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Source: quantlib-swig
Priority: optional
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Standards-Version: 3.7.2
XS-Python-Version: current
Build-Depends: debhelper (>= 5.0.37.2), python-all-dev (>= 2.3.5-10), python-central (>= 0.4.17), ruby, ruby1.8, ruby1.8-dev, libquantlib0-dev (>= 0.3.13), gcc (>= 4:4.0), g++ (>= 4:4.0), g++-4.0 (>= 4.0.2-4), libboost-dev (>= 1.33.0-1), libboost-test-dev (>= 1.33.0-1), r-base-dev (>= 2.3.1)
Package: quantlib-python
Section: python
Architecture: any
Depends: ${shlibs:Depends}, ${python:Depends}
XB-Python-Version: ${python:Versions}
Provides: ${python:Provides}
Description: Python bindings for the Quantlib Quantitative Finance library
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.
.
This package provides Python bindings to parts of the QuantLib library.
Package: quantlib-ruby
Section: interpreters
Architecture: any
Depends: ${shlibs:Depends}
Description: Ruby bindings for the Quantlib Quantitative Finance library
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.
.
This package provides Ruby bindings to parts of the QuantLib library.
Package: quantlib-r
Section: math
Architecture: any
Depends: ${shlibs:Depends}
Description: GNU R bindings for the Quantlib Quantitative Finance library
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.
.
This package provides GNU R bindings to parts of the QuantLib library.
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