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authorFoo Chuan Wei <chuanwei.foo@hotmail.com>2021-12-21 15:20:28 +0000
committerMathieu Othacehe <othacehe@gnu.org>2021-12-23 19:09:31 +0100
commita29360ade9779bc7d7dbb7251ced6e33d30e03a3 (patch)
tree4f39407c17d3ee3a2d396892405bfc01169a58d3 /gnu/packages/finance.scm
parentaa3cb57aabf9f28a2ffaa4355bd654ebe03356dd (diff)
gnu: Add quantlib.
* gnu/packages/finance.scm (quantlib): New variable. Signed-off-by: Mathieu Othacehe <othacehe@gnu.org>
Diffstat (limited to 'gnu/packages/finance.scm')
-rw-r--r--gnu/packages/finance.scm26
1 files changed, 26 insertions, 0 deletions
diff --git a/gnu/packages/finance.scm b/gnu/packages/finance.scm
index 3c162ff86f..bebfe72978 100644
--- a/gnu/packages/finance.scm
+++ b/gnu/packages/finance.scm
@@ -1821,6 +1821,32 @@ local, single-user UI, or as a multi-user UI for viewing, adding, and
editing on the Web.")
(license license:gpl3)))
+(define-public quantlib
+ (package
+ (name "quantlib")
+ (version "1.24")
+ (source
+ (origin
+ (method url-fetch)
+ (uri (string-append
+ "https://github.com/lballabio/QuantLib/releases/download/QuantLib-v"
+ version "/QuantLib-" version ".tar.gz"))
+ (sha256
+ (base32 "1rxjhkc32a8z0g5gmh0iw5nx0fr31cjsrfgq7c8g6nib003kgnnx"))))
+ (build-system gnu-build-system)
+ (arguments
+ `(#:configure-flags
+ ,#~(list "--disable-static"
+ (string-append "--prefix=" #$output))))
+ (inputs (list boost))
+ (home-page "https://www.quantlib.org")
+ (synopsis "Library for quantitative finance")
+ (description
+ "The QuantLib project is aimed at providing a comprehensive software
+framework for quantitative finance. QuantLib is a library for modeling,
+trading, and risk management in real-life.")
+ (license license:bsd-2)))
+
(define-public optionmatrix
(package
(name "optionmatrix")