{ lib , stdenv , fetchFromGitHub , cmake , boost }: stdenv.mkDerivation rec { pname = "quantlib"; version = "1.34"; outputs = [ "out" "dev" ]; src = fetchFromGitHub { owner = "lballabio"; repo = "QuantLib"; rev = "v${version}"; sha256 = "sha256-qrMaIBiDg7bFtWTDAQgAMtekb/7VrI7Ix+G59mU4WHI="; }; nativeBuildInputs = [ cmake ]; buildInputs = [ boost ]; # Required by RQuantLib, may be beneficial for others too cmakeFlags = [ "-DQL_HIGH_RESOLUTION_DATE=ON" ]; # Needed for RQuantLib and possible others postInstall = '' cp ./quantlib-config $out/bin/ ''; meta = with lib; { description = "A free/open-source library for quantitative finance"; homepage = "https://quantlib.org"; platforms = platforms.unix; license = licenses.bsd3; maintainers = [ maintainers.kupac ]; }; }