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Information for RPM QuantLib-devel-1.13-4.fc31.riscv64.rpm

ID442242
NameQuantLib-devel
Version1.13
Release4.fc31
Epoch
Archriscv64
SummaryQuantLib development files
DescriptionStatic libraries and headers for QuantLib.
Build Time2019-08-01 20:06:51 GMT
Size753.06 KB
a728a8ae030f686a2e5a08d50ea368b9
LicenseBSD
Buildrootf31-build-65392-28936
Provides
QuantLib-devel = 1.13-4.fc31
QuantLib-devel(riscv-64) = 1.13-4.fc31
pkgconfig(quantlib) = 1.13
Obsoletes No Obsoletes
Conflicts No Conflicts
Requires
/usr/bin/pkg-config
/usr/bin/sh
QuantLib(riscv-64) = 1.13-4.fc31
libQuantLib.so.0()(64bit)
rpmlib(CompressedFileNames) <= 3.0.4-1
rpmlib(FileDigests) <= 4.6.0-1
rpmlib(PayloadFilesHavePrefix) <= 4.0-1
rpmlib(PayloadIsZstd) <= 5.4.18-1
Recommends No Recommends
Suggests No Suggests
Supplements No Supplements
Enhances No Enhances
Files
Page:
1 through 50 of 1433 >>>
Name Size ascending sort
/usr/include/ql0.00 B
/usr/include/ql/cashflows0.00 B
/usr/include/ql/currencies0.00 B
/usr/include/ql/experimental0.00 B
/usr/include/ql/experimental/amortizingbonds0.00 B
/usr/include/ql/experimental/averageois0.00 B
/usr/include/ql/experimental/barrieroption0.00 B
/usr/include/ql/experimental/callablebonds0.00 B
/usr/include/ql/experimental/catbonds0.00 B
/usr/include/ql/experimental/commodities0.00 B
/usr/include/ql/experimental/convertiblebonds0.00 B
/usr/include/ql/experimental/coupons0.00 B
/usr/include/ql/experimental/credit0.00 B
/usr/include/ql/experimental/exoticoptions0.00 B
/usr/include/ql/experimental/finitedifferences0.00 B
/usr/include/ql/experimental/fx0.00 B
/usr/include/ql/experimental/inflation0.00 B
/usr/include/ql/experimental/lattices0.00 B
/usr/include/ql/experimental/math0.00 B
/usr/include/ql/experimental/mcbasket0.00 B
/usr/include/ql/experimental/models0.00 B
/usr/include/ql/experimental/processes0.00 B
/usr/include/ql/experimental/risk0.00 B
/usr/include/ql/experimental/shortrate0.00 B
/usr/include/ql/experimental/swaptions0.00 B
/usr/include/ql/experimental/termstructures0.00 B
/usr/include/ql/experimental/variancegamma0.00 B
/usr/include/ql/experimental/varianceoption0.00 B
/usr/include/ql/experimental/volatility0.00 B
/usr/include/ql/indexes0.00 B
/usr/include/ql/indexes/ibor0.00 B
/usr/include/ql/indexes/inflation0.00 B
/usr/include/ql/indexes/swap0.00 B
/usr/include/ql/instruments0.00 B
/usr/include/ql/instruments/bonds0.00 B
/usr/include/ql/legacy0.00 B
/usr/include/ql/legacy/libormarketmodels0.00 B
/usr/include/ql/math0.00 B
/usr/include/ql/math/copulas0.00 B
/usr/include/ql/math/distributions0.00 B
/usr/include/ql/math/integrals0.00 B
/usr/include/ql/math/interpolations0.00 B
/usr/include/ql/math/matrixutilities0.00 B
/usr/include/ql/math/ode0.00 B
/usr/include/ql/math/optimization0.00 B
/usr/include/ql/math/randomnumbers0.00 B
/usr/include/ql/math/solvers1d0.00 B
/usr/include/ql/math/statistics0.00 B
/usr/include/ql/methods0.00 B
/usr/include/ql/methods/finitedifferences0.00 B
Component of No Buildroots