Debian 13 (Trixie) native package

libquantlib0-dev

Quantitative Finance Library -- development package

Packages / Debian 13 (Trixie) / libdevel / libquantlib0-dev

[Source: quantlib]

Package: libquantlib0-dev

Maintainers:

Dirk Eddelbuettel

External Resources:

Homepage: [www.quantlib.org]

Similar packages:

[libquantlib0v5]
Quantitative Finance Library -- library package
[quantlib-examples]
Quantitative Finance Library -- example binaries

Quantitative Finance Library -- development package

Nessun record pubblicato corrisponde a questo filtro di suite e architettura.

Percorsi file del pacchetto (1,607)

Showing the first 250 sorted package-associated paths. Use file search to locate a specific path.

/usr/bin/quantlib-benchmark
/usr/bin/quantlib-config
/usr/bin/quantlib-test-suite
/usr/include/ql/any.hpp
/usr/include/ql/auto_link.hpp
/usr/include/ql/cashflow.hpp
/usr/include/ql/cashflows/all.hpp
/usr/include/ql/cashflows/averagebmacoupon.hpp
/usr/include/ql/cashflows/capflooredcoupon.hpp
/usr/include/ql/cashflows/capflooredinflationcoupon.hpp
/usr/include/ql/cashflows/cashflows.hpp
/usr/include/ql/cashflows/cashflowvectors.hpp
/usr/include/ql/cashflows/cmscoupon.hpp
/usr/include/ql/cashflows/conundrumpricer.hpp
/usr/include/ql/cashflows/coupon.hpp
/usr/include/ql/cashflows/couponpricer.hpp
/usr/include/ql/cashflows/cpicoupon.hpp
/usr/include/ql/cashflows/cpicouponpricer.hpp
/usr/include/ql/cashflows/digitalcmscoupon.hpp
/usr/include/ql/cashflows/digitalcoupon.hpp
/usr/include/ql/cashflows/digitaliborcoupon.hpp
/usr/include/ql/cashflows/dividend.hpp
/usr/include/ql/cashflows/duration.hpp
/usr/include/ql/cashflows/equitycashflow.hpp
/usr/include/ql/cashflows/fixedratecoupon.hpp
/usr/include/ql/cashflows/floatingratecoupon.hpp
/usr/include/ql/cashflows/iborcoupon.hpp
/usr/include/ql/cashflows/indexedcashflow.hpp
/usr/include/ql/cashflows/inflationcoupon.hpp
/usr/include/ql/cashflows/inflationcouponpricer.hpp
/usr/include/ql/cashflows/lineartsrpricer.hpp
/usr/include/ql/cashflows/multipleresetscoupon.hpp
/usr/include/ql/cashflows/overnightindexedcoupon.hpp
/usr/include/ql/cashflows/overnightindexedcouponpricer.hpp
/usr/include/ql/cashflows/rangeaccrual.hpp
/usr/include/ql/cashflows/rateaveraging.hpp
/usr/include/ql/cashflows/replication.hpp
/usr/include/ql/cashflows/simplecashflow.hpp
/usr/include/ql/cashflows/subperiodcoupon.hpp
/usr/include/ql/cashflows/timebasket.hpp
/usr/include/ql/cashflows/yoyinflationcoupon.hpp
/usr/include/ql/cashflows/zeroinflationcashflow.hpp
/usr/include/ql/compounding.hpp
/usr/include/ql/config.hpp
/usr/include/ql/currencies/africa.hpp
/usr/include/ql/currencies/all.hpp
/usr/include/ql/currencies/america.hpp
/usr/include/ql/currencies/asia.hpp
/usr/include/ql/currencies/crypto.hpp
/usr/include/ql/currencies/europe.hpp
/usr/include/ql/currencies/exchangeratemanager.hpp
/usr/include/ql/currencies/oceania.hpp
/usr/include/ql/currency.hpp
/usr/include/ql/default.hpp
/usr/include/ql/discretizedasset.hpp
/usr/include/ql/errors.hpp
/usr/include/ql/event.hpp
/usr/include/ql/exchangerate.hpp
/usr/include/ql/exercise.hpp
/usr/include/ql/experimental/all.hpp
/usr/include/ql/experimental/asian/all.hpp
/usr/include/ql/experimental/asian/analytic_cont_geom_av_price_heston.hpp
/usr/include/ql/experimental/asian/analytic_discr_geom_av_price_heston.hpp
/usr/include/ql/experimental/averageois/all.hpp
/usr/include/ql/experimental/averageois/arithmeticaverageois.hpp
/usr/include/ql/experimental/averageois/arithmeticoisratehelper.hpp
/usr/include/ql/experimental/averageois/averageoiscouponpricer.hpp
/usr/include/ql/experimental/averageois/makearithmeticaverageois.hpp
/usr/include/ql/experimental/barrieroption/all.hpp
/usr/include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
