Package - quantlib-python
Primary informations
Download package: http://deb.debian.org/debian/pool/main/q/quantlib-swig/quantlib-python_1.38-1_amd64.deb (Size: 5.3MiB)| Property | Value |
|---|---|
| Package | quantlib-python |
| Source | quantlib-swig |
| Version | 1.38-1 |
| Installed-Size | 42737 |
| Maintainer | Dirk Eddelbuettel |
| Architecture | amd64 |
| Depends | libc6 (>= 2.32), libgcc-s1 (>= 3.0), libgomp1 (>= 4.9), libquantlib0v5 (>= 1.38), libstdc++6 (>= 13.1), python3 (>= 3~), python3:any |
| Description | Python3 bindings for the Quantlib Quantitative Finance library |
| Description-md5 | d10dd1a0333c794753deb29c4b3b796a |
| Homepage | https://www.quantlib.org |
| Tag | admin::virtualization, devel::doc, devel::lang:python, devel::library, field::finance, implemented-in::python, role::app-data, role::documentation, role::plugin, role::shared-lib, suite::TODO, suite::openstack, system::cloud, system::virtual |
| Section | python |
| Priority | optional |
| Filename | pool/main/q/quantlib-swig/quantlib-python_1.38-1_amd64.deb |
| Size | 5515568 |
| MD5sum | 84b786a428e5688a7a865a2e32e88dbc |
| SHA256 | 03dc106dc6831b067111268f419e6350ca04fb3172425c8a7a6fb4119c1237b9 |
Files in package
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/EGG-INFO/PKG-INFO
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/EGG-INFO/SOURCES.txt
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/EGG-INFO/dependency_links.txt
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/EGG-INFO/native_libs.txt
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/EGG-INFO/not-zip-safe
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/EGG-INFO/top_level.txt
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/QuantLib/QuantLib.py
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/QuantLib/_QuantLib.abi3.so
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/QuantLib/_QuantLib.py
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/QuantLib/__init__.py
- /usr/lib/python3/dist-packages/QuantLib-1.38-py3.13-linux-x86_64.egg/share/doc/quantlib/LICENSE.TXT
- /usr/share/doc/quantlib-python/News.md
- /usr/share/doc/quantlib-python/README.md
- /usr/share/doc/quantlib-python/changelog.Debian.gz
- /usr/share/doc/quantlib-python/changelog.gz
- /usr/share/doc/quantlib-python/copyright
- /usr/share/doc/quantlib-python/examples/american-option.py
- /usr/share/doc/quantlib-python/examples/basket-option.py
- /usr/share/doc/quantlib-python/examples/bermudan-swaption.py
- /usr/share/doc/quantlib-python/examples/bonds.py
- /usr/share/doc/quantlib-python/examples/callablebonds.py
- /usr/share/doc/quantlib-python/examples/capsfloors.py
- /usr/share/doc/quantlib-python/examples/cashflows.py
- /usr/share/doc/quantlib-python/examples/cds.py
- /usr/share/doc/quantlib-python/examples/european-option.py
- /usr/share/doc/quantlib-python/examples/gaussian1d-models.py
- /usr/share/doc/quantlib-python/examples/global-bootstrap.py
- /usr/share/doc/quantlib-python/examples/isda-engine.py
- /usr/share/doc/quantlib-python/examples/slv.py
- /usr/share/doc/quantlib-python/examples/swap.py
- /usr/share/doc/quantlib-python/examples/swing.py
- /usr/share/doc/quantlib-python/examples/test/__init__.py
- /usr/share/doc/quantlib-python/examples/test/test_americanquantooption.py
- /usr/share/doc/quantlib-python/examples/test/test_basket_option.py
- /usr/share/doc/quantlib-python/examples/test/test_blackformula.py
- /usr/share/doc/quantlib-python/examples/test/test_bondfunctions.py
- /usr/share/doc/quantlib-python/examples/test/test_bonds.py
- /usr/share/doc/quantlib-python/examples/test/test_calendars.py
- /usr/share/doc/quantlib-python/examples/test/test_capfloor.py
- /usr/share/doc/quantlib-python/examples/test/test_cms.py
- /usr/share/doc/quantlib-python/examples/test/test_coupons.py
- /usr/share/doc/quantlib-python/examples/test/test_currencies.py
- /usr/share/doc/quantlib-python/examples/test/test_date.py
- /usr/share/doc/quantlib-python/examples/test/test_daycounters.py
- /usr/share/doc/quantlib-python/examples/test/test_equityindex.py
- /usr/share/doc/quantlib-python/examples/test/test_extrapolation.py
- /usr/share/doc/quantlib-python/examples/test/test_fdm.py
- /usr/share/doc/quantlib-python/examples/test/test_iborindex.py
- /usr/share/doc/quantlib-python/examples/test/test_inflation.py
- /usr/share/doc/quantlib-python/examples/test/test_instruments.py
