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| Name: quantlib-test-suite | Distribution: Mageia |
| Version: 1.43 | Vendor: Mageia.Org |
| Release: 1.mga11 | Build date: Mon Sep 14 08:09:38 2026 |
| Group: System/Libraries | Build host: localhost |
| Size: 67524904 | Source RPM: quantlib-1.43-1.mga11.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.
BSD License
* Mon Sep 14 2026 daviddavid <daviddavid> 1.43-1.mga11 + Revision: 2370588 - new version: 1.43 * 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
/usr/bin/quantlib-benchmark /usr/bin/quantlib-test-suite /usr/lib/.build-id /usr/lib/.build-id/12 /usr/lib/.build-id/12/97349904b4088b1985ddfa8dafc3a25bee8d79 /usr/lib/.build-id/25 /usr/lib/.build-id/25/3ea8c3d1e4ce75ea6d9da2f9aec865c575b76b /usr/lib/.build-id/28 /usr/lib/.build-id/28/866aa014dadfda487d64de082a589907a0d6e4 /usr/lib/.build-id/28/b368a62b56c9366483553df44b6c1e95f8ba49 /usr/lib/.build-id/30 /usr/lib/.build-id/30/f53e30f91bb9e1064ee0a220b3e1979ceba5e3 /usr/lib/.build-id/36 /usr/lib/.build-id/36/1b723b8aab21c5a60a6c0ba8aa889d04793696 /usr/lib/.build-id/3c /usr/lib/.build-id/3c/08845b3ab1f551a1ca3b84c427425b9866174e /usr/lib/.build-id/46 /usr/lib/.build-id/46/c6c7fb53882dab9b7d43d0e7f93de4ba28a5f6 /usr/lib/.build-id/54 /usr/lib/.build-id/54/c5c0a440674a26e53d97951109cec5e3cbbd1b /usr/lib/.build-id/5c /usr/lib/.build-id/5c/aea14e02d4bf07a2126e75327301d71e417513 /usr/lib/.build-id/81 /usr/lib/.build-id/81/1d63702325b73239cd239cf579ccd134182994 /usr/lib/.build-id/9b /usr/lib/.build-id/9b/6b43b954b6f80aa7e61ae860c2c5bd2ec23fea /usr/lib/.build-id/9d /usr/lib/.build-id/9d/2c32e2ee7d414b14fe2db0e1b713ea092cd46c /usr/lib/.build-id/a7 /usr/lib/.build-id/a7/e1b502fbc7ac015e8b100a871757723f844be1 /usr/lib/.build-id/ae /usr/lib/.build-id/ae/c381e6157ed980912b7fe3721fdadb4a7e0c8d /usr/lib/.build-id/b9 /usr/lib/.build-id/b9/a5b04bec7e6e967a451601c0a1f4ebbba5623c /usr/lib/.build-id/c3 /usr/lib/.build-id/c3/8e3da9af90eba7ad974123497254ee867e8206 /usr/lib/.build-id/cb /usr/lib/.build-id/cb/c8052e77a745a7de432b6bdfaa32a845489cd0 /usr/lib/.build-id/cf /usr/lib/.build-id/cf/8dc3582cc2714b98ded7aacdd20ce4e663bcee /usr/lib/.build-id/db /usr/lib/.build-id/db/301152993f8471b0157be30eb8ecef6607f7bf /usr/lib/.build-id/e5 /usr/lib/.build-id/e5/9000d930a0d8e7c8bde3ff4e5493e238c49594 /usr/lib/.build-id/ee /usr/lib/.build-id/ee/3e0037f8a8320c2c494aba2e121b5079f1b2e9 /usr/lib64/QuantLib /usr/lib64/QuantLib/examples /usr/lib64/QuantLib/examples/AsianOption /usr/lib64/QuantLib/examples/BasketLosses /usr/lib64/QuantLib/examples/BermudanSwaption /usr/lib64/QuantLib/examples/Bonds /usr/lib64/QuantLib/examples/CDS /usr/lib64/QuantLib/examples/CVAIRS /usr/lib64/QuantLib/examples/CallableBonds /usr/lib64/QuantLib/examples/ConvertibleBonds /usr/lib64/QuantLib/examples/DiscreteHedging /usr/lib64/QuantLib/examples/EquityOption /usr/lib64/QuantLib/examples/FRA /usr/lib64/QuantLib/examples/FittedBondCurve /usr/lib64/QuantLib/examples/Gaussian1dModels /usr/lib64/QuantLib/examples/GlobalOptimizer /usr/lib64/QuantLib/examples/LatentModel /usr/lib64/QuantLib/examples/MarketModels /usr/lib64/QuantLib/examples/MulticurveBootstrapping /usr/lib64/QuantLib/examples/MultidimIntegral /usr/lib64/QuantLib/examples/Replication /usr/lib64/QuantLib/examples/Repo
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Fabrice Bellet, Thu Sep 17 13:04:49 2026