/usr/include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
/usr/include/ql/experimental/barrieroption/mcdoublebarrierengine.hpp
/usr/include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
/usr/include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
/usr/include/ql/experimental/barrieroption/suowangdoublebarrierengine.hpp
/usr/include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
/usr/include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
/usr/include/ql/experimental/barrieroption/vannavolgainterpolation.hpp
/usr/include/ql/experimental/basismodels/all.hpp
/usr/include/ql/experimental/basismodels/swaptioncfs.hpp
/usr/include/ql/experimental/basismodels/tenoroptionletvts.hpp
/usr/include/ql/experimental/basismodels/tenorswaptionvts.hpp
/usr/include/ql/experimental/callablebonds/all.hpp
/usr/include/ql/experimental/callablebonds/blackcallablebondengine.hpp
/usr/include/ql/experimental/callablebonds/callablebondconstantvol.hpp
/usr/include/ql/experimental/callablebonds/callablebond.hpp
/usr/include/ql/experimental/callablebonds/callablebondvolstructure.hpp
/usr/include/ql/experimental/callablebonds/discretizedcallablefixedratebond.hpp
/usr/include/ql/experimental/callablebonds/treecallablebondengine.hpp
/usr/include/ql/experimental/catbonds/all.hpp
/usr/include/ql/experimental/catbonds/catbond.hpp
/usr/include/ql/experimental/catbonds/catrisk.hpp
/usr/include/ql/experimental/catbonds/montecarlocatbondengine.hpp
/usr/include/ql/experimental/catbonds/riskynotional.hpp
/usr/include/ql/experimental/commodities/all.hpp
/usr/include/ql/experimental/commodities/commoditycashflow.hpp
/usr/include/ql/experimental/commodities/commoditycurve.hpp
/usr/include/ql/experimental/commodities/commodity.hpp
/usr/include/ql/experimental/commodities/commodityindex.hpp
/usr/include/ql/experimental/commodities/commoditypricinghelpers.hpp
/usr/include/ql/experimental/commodities/commoditysettings.hpp
/usr/include/ql/experimental/commodities/commoditytype.hpp
/usr/include/ql/experimental/commodities/commodityunitcost.hpp
/usr/include/ql/experimental/commodities/dateinterval.hpp
/usr/include/ql/experimental/commodities/energybasisswap.hpp
/usr/include/ql/experimental/commodities/energycommodity.hpp
/usr/include/ql/experimental/commodities/energyfuture.hpp
/usr/include/ql/experimental/commodities/energyswap.hpp
/usr/include/ql/experimental/commodities/energyvanillaswap.hpp
/usr/include/ql/experimental/commodities/exchangecontract.hpp
/usr/include/ql/experimental/commodities/paymentterm.hpp
/usr/include/ql/experimental/commodities/petroleumunitsofmeasure.hpp
/usr/include/ql/experimental/commodities/pricingperiod.hpp
/usr/include/ql/experimental/commodities/quantity.hpp
/usr/include/ql/experimental/commodities/unitofmeasureconversion.hpp
/usr/include/ql/experimental/commodities/unitofmeasureconversionmanager.hpp
/usr/include/ql/experimental/commodities/unitofmeasure.hpp
/usr/include/ql/experimental/coupons/all.hpp
/usr/include/ql/experimental/coupons/cmsspreadcoupon.hpp
/usr/include/ql/experimental/coupons/digitalcmsspreadcoupon.hpp
/usr/include/ql/experimental/coupons/lognormalcmsspreadpricer.hpp
/usr/include/ql/experimental/coupons/proxyibor.hpp
/usr/include/ql/experimental/coupons/quantocouponpricer.hpp
/usr/include/ql/experimental/coupons/strippedcapflooredcoupon.hpp
/usr/include/ql/experimental/coupons/swapspreadindex.hpp
/usr/include/ql/experimental/credit/all.hpp
/usr/include/ql/experimental/credit/basecorrelationlossmodel.hpp
/usr/include/ql/experimental/credit/basecorrelationstructure.hpp
/usr/include/ql/experimental/credit/basket.hpp
/usr/include/ql/experimental/credit/binomiallossmodel.hpp
/usr/include/ql/experimental/credit/blackcdsoptionengine.hpp
/usr/include/ql/experimental/credit/cdo.hpp
/usr/include/ql/experimental/credit/cdsoption.hpp
