Index index by Group index by Distribution index by Vendor index by creation date index by Name Mirrors Help Search

quantlib-test-suite-1.40-1.mga10 RPM for armv7hl

From Mageia Cauldron for armv7hl / media / core / release

Name: quantlib-test-suite Distribution: Mageia
Version: 1.40 Vendor: Mageia.Org
Release: 1.mga10 Build date: Fri Oct 24 11:52:16 2025
Group: System/Libraries Build host: localhost
Size: 53570391 Source RPM: quantlib-1.40-1.mga10.src.rpm
Packager: daviddavid <daviddavid>
Url: https://www.quantlib.org/
Summary: The test-suite to check the setup of quantlib installation
QuantLib is an open source C++ library for financial quantitative analysts
and developers.

The QuantLib-test-suite will validate the compiled code against
pre-constructed test cases, and helps in validating the library.

Provides

Requires

License

BSD License

Changelog

* Fri Oct 24 2025 daviddavid <daviddavid> 1.40-1.mga10
  + Revision: 2283321
  - new version: 1.40
* Mon May 26 2025 daviddavid <daviddavid> 1.38-1.mga10
  + Revision: 2186627
  - new version: 1.38
* Sat Jan 25 2025 daviddavid <daviddavid> 1.37-1.mga10
  + Revision: 2142093
  - new version: 1.37
* Wed Dec 04 2024 daviddavid <daviddavid> 1.36-1.mga10
  + Revision: 2121485
  - new version: 1.36
* Sun Aug 18 2024 wally <wally> 1.35-2.mga10
  + Revision: 2086943
  - move quantlib-config to devel pkg
  - own CMake configuration dir
  - add patch to fix pkgconfig .pc location
  - use our CMake build flags
* Sun Aug 18 2024 papoteur <papoteur> 1.35-1.mga10
  + Revision: 2086931
  - new version 1.35
* Tue Mar 05 2024 papoteur <papoteur> 1.33-1.mga10
  + Revision: 2047696
  - new version 1.33
* Fri Jan 05 2024 papoteur <papoteur> 1.32-1.mga10
  + Revision: 2027809
  - new version 1.32

Files

/usr/bin/quantlib-benchmark
/usr/bin/quantlib-test-suite
/usr/lib/.build-id
/usr/lib/.build-id/05
/usr/lib/.build-id/05/e709e4675ee971a20ade910f694b467a31c9f5
/usr/lib/.build-id/10
/usr/lib/.build-id/10/2fbb1d0f2736b0f6893f4de27f24abdec18148
/usr/lib/.build-id/13
/usr/lib/.build-id/13/825e560034290cf0e973d5306be20d246a51d6
/usr/lib/.build-id/34
/usr/lib/.build-id/34/45d6158d0ff188ba233a5820a18c831deba3ef
/usr/lib/.build-id/65
/usr/lib/.build-id/65/edc4c870d87dec8459cb3b498ec333bd59fb95
/usr/lib/.build-id/66
/usr/lib/.build-id/66/1b9910bb526e4bab993661dfb978738920b5a1
/usr/lib/.build-id/67
/usr/lib/.build-id/67/2f64b4b755a165ba4015f4c6c988e12e917356
/usr/lib/.build-id/6c
/usr/lib/.build-id/6c/a26da68f2c8665edd8e48351f02dd3464870a1
/usr/lib/.build-id/75
/usr/lib/.build-id/75/d4cb97b7525a9fba66eb2b8ad9101eb1febba1
/usr/lib/.build-id/8d
/usr/lib/.build-id/8d/116be3e4e501c13f0a0b972fee8f2fa4ffe8d9
/usr/lib/.build-id/99
/usr/lib/.build-id/99/4e29cbabfa345c48f07db9eb7c539043279e5e
/usr/lib/.build-id/a2
/usr/lib/.build-id/a2/253eb34a39cecd6bc98c183bbd59223a2b816d
/usr/lib/.build-id/a4
/usr/lib/.build-id/a4/54b6f4c13922ebbca4e263ac436e39f6304503
/usr/lib/.build-id/a6
/usr/lib/.build-id/a6/0da833ee31312ad98edd8686352d91b417478c
/usr/lib/.build-id/b3
/usr/lib/.build-id/b3/00ef017554a1bfdd96e53ea19de37641f9ba31
/usr/lib/.build-id/b9
/usr/lib/.build-id/b9/ceebb584a9c180f77fbb7f06c778ee39e6fbe4
/usr/lib/.build-id/c2
/usr/lib/.build-id/c2/7e234eeee9b2d72159c0814c1762e953f9e7aa
/usr/lib/.build-id/e1
/usr/lib/.build-id/e1/8bfc002ac5b028c0b9e90545bff9f4eecd5b30
/usr/lib/.build-id/e3
/usr/lib/.build-id/e3/73a76fa04e2687b8bdc821570c726028a663a1
/usr/lib/.build-id/f6
/usr/lib/.build-id/f6/a77ff6377e5c69ed1633520cbc5c6148282a0c
/usr/lib/.build-id/fa
/usr/lib/.build-id/fa/4d7edd459ad685ffd5e670ac3f5078f8e9d947
/usr/lib/QuantLib
/usr/lib/QuantLib/examples
/usr/lib/QuantLib/examples/BasketLosses
/usr/lib/QuantLib/examples/BermudanSwaption
/usr/lib/QuantLib/examples/Bonds
/usr/lib/QuantLib/examples/CDS
/usr/lib/QuantLib/examples/CVAIRS
/usr/lib/QuantLib/examples/CallableBonds
/usr/lib/QuantLib/examples/ConvertibleBonds
/usr/lib/QuantLib/examples/DiscreteHedging
/usr/lib/QuantLib/examples/EquityOption
/usr/lib/QuantLib/examples/FRA
/usr/lib/QuantLib/examples/FittedBondCurve
/usr/lib/QuantLib/examples/Gaussian1dModels
/usr/lib/QuantLib/examples/GlobalOptimizer
/usr/lib/QuantLib/examples/LatentModel
/usr/lib/QuantLib/examples/MarketModels
/usr/lib/QuantLib/examples/MulticurveBootstrapping
/usr/lib/QuantLib/examples/MultidimIntegral
/usr/lib/QuantLib/examples/Replication
/usr/lib/QuantLib/examples/Repo


Generated by rpm2html 1.8.1

Fabrice Bellet, Sun Oct 26 05:32:48 2025