The FreeBSD Ports Archive
FreeBSD finance  : quantlib
A comprehensive software framework for quantitative finance
The QuantLib project is aimed to provide a comprehensive software framework
for quantitative finance. The goal is to provide a standard free/open source
library to quantitative analysts and developers for modeling, trading, and
risk management in real-life.
QuantLib plans to offer tools that are useful for both practical
implementation, with features such as market conventions, solvers, PDEs,
etc., and advanced modeling, e.g., exotic options and interest rate models.
QuantLib is meant to be used by academics and practitioners alike, eventually
promoting a stronger interaction between the two.
Finance is one area where well-written open-source projects could make a
tremendous difference. Almost every financial institution needs a solid,
time-effective, operative implementation of leading-edge pricing models and
hedging tools. However, to get there, currently one is forced to re-invent
the wheel every time. Even decade-old models with no market value, such as
Black-Scholes formula (1973), still lack a standard implementation. As a
consequences many good quants are wasting their time writing C++ classes
which have been already written thousands of times.
http://www.quantlib.org/
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quantlib history
v. 1.22
date: 2007/09/02 17:52:24; author: arved; state: Exp; lines: +1 -2
Update to 0.8.1
PR: 115982
Submitted by: Kevin Way
v. 1.21
date: 2007/07/23 09:35:51; author: rafan; state: Exp; lines: +0 -1
- Set --mandir and --infodir in CONFIGURE_ARGS if the configure script
supports them. This is determined by running ``configure --help'' in
do-configure target and set the shell variable _LATE_CONFIGURE_ARGS
which is then passed to CONFIGURE_ARGS.
- Remove --mandir and --infodir in ports' Makefile where applicable
Few ports use REINPLACE_CMD to achieve the same effect, remove them too.
- Correct some manual pages location from PREFIX/man to MANPREFIX/man
- Define INFO_PATH where necessary
- Document that .info files are installed in a subdirectory relative to
PREFIX/INFO_PATH and slightly change add-plist-info to use INFO_PATH and
subdirectory detection.
PR: ports/111470
Approved by: portmgr
Discussed with: stas (Mk/*), gerald (info related stuffs)
Tested by: pointyhat exp run
v. 1.20
date: 2007/07/04 15:10:55; author: barner; state: Exp; lines: +2 -1
- Bump boost shared library version to 4
- Bump PORTREVISION
v. 1.19
date: 2007/03/24 13:14:36; author: pav; state: Exp; lines: +8 -5
- Update to 0.4.0
v. 1.18
date: 2006/08/14 23:06:29; author: clsung; state: Exp; lines: +1 -1
- s,INSTALLS_SHLIB,USE_LDCONFIG,g
- these include dns/ editors/ emulators/ finance/
games/ graphics/ maintained by ports@
PR: ports/101916
Submitted by: Gea-Suan Lin
v. 1.17
date: 2006/05/07 11:09:14; author: edwin; state: Exp; lines: +0 -1
Remove USE_REINPLACE from all categories starting with F
v. 1.16
date: 2005/04/12 03:25:28; author: obrien; state: Exp; lines: +1 -1
At Kris's request, back out the MACHINE_ARCH spelling correction until
after 5.4-RELEASE.
v. 1.15
date: 2005/04/11 08:02:15; author: obrien; state: Exp; lines: +1 -1
Assist getting more ports working on AMD64 by obeying the
Ports Collection documentation and use 'ARCH' rather than 'MACHINE_ARCH'.
v. 1.14
date: 2005/03/27 01:48:04; author: kris; state: Exp; lines: +7 -1
BROKEN on ia64 and alpha: Does not compile
Approved by: portmgr (self)
v. 1.13
date: 2004/04/02 19:03:26; author: krion; state: Exp; lines: +12 -12
- Support PTHREAD_CFLAGS properly
- Avoid unexpected side effect by other ports
PR: ports/65082
Submitted by: Ports Fury
v. 1.12
date: 2004/04/02 03:27:01; author: ijliao; state: Exp; lines: +18 -17
upgrade to 0.3.5
v. 1.11
date: 2004/03/14 06:16:31; author: ade; state: Exp; lines: +1 -1
Whoa there, boy, that's a mighty big commit y'all have there...