/usr/include/ql/experimental/credit/constantlosslatentmodel.hpp
/usr/include/ql/experimental/credit/correlationstructure.hpp
/usr/include/ql/experimental/credit/defaultevent.hpp
/usr/include/ql/experimental/credit/defaultlossmodel.hpp
/usr/include/ql/experimental/credit/defaultprobabilitykey.hpp
/usr/include/ql/experimental/credit/defaultprobabilitylatentmodel.hpp
/usr/include/ql/experimental/credit/defaulttype.hpp
/usr/include/ql/experimental/credit/distribution.hpp
/usr/include/ql/experimental/credit/factorspreadedhazardratecurve.hpp
/usr/include/ql/experimental/credit/gaussianlhplossmodel.hpp
/usr/include/ql/experimental/credit/homogeneouspooldef.hpp
/usr/include/ql/experimental/credit/inhomogeneouspooldef.hpp
/usr/include/ql/experimental/credit/integralcdoengine.hpp
/usr/include/ql/experimental/credit/integralntdengine.hpp
/usr/include/ql/experimental/credit/interpolatedaffinehazardratecurve.hpp
/usr/include/ql/experimental/credit/issuer.hpp
/usr/include/ql/experimental/credit/lossdistribution.hpp
/usr/include/ql/experimental/credit/loss.hpp
/usr/include/ql/experimental/credit/midpointcdoengine.hpp
/usr/include/ql/experimental/credit/nthtodefault.hpp
/usr/include/ql/experimental/credit/onefactoraffinesurvival.hpp
/usr/include/ql/experimental/credit/onefactorcopula.hpp
/usr/include/ql/experimental/credit/onefactorgaussiancopula.hpp
/usr/include/ql/experimental/credit/onefactorstudentcopula.hpp
/usr/include/ql/experimental/credit/pool.hpp
/usr/include/ql/experimental/credit/randomdefaultlatentmodel.hpp
/usr/include/ql/experimental/credit/randomdefaultmodel.hpp
/usr/include/ql/experimental/credit/randomlosslatentmodel.hpp
/usr/include/ql/experimental/credit/recoveryratemodel.hpp
/usr/include/ql/experimental/credit/recoveryratequote.hpp
/usr/include/ql/experimental/credit/recursivelossmodel.hpp
/usr/include/ql/experimental/credit/riskyassetswap.hpp
/usr/include/ql/experimental/credit/riskyassetswapoption.hpp
/usr/include/ql/experimental/credit/saddlepointlossmodel.hpp
/usr/include/ql/experimental/credit/spotlosslatentmodel.hpp
/usr/include/ql/experimental/credit/spreadedhazardratecurve.hpp
/usr/include/ql/experimental/credit/syntheticcdo.hpp
/usr/include/ql/experimental/exoticoptions/all.hpp
/usr/include/ql/experimental/exoticoptions/analyticholderextensibleoptionengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticpartialtimebarrieroptionengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticpdfhestonengine.hpp
/usr/include/ql/experimental/exoticoptions/analytictwoassetbarrierengine.hpp
/usr/include/ql/experimental/exoticoptions/analytictwoassetcorrelationengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticwriterextensibleoptionengine.hpp
/usr/include/ql/experimental/exoticoptions/continuousarithmeticasianlevyengine.hpp
/usr/include/ql/experimental/exoticoptions/continuousarithmeticasianvecerengine.hpp
/usr/include/ql/experimental/exoticoptions/everestoption.hpp
/usr/include/ql/experimental/exoticoptions/himalayaoption.hpp
/usr/include/ql/experimental/exoticoptions/holderextensibleoption.hpp
/usr/include/ql/experimental/exoticoptions/kirkspreadoptionengine.hpp
/usr/include/ql/experimental/exoticoptions/mceverestengine.hpp
/usr/include/ql/experimental/exoticoptions/mchimalayaengine.hpp
/usr/include/ql/experimental/exoticoptions/mcpagodaengine.hpp
/usr/include/ql/experimental/exoticoptions/pagodaoption.hpp
/usr/include/ql/experimental/exoticoptions/partialtimebarrieroption.hpp
/usr/include/ql/experimental/exoticoptions/spreadoption.hpp
/usr/include/ql/experimental/exoticoptions/twoassetbarrieroption.hpp
/usr/include/ql/experimental/exoticoptions/twoassetcorrelationoption.hpp
/usr/include/ql/experimental/exoticoptions/writerextensibleoption.hpp
/usr/include/ql/experimental/finitedifferences/all.hpp
