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{
lib,
stdenv,
fetchFromGitHub,
cmake,
boost,
nix-update-script,
}:
stdenv.mkDerivation (finalAttrs: {
pname = "quantlib";
version = "1.43";
outputs = [
"out"
"dev"
];
src = fetchFromGitHub {
owner = "lballabio";
repo = "QuantLib";
rev = "v${finalAttrs.version}";
hash = "sha256-Bl+Q5BKUg9WCzktaeCr9Zdw38arg3K4/wqBC8tS8ghM=";
};
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 $out/bin/
'';
passthru.updateScript = nix-update-script { };
meta = {
description = "Free/open-source library for quantitative finance";
homepage = "https://quantlib.org";
changelog = "https://github.com/lballabio/QuantLib/releases/tag/v${finalAttrs.version}";
platforms = lib.platforms.unix;
license = lib.licenses.bsd3;
maintainers = [ lib.maintainers.kupac ];
};
})
|