Begin autotools sanitization sequence by requiring ports to explicitly
specify which version of {libtool,autoconf,automake} they need, erasing
the concept of a "system default".
For ports-in-waiting:
USE_LIBTOOL=YES -> USE_LIBTOOL_VER=13
USE_AUTOCONF=YES -> USE_AUTOCONF_VER=213
USE_AUTOMAKE=YES -> USE_AUTOMAKE_VER=14
Ports attempting to use the old style system after June 1st 2004 will be
sorely disappointed.
v. 1.10
date: 2004/01/22 21:12:00; author: eik; state: Exp; lines: +1 -1
move the following ports to finance:
- deskutils/cbb
- deskutils/gnofin
- deskutils/moneydance
- deskutils/xinvest
- devel/libstocks
- misc/emma
- misc/gnomepm
- misc/p5-Finance-Currency-Convert
- misc/p5-Finance-Quote
- misc/p5-Finance-QuoteHist
- misc/quantlib
- misc/wmstock
- misc/xquote
PR: 59357
Submitted by: linimon
Approved by: marcus (mentor)
v. 1.9
date: 2004/01/22 17:59:26; author: eik; state: Exp; lines: +1 -1
- fix PKGORIGIN
since ito makes using package tools hard, is marked as FATAL by
portlint and otherwise doesn't affect the port, fix it silently.
Approved by: marcus (mentor)
v. 1.8
date: 2003/10/04 02:27:43; author: edwin; state: Exp; lines: +1 -1
Add finance category to the following ports.
PR: ports/56259 (ports/39102)
Submitted by: Mark Linimon
v. 1.7
date: 2003/02/14 19:09:21; author: naddy; state: Exp; lines: +13 -10
Update to version 0.3.1.
PR: 48041
Submitted by: Ports Fury
v. 1.6
date: 2002/11/10 16:47:18; author: lioux; state: Exp; lines: +0 -2
o Rollback PORTCOMMENT modifications while this feature's implementation
is better studied
o Turn PORTCOMMENT variable in Makefile back into pkg-comment files
Approved by: kris (portmgr hat),
portmgr, re (silence)
v. 1.5
date: 2002/11/06 22:46:15; author: adamw; state: Exp; lines: +2 -0
Use PORTCOMMENT in the Makefile, and whack the pkg-comment.
Approved by: pat
v. 1.4
date: 2002/06/22 17:23:29; author: ijliao; state: Exp; lines: +4 -3
Replace ${PERL} with ${REINPLACE_CMD}
PR: 39665
Submitted by: Oliver Braun
v. 1.3
date: 2002/05/14 02:34:20; author: ijliao; state: Exp; lines: +9 -6
upgrade to 0.3.0
PR: 38047
Submitted by: Ports Fury
v. 1.2
date: 2002/03/03 07:18:20; author: pat; state: Exp; lines: +12 -1
Update to 0.2.1
PR: 35497
Submitted by: KATO Tsuguru
v. 1.1
date: 2001/08/12 12:39:44; author: ijliao; state: Exp;
add quantlib
A comprehensive software framework for quantitative finance
=============================================================================
v. 1.22
date: 2007/09/02 17:52:24; author: arved; state: Exp; lines: +1 -2
Update to 0.8.1
PR: 115982
Submitted by: Kevin Way
v. 1.21
date: 2007/07/23 09:35:51; author: rafan; state: Exp; lines: +0 -1
- Set --mandir and --infodir in CONFIGURE_ARGS if the configure script
supports them. This is determined by running ``configure --help'' in
do-configure target and set the shell variable _LATE_CONFIGURE_ARGS
which is then passed to CONFIGURE_ARGS.
