{ lib, stdenv, fetchFromGitHub, cmake, boost, }: stdenv.mkDerivation (finalAttrs: { pname = "quantlib"; version = "1.39"; outputs = [ "out" "dev" ]; src = fetchFromGitHub { owner = "lballabio"; repo = "QuantLib"; rev = "v${finalAttrs.version}"; hash = "sha256-UrFamEIeFTR0finNGESlDYbvrmD8jtv73tDUJ17P7WA="; }; 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 $out/bin/ ''; meta = with lib; { description = "Free/open-source library for quantitative finance"; homepage = "https://quantlib.org"; changelog = "https://github.com/lballabio/QuantLib/releases/tag/v${finalAttrs.version}"; platforms = platforms.unix; license = licenses.bsd3; maintainers = [ maintainers.kupac ]; }; })