quantlib-test-suite-1.43-1.mga11 RPM for armv7hl

From Mageia Cauldron for armv7hl / media / core / release

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

• quantlib-test-suite
• quantlib-test-suite(armv7hl-32)

Requires

• ld-linux-armhf.so.3
• ld-linux-armhf.so.3(GLIBC_2.4)
• libQuantLib.so.1
• libc.so.6
• libc.so.6(GLIBC_2.11)
• libc.so.6(GLIBC_2.17)
• libc.so.6(GLIBC_2.32)
• libc.so.6(GLIBC_2.34)
• libc.so.6(GLIBC_2.38)
• libc.so.6(GLIBC_2.4)
• libgcc_s.so.1
• libgcc_s.so.1(GCC_3.4)
• libgcc_s.so.1(GCC_3.5)
• libgcc_s.so.1(GCC_4.0.0)
• libm.so.6
• libm.so.6(GLIBC_2.29)
• libm.so.6(GLIBC_2.4)
• libm.so.6(GLIBC_2.44)
• libstdc++.so.6
• libstdc++.so.6(CXXABI_1.3)
• libstdc++.so.6(CXXABI_1.3.15)
• libstdc++.so.6(CXXABI_1.3.8)
• libstdc++.so.6(CXXABI_1.3.9)
• libstdc++.so.6(CXXABI_ARM_1.3.3)
• libstdc++.so.6(GLIBCXX_3.4)
• libstdc++.so.6(GLIBCXX_3.4.11)
• libstdc++.so.6(GLIBCXX_3.4.14)
• libstdc++.so.6(GLIBCXX_3.4.15)
• libstdc++.so.6(GLIBCXX_3.4.18)
• libstdc++.so.6(GLIBCXX_3.4.19)
• libstdc++.so.6(GLIBCXX_3.4.20)
• libstdc++.so.6(GLIBCXX_3.4.21)
• libstdc++.so.6(GLIBCXX_3.4.29)
• libstdc++.so.6(GLIBCXX_3.4.32)
• libstdc++.so.6(GLIBCXX_3.4.9)
• rpmlib(CompressedFileNames) <= 3.0.4-1
• rpmlib(FileDigests) <= 4.6.0-1
• rpmlib(PayloadFilesHavePrefix) <= 4.0-1
• rpmlib(PayloadIsZstd) <= 5.4.18-1

License

BSD License

Changelog

* 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

Files

/usr/bin/quantlib-benchmark
/usr/bin/quantlib-test-suite
/usr/lib/.build-id
/usr/lib/.build-id/01
/usr/lib/.build-id/01/7e7773481085f8d8ad0885b37a4fbbbea31fa6
/usr/lib/.build-id/05
/usr/lib/.build-id/05/e83652feb835af807789aaa73f4afd524ba163
/usr/lib/.build-id/1d
/usr/lib/.build-id/1d/8027a5f452516926b9d4ca5f51a1fc0026239c
/usr/lib/.build-id/28
/usr/lib/.build-id/28/660ad9ee4fea751abea6538b795111514fdf3f
/usr/lib/.build-id/2e
/usr/lib/.build-id/2e/394f65a882387dc97ab41e51c5120bb14662e5
/usr/lib/.build-id/2f
/usr/lib/.build-id/2f/3911fb055245111a6ec555b407782dcaeb5fc0
/usr/lib/.build-id/33
/usr/lib/.build-id/33/94b59708756af703ef937fea08d2fad0b4ae7d
/usr/lib/.build-id/36
/usr/lib/.build-id/36/5b625a03bf4f7aa13f6644621fc36cea090f48
/usr/lib/.build-id/3e
/usr/lib/.build-id/3e/2d1211696db011ec8a82c4bf81e3aa4a8dd30e
/usr/lib/.build-id/3e/8daeeae7adb7f25374019512557675574df3b7
/usr/lib/.build-id/43
/usr/lib/.build-id/43/058184c1ee03420182b90fd988b455c7266d8d
/usr/lib/.build-id/49
/usr/lib/.build-id/49/48a60840d8ea1136a75702a85fbf6c7b2cb178
/usr/lib/.build-id/51
/usr/lib/.build-id/51/0dbeb8f268f219847c9ddb15d93fbf04239b66
/usr/lib/.build-id/53
/usr/lib/.build-id/53/b750f0d5e5359e210cfb2d1d21ce272510b566
/usr/lib/.build-id/5f
/usr/lib/.build-id/5f/f269d6157b1c0d63dd031fc19cac4bf8490776
/usr/lib/.build-id/61
/usr/lib/.build-id/61/dca68c301aea7d3a7d331a019d3a31e47a04ac
/usr/lib/.build-id/6a
/usr/lib/.build-id/6a/696ad8fa9020e7be04f47dc756f38605114cc8
/usr/lib/.build-id/6d
/usr/lib/.build-id/6d/37459ca74458551fbcf3a73eaa57799d4e1aff
/usr/lib/.build-id/a0
/usr/lib/.build-id/a0/2d350e588a3f9f56f717d57cea27bc24f17413
/usr/lib/.build-id/a5
/usr/lib/.build-id/a5/7d5822a3e9b51e232b71314fef4040836d8b58
/usr/lib/.build-id/a5/e45ae83566b9c763bfb1a9f9c016db7aa064d9
/usr/lib/.build-id/ef
/usr/lib/.build-id/ef/028f09738a2e8c2b75b2a3ddd0f0b481a5cc0c
/usr/lib/QuantLib
/usr/lib/QuantLib/examples
/usr/lib/QuantLib/examples/AsianOption
/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

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Fabrice Bellet, Fri Sep 18 10:49:50 2026