- /usr/share/doc/quantlib-python/examples/test/test_integrals.py
- /usr/share/doc/quantlib-python/examples/test/test_linear_algebra.py
- /usr/share/doc/quantlib-python/examples/test/test_marketelements.py
- /usr/share/doc/quantlib-python/examples/test/test_money.py
- /usr/share/doc/quantlib-python/examples/test/test_ode.py
- /usr/share/doc/quantlib-python/examples/test/test_options.py
- /usr/share/doc/quantlib-python/examples/test/test_ratehelpers.py
- /usr/share/doc/quantlib-python/examples/test/test_sabr.py
- /usr/share/doc/quantlib-python/examples/test/test_settings.py
- /usr/share/doc/quantlib-python/examples/test/test_slv.py
- /usr/share/doc/quantlib-python/examples/test/test_solvers1d.py
- /usr/share/doc/quantlib-python/examples/test/test_swap.py
- /usr/share/doc/quantlib-python/examples/test/test_swaption.py
- /usr/share/doc/quantlib-python/examples/test/test_termstructures.py
- /usr/share/doc/quantlib-python/examples/test/test_volatilities.py
- /usr/share/quantlib-python/asianoptions.i
- /usr/share/quantlib-python/barrieroptions.i
- /usr/share/quantlib-python/basketoptions.i
- /usr/share/quantlib-python/blackformula.i
- /usr/share/quantlib-python/bondfunctions.i
- /usr/share/quantlib-python/bonds.i
- /usr/share/quantlib-python/calendars.i
- /usr/share/quantlib-python/calibratedmodel.i
- /usr/share/quantlib-python/calibrationhelpers.i
- /usr/share/quantlib-python/capfloor.i
- /usr/share/quantlib-python/cashflows.i
- /usr/share/quantlib-python/cliquetoptions.i
- /usr/share/quantlib-python/common.i
- /usr/share/quantlib-python/convertiblebonds.i
- /usr/share/quantlib-python/credit.i
- /usr/share/quantlib-python/creditdefaultswap.i
- /usr/share/quantlib-python/currencies.i
- /usr/share/quantlib-python/date.i
- /usr/share/quantlib-python/daycounters.i
- /usr/share/quantlib-python/defaultprobability.i
- /usr/share/quantlib-python/discountcurve.i
- /usr/share/quantlib-python/distributions.i
- /usr/share/quantlib-python/dividends.i
- /usr/share/quantlib-python/exchangerates.i
- /usr/share/quantlib-python/exercise.i
- /usr/share/quantlib-python/fdm.i
- /usr/share/quantlib-python/fittedbondcurve.i
- /usr/share/quantlib-python/forward.i
- /usr/share/quantlib-python/forwardcurve.i
- /usr/share/quantlib-python/fra.i
- /usr/share/quantlib-python/functions.i
- /usr/share/quantlib-python/futures.i
- /usr/share/quantlib-python/gaussian1dmodel.i
- /usr/share/quantlib-python/grid.i
- /usr/share/quantlib-python/indexes.i
- /usr/share/quantlib-python/inflation.i
- /usr/share/quantlib-python/instruments.i
- /usr/share/quantlib-python/integrals.i
- /usr/share/quantlib-python/interestrate.i
- /usr/share/quantlib-python/interpolation.i
- /usr/share/quantlib-python/lazyobject.i
- /usr/share/quantlib-python/linearalgebra.i
- /usr/share/quantlib-python/lmm.i
- /usr/share/quantlib-python/localvolatilities.i
- /usr/share/quantlib-python/lookbackoptions.i
- /usr/share/quantlib-python/marketelements.i
- /usr/share/quantlib-python/money.i
- /usr/share/quantlib-python/montecarlo.i
- /usr/share/quantlib-python/null.i
- /usr/share/quantlib-python/observer.i
- /usr/share/quantlib-python/ode.i
- /usr/share/quantlib-python/old_volatility.i
- /usr/share/quantlib-python/operators.i
- /usr/share/quantlib-python/optimizers.i
- /usr/share/quantlib-python/options.i
- /usr/share/quantlib-python/parameter.i
- /usr/share/quantlib-python/payoffs.i
- /usr/share/quantlib-python/piecewiseyieldcurve.i
- /usr/share/quantlib-python/ql.i
- /usr/share/quantlib-python/quantlib.i
- /usr/share/quantlib-python/randomnumbers.i
- /usr/share/quantlib-python/ratehelpers.i
- /usr/share/quantlib-python/rounding.i
- /usr/share/quantlib-python/scheduler.i
- /usr/share/quantlib-python/settings.i
- /usr/share/quantlib-python/shortratemodels.i
- /usr/share/quantlib-python/slv.i
- /usr/share/quantlib-python/spreadoption.i
- /usr/share/quantlib-python/statistics.i
- /usr/share/quantlib-python/stochasticprocess.i
- /usr/share/quantlib-python/swap.i
- /usr/share/quantlib-python/swaption.i
- /usr/share/quantlib-python/swingoption.i
- /usr/share/quantlib-python/termstructures.i
- /usr/share/quantlib-python/timebasket.i
- /usr/share/quantlib-python/timeseries.i
- /usr/share/quantlib-python/tracing.i
- /usr/share/quantlib-python/tuple.i
- /usr/share/quantlib-python/types.i
- /usr/share/quantlib-python/vectors.i
- /usr/share/quantlib-python/volatilities.i
- /usr/share/quantlib-python/volatilitymodels.i
- /usr/share/quantlib-python/zerocurve.i