- Remove --mandir and --infodir in ports' Makefile where applicable
Few ports use REINPLACE_CMD to achieve the same effect, remove them too.
- Correct some manual pages location from PREFIX/man to MANPREFIX/man
- Define INFO_PATH where necessary
- Document that .info files are installed in a subdirectory relative to
PREFIX/INFO_PATH and slightly change add-plist-info to use INFO_PATH and
subdirectory detection.
PR: ports/111470
Approved by: portmgr
Discussed with: stas (Mk/*), gerald (info related stuffs)
Tested by: pointyhat exp run
v. 1.20
date: 2007/07/04 15:10:55; author: barner; state: Exp; lines: +2 -1
- Bump boost shared library version to 4
- Bump PORTREVISION
v. 1.19
date: 2007/03/24 13:14:36; author: pav; state: Exp; lines: +8 -5
- Update to 0.4.0
v. 1.18
date: 2006/08/14 23:06:29; author: clsung; state: Exp; lines: +1 -1
- s,INSTALLS_SHLIB,USE_LDCONFIG,g
- these include dns/ editors/ emulators/ finance/
games/ graphics/ maintained by ports@
PR: ports/101916
Submitted by: Gea-Suan Lin
v. 1.17
date: 2006/05/07 11:09:14; author: edwin; state: Exp; lines: +0 -1
Remove USE_REINPLACE from all categories starting with F
v. 1.16
date: 2005/04/12 03:25:28; author: obrien; state: Exp; lines: +1 -1
At Kris's request, back out the MACHINE_ARCH spelling correction until
after 5.4-RELEASE.
v. 1.15
date: 2005/04/11 08:02:15; author: obrien; state: Exp; lines: +1 -1
Assist getting more ports working on AMD64 by obeying the
Ports Collection documentation and use 'ARCH' rather than 'MACHINE_ARCH'.
v. 1.14
date: 2005/03/27 01:48:04; author: kris; state: Exp; lines: +7 -1
BROKEN on ia64 and alpha: Does not compile
Approved by: portmgr (self)
v. 1.13
date: 2004/04/02 19:03:26; author: krion; state: Exp; lines: +12 -12
- Support PTHREAD_CFLAGS properly
- Avoid unexpected side effect by other ports
PR: ports/65082
Submitted by: Ports Fury
v. 1.12
date: 2004/04/02 03:27:01; author: ijliao; state: Exp; lines: +18 -17
upgrade to 0.3.5
v. 1.11
date: 2004/03/14 06:16:31; author: ade; state: Exp; lines: +1 -1
Whoa there, boy, that's a mighty big commit y'all have there...
Begin autotools sanitization sequence by requiring ports to explicitly
specify which version of {libtool,autoconf,automake} they need, erasing
the concept of a "system default".
For ports-in-waiting:
USE_LIBTOOL=YES -> USE_LIBTOOL_VER=13
USE_AUTOCONF=YES -> USE_AUTOCONF_VER=213
USE_AUTOMAKE=YES -> USE_AUTOMAKE_VER=14
Ports attempting to use the old style system after June 1st 2004 will be
sorely disappointed.
v. 1.10
date: 2004/01/22 21:12:00; author: eik; state: Exp; lines: +1 -1
move the following ports to finance:
- deskutils/cbb
- deskutils/gnofin
- deskutils/moneydance
- deskutils/xinvest
- devel/libstocks
- misc/emma
- misc/gnomepm
- misc/p5-Finance-Currency-Convert
- misc/p5-Finance-Quote
- misc/p5-Finance-QuoteHist
- misc/quantlib
- misc/wmstock
- misc/xquote
PR: 59357
Submitted by: linimon
Approved by: marcus (mentor)
v. 1.9
date: 2004/01/22 17:59:26; author: eik; state: Exp; lines: +1 -1
- fix PKGORIGIN
since ito makes using package tools hard, is marked as FATAL by
portlint and otherwise doesn't affect the port, fix it silently.