/usr/include/ql/experimental/finitedifferences/dynprogvppintrinsicvalueengine.hpp
/usr/include/ql/experimental/finitedifferences/fdextoujumpvanillaengine.hpp
/usr/include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp
/usr/include/ql/experimental/finitedifferences/fdmdupire1dop.hpp
/usr/include/ql/experimental/finitedifferences/fdmexpextouinnervaluecalculator.hpp
/usr/include/ql/experimental/finitedifferences/fdmextendedornsteinuhlenbeckop.hpp
/usr/include/ql/experimental/finitedifferences/fdmextoujumpmodelinnervalue.hpp
/usr/include/ql/experimental/finitedifferences/fdmextoujumpop.hpp
/usr/include/ql/experimental/finitedifferences/fdmextoujumpsolver.hpp
/usr/include/ql/experimental/finitedifferences/fdmklugeextouop.hpp
/usr/include/ql/experimental/finitedifferences/fdmklugeextousolver.hpp
/usr/include/ql/experimental/finitedifferences/fdmsimple2dextousolver.hpp
/usr/include/ql/experimental/finitedifferences/fdmsimple3dextoujumpsolver.hpp
/usr/include/ql/experimental/finitedifferences/fdmspreadpayoffinnervalue.hpp
/usr/include/ql/experimental/finitedifferences/fdmvppstartlimitstepcondition.hpp
/usr/include/ql/experimental/finitedifferences/fdmvppstepconditionfactory.hpp
/usr/include/ql/experimental/finitedifferences/fdmvppstepcondition.hpp
/usr/include/ql/experimental/finitedifferences/fdmzabrop.hpp
/usr/include/ql/experimental/finitedifferences/fdornsteinuhlenbeckvanillaengine.hpp
/usr/include/ql/experimental/finitedifferences/fdsimpleextoujumpswingengine.hpp
/usr/include/ql/experimental/finitedifferences/fdsimpleextoustorageengine.hpp
/usr/include/ql/experimental/finitedifferences/fdsimpleklugeextouvppengine.hpp
/usr/include/ql/experimental/finitedifferences/glued1dmesher.hpp
/usr/include/ql/experimental/finitedifferences/vanillavppoption.hpp
/usr/include/ql/experimental/forward/all.hpp
/usr/include/ql/experimental/forward/analytichestonforwardeuropeanengine.hpp
/usr/include/ql/experimental/fx/all.hpp
/usr/include/ql/experimental/fx/blackdeltacalculator.hpp
/usr/include/ql/experimental/fx/deltavolquote.hpp
/usr/include/ql/experimental/inflation/all.hpp
/usr/include/ql/experimental/inflation/cpicapfloorengines.hpp
/usr/include/ql/experimental/inflation/cpicapfloortermpricesurface.hpp
/usr/include/ql/experimental/inflation/genericindexes.hpp
/usr/include/ql/experimental/inflation/interpolatedyoyoptionletstripper.hpp
/usr/include/ql/experimental/inflation/kinterpolatedyoyoptionletvolatilitysurface.hpp
/usr/include/ql/experimental/inflation/piecewiseyoyoptionletvolatility.hpp
/usr/include/ql/experimental/inflation/polynomial2Dspline.hpp
/usr/include/ql/experimental/inflation/yoycapfloortermpricesurface.hpp
/usr/include/ql/experimental/inflation/yoyinflationoptionletvolatilitystructure2.hpp
/usr/include/ql/experimental/inflation/yoyoptionlethelpers.hpp
/usr/include/ql/experimental/inflation/yoyoptionletstripper.hpp
/usr/include/ql/experimental/lattices/all.hpp
/usr/include/ql/experimental/lattices/extendedbinomialtree.hpp
/usr/include/ql/experimental/math/all.hpp
/usr/include/ql/experimental/math/claytoncopularng.hpp
/usr/include/ql/experimental/math/convolvedstudentt.hpp
/usr/include/ql/experimental/math/farliegumbelmorgensterncopularng.hpp
/usr/include/ql/experimental/math/fireflyalgorithm.hpp
/usr/include/ql/experimental/math/frankcopularng.hpp
/usr/include/ql/experimental/math/gaussiancopulapolicy.hpp
/usr/include/ql/experimental/math/gaussiannoncentralchisquaredpolynomial.hpp
/usr/include/ql/experimental/math/hybridsimulatedannealingfunctors.hpp
/usr/include/ql/experimental/math/hybridsimulatedannealing.hpp
/usr/include/ql/experimental/math/isotropicrandomwalk.hpp
/usr/include/ql/experimental/math/laplaceinterpolation.hpp
/usr/include/ql/experimental/math/latentmodel.hpp
/usr/include/ql/experimental/math/levyflightdistribution.hpp

