Debian 12 (Bookworm) native package

libquantlib0-dev

Quantitative Finance Library -- development package

Packages / Debian 12 (Bookworm) / libdevel / libquantlib0-dev

[Source: quantlib]

Package: libquantlib0-dev (1.29-1)

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

Other Packages Related to libquantlib0-dev:

dep: [libc6] (>= 2.34)
GNU C Library: Shared libraries
dep: [libgcc-s1] (>= 4.0)
GCC support library
dep: [libgomp1] (>= 4.9)
GCC OpenMP (GOMP) support library
dep: [libquantlib0v5] (= 1.29-1)
Quantitative Finance Library -- library package
dep: [libstdc++6] (>= 11)
GNU Standard C++ Library v3
dep: [libc6-dev]
GNU C Library: Development Libraries and Header Files
dep: [libboost-test-dev]
components for writing and executing test suites (default version)

Download libquantlib0-dev

Architecture	Package Size	Installed Size	Files
amd64	19 MiB	160 MiB	[list of files]

Package file paths (1,740)

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/auto_link.hpp
/usr/include/ql/auto_ptr.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/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/overnightindexedcoupon.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/amortizingbonds/all.hpp
/usr/include/ql/experimental/amortizingbonds/amortizingcmsratebond.hpp
/usr/include/ql/experimental/amortizingbonds/amortizingfixedratebond.hpp
/usr/include/ql/experimental/amortizingbonds/amortizingfloatingratebond.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/analyticdoublebarrierbinaryengine.hpp
/usr/include/ql/experimental/barrieroption/analyticdoublebarrierengine.hpp
/usr/include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
/usr/include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
/usr/include/ql/experimental/barrieroption/doublebarrieroption.hpp
/usr/include/ql/experimental/barrieroption/doublebarriertype.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/riskybond.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/analyticamericanmargrabeengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticcomplexchooserengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticcompoundoptionengine.hpp
/usr/include/ql/experimental/exoticoptions/analyticeuropeanmargrabeengine.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/analyticsimplechooserengine.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/complexchooseroption.hpp
/usr/include/ql/experimental/exoticoptions/compoundoption.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/margrabeoption.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/simplechooseroption.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/fdhestondoublebarrierengine.hpp
/usr/include/ql/experimental/finitedifferences/fdklugeextouspreadengine.hpp
/usr/include/ql/experimental/finitedifferences/fdmblackscholesfwdop.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/fdmhestonfwdop.hpp
/usr/include/ql/experimental/finitedifferences/fdmhestongreensfct.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/fdmsquarerootfwdop.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/modtriplebandlinearop.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

Field source: Debian 12 (Bookworm) main amd64 revision bookworm-main-amd64:9e0b5aabb2465b3d2e7a7fe27f9913846277833f7a2826e7767acccff5b588c5

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Try Debian 12 (Bookworm) in the browser Build an image that includes libquantlib0-dev

Versions, suites, and repositories

Each row is recorded package-index metadata for one version, architecture, suite, and repository. Names, URLs, and sizes are source-reported; a link is a potentially mutable retrieval location, not an OpenFactory redistribution claim or proof that OpenFactory retained the artifact bytes.

Version	Release	Architecture	Repository	Package size	Installed size	Publisher repository artifact
1.29-1	bookworm / main	amd64	Debian 12 · main · amd64	19 MiB	160 MiB	pool/main/q/quantlib/libquantlib0-dev_1.29-1_amd64.deb

Field source: Debian 12 (Bookworm) main amd64 revision bookworm-main-amd64:9e0b5aabb2465b3d2e7a7fe27f9913846277833f7a2826e7767acccff5b588c5

Checksums and observation dates

For an APT source, signature verification authenticates the repository metadata chain and the Packages index containing this source-reported artifact digest. It does not certify package safety.

1.29-1 / amd64Observed Sep 1, 2026 to Sep 1, 2026

Verification status: Metadata observed; artifact bytes were not independently fetched or hashed by this catalog import. The digest below is source-reported.

Source-reported sha256: 85b35566d09c434c516945635404bafe60c9bf858168298a3314806ac47bd61f

After downloading that exact artifact, compare its bytes with the source-reported expected digest:

printf '%s  %s\n' '85b35566d09c434c516945635404bafe60c9bf858168298a3314806ac47bd61f' 'libquantlib0-dev_1.29-1_amd64.deb' | sha256sum --check --strict -

A match establishes equality with the repository metadata value. It does not establish safety or catalog-side artifact retrieval.

Field source: Debian 12 (Bookworm) main amd64 revision bookworm-main-amd64:9e0b5aabb2465b3d2e7a7fe27f9913846277833f7a2826e7767acccff5b588c5

Catalog record completeness

The completeness score measures metadata coverage, not software quality, security, compatibility, or suitability.

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 12 (Bookworm) main amd64 revision bookworm-main-amd64:9e0b5aabb2465b3d2e7a7fe27f9913846277833f7a2826e7767acccff5b588c5, Debian 12 (Bookworm) main arm64 revision bookworm-main-arm64:2ddb1737692e8c45c53e8d57c0ce4cd21c78c5703b830c3226b1423566a06c00. The cross-OS mapping is catalog-derived from the source-reported homepage; it does not establish authorship or publisher identity

Sources and provenance

Field-source links above resolve here. Each source entry names the metadata publisher, trust tier, exact snapshot revision, signature result, and observation time; catalog-derived mappings are labeled separately.

Debian 12 (Bookworm) main amd64Sep 1, 2026
Authoritative source; repository metadata signature verified, revision bookworm-main-amd64:9e0b5aabb2465b3d2e7a7fe27f9913846277833f7a2826e7767acccff5b588c5
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/bookworm/InRelease
Signed-object SHA-256
77737fa4b34f2693e982cc9ee35736816c35a7778fc2d326cc1bbf5b301fe1aa
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: 9e0b5aabb2465b3d2e7a7fe27f9913846277833f7a2826e7767acccff5b588c5
Observed SHA-256: 9e0b5aabb2465b3d2e7a7fe27f9913846277833f7a2826e7767acccff5b588c5
Result: match verified
Debian 12 (Bookworm) main arm64Sep 1, 2026
Authoritative source; repository metadata signature verified, revision bookworm-main-arm64:2ddb1737692e8c45c53e8d57c0ce4cd21c78c5703b830c3226b1423566a06c00
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/bookworm/InRelease
Signed-object SHA-256
77737fa4b34f2693e982cc9ee35736816c35a7778fc2d326cc1bbf5b301fe1aa
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: 2ddb1737692e8c45c53e8d57c0ce4cd21c78c5703b830c3226b1423566a06c00
Observed SHA-256: 2ddb1737692e8c45c53e8d57c0ce4cd21c78c5703b830c3226b1423566a06c00
Result: match verified