Approved by: marcus (mentor)
v. 1.8
date: 2003/10/04 02:27:43; author: edwin; state: Exp; lines: +1 -1
Add finance category to the following ports.
PR: ports/56259 (ports/39102)
Submitted by: Mark Linimon
v. 1.7
date: 2003/02/14 19:09:21; author: naddy; state: Exp; lines: +13 -10
Update to version 0.3.1.
PR: 48041
Submitted by: Ports Fury
v. 1.6
date: 2002/11/10 16:47:18; author: lioux; state: Exp; lines: +0 -2
o Rollback PORTCOMMENT modifications while this feature's implementation
is better studied
o Turn PORTCOMMENT variable in Makefile back into pkg-comment files
Approved by: kris (portmgr hat),
portmgr, re (silence)
v. 1.5
date: 2002/11/06 22:46:15; author: adamw; state: Exp; lines: +2 -0
Use PORTCOMMENT in the Makefile, and whack the pkg-comment.
Approved by: pat
v. 1.4
date: 2002/06/22 17:23:29; author: ijliao; state: Exp; lines: +4 -3
Replace ${PERL} with ${REINPLACE_CMD}
PR: 39665
Submitted by: Oliver Braun
v. 1.3
date: 2002/05/14 02:34:20; author: ijliao; state: Exp; lines: +9 -6
upgrade to 0.3.0
PR: 38047
Submitted by: Ports Fury
v. 1.2
date: 2002/03/03 07:18:20; author: pat; state: Exp; lines: +12 -1
Update to 0.2.1
PR: 35497
Submitted by: KATO Tsuguru
v. 1.1
date: 2001/08/12 12:39:44; author: ijliao; state: Exp;
add quantlib
A comprehensive software framework for quantitative finance
=============================================================================
v. 1.22
date: 2007/09/02 17:52:24; author: arved; state: Exp; lines: +1 -2
Update to 0.8.1
PR: 115982
Submitted by: Kevin Way
v. 1.21
date: 2007/07/23 09:35:51; author: rafan; state: Exp; lines: +0 -1
- Set --mandir and --infodir in CONFIGURE_ARGS if the configure script
supports them. This is determined by running ``configure --help'' in
do-configure target and set the shell variable _LATE_CONFIGURE_ARGS
which is then passed to CONFIGURE_ARGS.
- Remove --mandir and --infodir in ports' Makefile where applicable
Few ports use REINPLACE_CMD to achieve the same effect, remove them too.
- Correct some manual pages location from PREFIX/man to MANPREFIX/man
- Define INFO_PATH where necessary
- Document that .info files are installed in a subdirectory relative to
PREFIX/INFO_PATH and slightly change add-plist-info to use INFO_PATH and
subdirectory detection.
PR: ports/111470
Approved by: portmgr
Discussed with: stas (Mk/*), gerald (info related stuffs)
Tested by: pointyhat exp run
v. 1.20
date: 2007/07/04 15:10:55; author: barner; state: Exp; lines: +2 -1
- Bump boost shared library version to 4
- Bump PORTREVISION
v. 1.19
date: 2007/03/24 13:14:36; author: pav; state: Exp; lines: +8 -5
- Update to 0.4.0
v. 1.18
date: 2006/08/14 23:06:29; author: clsung; state: Exp; lines: +1 -1
- s,INSTALLS_SHLIB,USE_LDCONFIG,g
- these include dns/ editors/ emulators/ finance/
games/ graphics/ maintained by ports@
PR: ports/101916
Submitted by: Gea-Suan Lin
v. 1.17
date: 2006/05/07 11:09:14; author: edwin; state: Exp; lines: +0 -1
Remove USE_REINPLACE from all categories starting with F
v. 1.16
date: 2005/04/12 03:25:28; author: obrien; state: Exp; lines: +1 -1
At Kris's request, back out the MACHINE_ARCH spelling correction until
after 5.4-RELEASE.
v. 1.15
date: 2005/04/11 08:02:15; author: obrien; state: Exp; lines: +1 -1
Assist getting more ports working on AMD64 by obeying the
Ports Collection documentation and use 'ARCH' rather than 'MACHINE_ARCH'.
