pyrox.dev
1{ lib
2, stdenv
3, fetchFromGitHub
4, cmake
5, boost
6}:
7
8stdenv.mkDerivation rec {
9 pname = "quantlib";
10 version = "1.34";
11
12 outputs = [ "out" "dev" ];
13
14 src = fetchFromGitHub {
15 owner = "lballabio";
16 repo = "QuantLib";
17 rev = "v${version}";
18 sha256 = "sha256-qrMaIBiDg7bFtWTDAQgAMtekb/7VrI7Ix+G59mU4WHI=";
19 };
20
21 nativeBuildInputs = [ cmake ];
22 buildInputs = [ boost ];
23
24 # Required by RQuantLib, may be beneficial for others too
25 cmakeFlags = [ "-DQL_HIGH_RESOLUTION_DATE=ON" ];
26
27 # Needed for RQuantLib and possible others
28 postInstall = ''
29 cp ./quantlib-config $out/bin/
30 '';
31
32 meta = with lib; {
33 description = "A free/open-source library for quantitative finance";
34 homepage = "https://quantlib.org";
35 platforms = platforms.unix;
36 license = licenses.bsd3;
37 maintainers = [ maintainers.kupac ];
38 };
39}