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Summary and description: 25/25
Artifact path and source digest: 25/25
Dependency metadata: 15/15
Package-file index: 15/15
Homepage: 5/5
License text: 0/5
Source package or maintainer: 10/10

Recorded total: 95/100

Field source: Debian 13 (Trixie) main amd64 revision trixie-main-amd64:3ab4e811cf4f3e5a335d382c58cc19d85f1abe7a4ef4689160ca1f637fa0e9b3, Debian 13 (Trixie) main arm64 revision trixie-main-arm64:753da751bbc7a679f48bd1b623ffd4479cb6861c426118284c76eb82909e4908. The cross-OS mapping is catalog-derived from the source-reported homepage; it does not establish authorship or publisher identity

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Debian 13 (Trixie) main amd64Sep 1, 2026
Authoritative source; repository metadata signature verified, revision trixie-main-amd64:3ab4e811cf4f3e5a335d382c58cc19d85f1abe7a4ef4689160ca1f637fa0e9b3
Signature verification covers the configured repository metadata chain. It does not certify that the package is safe or suitable.
Repository-signature verification record
Signed object
https://deb.debian.org/debian/dists/trixie/InRelease
Signed-object SHA-256
98b25b5cd185c59d34aa6e4c3e9b5b8f01bbe9d104fe2dcfbcd30dc0a14a59ed
Signer fingerprint
4CB50190207B4758A3F73A796ED0E7B82643E131
Keyring revision
debian-archive-keyring.gpg
SHA-256 506b815cbb32d9b6066b4a2aa524071e071761e7e7f68c3ac74f3061ba852017
Tool and policy
gpgv (GnuPG) 2.4.9
openfactory-software-catalog-signature-v1
Verification time
Sep 1, 2026
Signed Release → package-index hash linkage
Path: main/binary-amd64/Packages.xz
Expected SHA-256: 3ab4e811cf4f3e5a335d382c58cc19d85f1abe7a4ef4689160ca1f637fa0e9b3
Observed SHA-256: 3ab4e811cf4f3e5a335d382c58cc19d85f1abe7a4ef4689160ca1f637fa0e9b3
Result: match verified
Debian 13 (Trixie) main arm64Sep 1, 2026
Authoritative source; repository metadata signature verified, revision trixie-main-arm64:753da751bbc7a679f48bd1b623ffd4479cb6861c426118284c76eb82909e4908
Signature verification covers the configured repository metadata chain. It does not certify that the package is safe or suitable.
Repository-signature verification record
Signed object
https://deb.debian.org/debian/dists/trixie/InRelease
Signed-object SHA-256
98b25b5cd185c59d34aa6e4c3e9b5b8f01bbe9d104fe2dcfbcd30dc0a14a59ed
Signer fingerprint
4CB50190207B4758A3F73A796ED0E7B82643E131
Keyring revision
debian-archive-keyring.gpg
SHA-256 506b815cbb32d9b6066b4a2aa524071e071761e7e7f68c3ac74f3061ba852017
Tool and policy
gpgv (GnuPG) 2.4.9
openfactory-software-catalog-signature-v1
Verification time
Sep 1, 2026
Signed Release → package-index hash linkage
Path: main/binary-arm64/Packages.xz
Expected SHA-256: 753da751bbc7a679f48bd1b623ffd4479cb6861c426118284c76eb82909e4908
Observed SHA-256: 753da751bbc7a679f48bd1b623ffd4479cb6861c426118284c76eb82909e4908
Result: match verified