v. 1.14
date: 2005/03/27 01:48:04; author: kris; state: Exp; lines: +7 -1
BROKEN on ia64 and alpha: Does not compile
Approved by: portmgr (self)
v. 1.13
date: 2004/04/02 19:03:26; author: krion; state: Exp; lines: +12 -12
- Support PTHREAD_CFLAGS properly
- Avoid unexpected side effect by other ports
PR: ports/65082
Submitted by: Ports Fury
v. 1.12
date: 2004/04/02 03:27:01; author: ijliao; state: Exp; lines: +18 -17
upgrade to 0.3.5
v. 1.11
date: 2004/03/14 06:16:31; author: ade; state: Exp; lines: +1 -1
Whoa there, boy, that's a mighty big commit y'all have there...
Begin autotools sanitization sequence by requiring ports to explicitly
specify which version of {libtool,autoconf,automake} they need, erasing
the concept of a "system default".
For ports-in-waiting:
USE_LIBTOOL=YES -> USE_LIBTOOL_VER=13
USE_AUTOCONF=YES -> USE_AUTOCONF_VER=213
USE_AUTOMAKE=YES -> USE_AUTOMAKE_VER=14
Ports attempting to use the old style system after June 1st 2004 will be
sorely disappointed.
v. 1.10
date: 2004/01/22 21:12:00; author: eik; state: Exp; lines: +1 -1
move the following ports to finance:
- deskutils/cbb
- deskutils/gnofin
- deskutils/moneydance
- deskutils/xinvest
- devel/libstocks
- misc/emma
- misc/gnomepm
- misc/p5-Finance-Currency-Convert
- misc/p5-Finance-Quote
- misc/p5-Finance-QuoteHist
- misc/quantlib
- misc/wmstock
- misc/xquote
PR: 59357
Submitted by: linimon
Approved by: marcus (mentor)
v. 1.9
date: 2004/01/22 17:59:26; author: eik; state: Exp; lines: +1 -1
- fix PKGORIGIN
since ito makes using package tools hard, is marked as FATAL by
portlint and otherwise doesn't affect the port, fix it silently.
Approved by: marcus (mentor)
v. 1.8
date: 2003/10/04 02:27:43; author: edwin; state: Exp; lines: +1 -1
Add finance category to the following ports.
PR: ports/56259 (ports/39102)
Submitted by: Mark Linimon
v. 1.7
date: 2003/02/14 19:09:21; author: naddy; state: Exp; lines: +13 -10
Update to version 0.3.1.
PR: 48041
Submitted by: Ports Fury
v. 1.6
date: 2002/11/10 16:47:18; author: lioux; state: Exp; lines: +0 -2
o Rollback PORTCOMMENT modifications while this feature's implementation
is better studied
o Turn PORTCOMMENT variable in Makefile back into pkg-comment files
Approved by: kris (portmgr hat),
portmgr, re (silence)
v. 1.5
date: 2002/11/06 22:46:15; author: adamw; state: Exp; lines: +2 -0
Use PORTCOMMENT in the Makefile, and whack the pkg-comment.
Approved by: pat
v. 1.4
date: 2002/06/22 17:23:29; author: ijliao; state: Exp; lines: +4 -3
Replace ${PERL} with ${REINPLACE_CMD}
PR: 39665
Submitted by: Oliver Braun
v. 1.3
date: 2002/05/14 02:34:20; author: ijliao; state: Exp; lines: +9 -6
upgrade to 0.3.0
PR: 38047
Submitted by: Ports Fury
v. 1.2
date: 2002/03/03 07:18:20; author: pat; state: Exp; lines: +12 -1
Update to 0.2.1
PR: 35497
Submitted by: KATO Tsuguru
v. 1.1
date: 2001/08/12 12:39:44; author: ijliao; state: Exp;
add quantlib
A comprehensive software framework for quantitative finance
=============================================================================
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