98280b5936
Upgrade library and enable intraday (=high resolution) dates Unorphan library Indent better cmakeflags!
40 lines
846 B
Nix
40 lines
846 B
Nix
{ lib
|
|
, stdenv
|
|
, fetchFromGitHub
|
|
, cmake
|
|
, boost
|
|
}:
|
|
|
|
stdenv.mkDerivation rec {
|
|
pname = "quantlib";
|
|
version = "1.33";
|
|
|
|
outputs = [ "out" "dev" ];
|
|
|
|
src = fetchFromGitHub {
|
|
owner = "lballabio";
|
|
repo = "QuantLib";
|
|
rev = "v${version}";
|
|
sha256 = "sha256-j2nRm6ebf5OU6mqmcC7wQf/qlf/K9RmmCAnfT+Au8ZM=";
|
|
};
|
|
|
|
nativeBuildInputs = [ cmake ];
|
|
buildInputs = [ boost ];
|
|
|
|
# Required by RQuantLib, may be beneficial for others too
|
|
cmakeFlags = [ "-DQL_HIGH_RESOLUTION_DATE=ON" ];
|
|
|
|
# Needed for RQuantLib and possible others
|
|
postInstall = ''
|
|
cp ./quantlib-config $out/bin/
|
|
'';
|
|
|
|
meta = with lib; {
|
|
description = "A free/open-source library for quantitative finance";
|
|
homepage = "https://quantlib.org";
|
|
platforms = platforms.unix;
|
|
license = licenses.bsd3;
|
|
maintainers = [ maintainers.kupac ];
|
|
};
|
|
}
|