blob: a0ca48b1afd89bcfc1eb40ec6700bdc6635d53ab (
plain) (
blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
|
{ 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 ];
};
}
|