermudanSwaption.o -MD -MP -MF ".deps/BermudanSwaption.Tpo" -c -o BermudanSwaption.o BermudanSwaption.cpp; \
then mv -f ".deps/BermudanSwaption.Tpo" ".deps/BermudanSwaption.Po"; else rm -f ".deps/BermudanSwaption.Tpo"; exit 1; fi
In file included from ../../ql/math/interpolations/all.hpp:18:0,
from ../../ql/math/all.hpp:31,
from ../../ql/quantlib.hpp:46,
from BermudanSwaption.cpp:22:
../../ql/math/interpolations/multicubicspline.hpp:276:33: error: reference 'y2_' cannot be declared 'mutable' [-fpermissive]
../../ql/math/interpolations/multicubicspline.hpp:277:34: error: reference 'v_' cannot be declared 'mutable' [-fpermissive]
../../ql/math/interpolations/multicubicspline.hpp:336:33: error: reference 'y2_' cannot be declared 'mutable' [-fpermissive]
../../ql/math/interpolations/multicubicspline.hpp:337:34: error: reference 'v_' cannot be declared 'mutable' [-fpermissive]
../../ql/math/interpolations/multicubicspline.hpp:337:39: error: reference 'v1_' cannot be declared 'mutable' [-fpermissive]
../../ql/math/interpolations/multicubicspline.hpp:337:45: error: reference 'v2_' cannot be declared 'mutable' [-fpermissive]
make[2]: *** [BermudanSwaption.o] Error 1

lrm commented on 2010-07-31 16:38

Took over maintainership and updated to the latest, 1.0.1.