tjh.dev
1{ lib
2, stdenv
3, fetchFromGitHub
4, cmake
5, boost
6}:
7
8stdenv.mkDerivation rec {
9 pname = "quantlib";
10 version = "1.29";
11
12 outputs = [ "out" "dev" ];
13
14 src = fetchFromGitHub {
15 owner = "lballabio";
16 repo = "QuantLib";
17 rev = "QuantLib-v${version}";
18 sha256 = "sha256-TpVn3zPru/GtdNqDH45YdOkm7fkJzv/qay9SY3J6Jiw=";
19 };
20
21 nativeBuildInputs = [ cmake ];
22 buildInputs = [ boost ];
23
24 meta = with lib; {
25 description = "A free/open-source library for quantitative finance";
26 homepage = "https://quantlib.org";
27 platforms = platforms.unix;
28 license = licenses.bsd3;
29 maintainers = [];
30 };
31}