Packages / Debian 12 (Bookworm) / python / quantlib-python
Package: quantlib-python (1.29-1+b1)
Maintainers:
External Resources:
Homepage: [www.quantlib.org]
Python3 bindings for the Quantlib Quantitative Finance library
Other Packages Related to quantlib-python:
dep: [libc6] (>= 2.32)
GNU C Library: Shared libraries
dep: [libgcc-s1] (>= 4.3)
GCC support library
dep: [libgomp1] (>= 4.9)
GCC OpenMP (GOMP) support library
dep: [libquantlib0v5] (>= 1.29)
Quantitative Finance Library -- library package
dep: [libstdc++6] (>= 11)
GNU Standard C++ Library v3
dep: [python3] (<< 3.12)
interactive high-level object-oriented language (default python3 version)
dep: [python3] (>= 3.11~)
interactive high-level object-oriented language (default python3 version)
dep: [python3] [any]
interactive high-level object-oriented language (default python3 version)
Download quantlib-python
| Architecture | Package Size | Installed Size | Files |
|---|---|---|---|
| amd64 | 4.8 MiB | 38 MiB | [list of files] |
| arm64 | 4.5 MiB | 38 MiB | [list of files] |
Chemins de fichiers du paquet (135)
Paths come from the repository package-file index for the observed builds. They describe archive/package associations, not every file that will exist on a running system after maintainer scripts, alternatives, generated state, diversions, or installation choices.
- /usr/lib/python3/dist-packages/QuantLib-1.29.egg-info
- /usr/lib/python3/dist-packages/QuantLib/__init__.py
- /usr/lib/python3/dist-packages/QuantLib/_QuantLib.cpython-311-aarch64-linux-gnu.so
- /usr/lib/python3/dist-packages/QuantLib/_QuantLib.cpython-311-x86_64-linux-gnu.so
- /usr/lib/python3/dist-packages/QuantLib/QuantLib.py
- /usr/share/doc/quantlib/LICENSE.TXT
- /usr/share/doc/quantlib-python/changelog.Debian.amd64.gz
- /usr/share/doc/quantlib-python/changelog.Debian.arm64.gz
- /usr/share/doc/quantlib-python/changelog.Debian.gz
- /usr/share/doc/quantlib-python/changelog.gz
- /usr/share/doc/quantlib-python/copyright
- /usr/share/doc/quantlib-python/examples/american-option.py
- /usr/share/doc/quantlib-python/examples/basket-option.py
- /usr/share/doc/quantlib-python/examples/bermudan-swaption.py
- /usr/share/doc/quantlib-python/examples/bonds.py
- /usr/share/doc/quantlib-python/examples/cashflows.py
- /usr/share/doc/quantlib-python/examples/cds.py
- /usr/share/doc/quantlib-python/examples/european-option.py
- /usr/share/doc/quantlib-python/examples/gaussian1d-models.py
- /usr/share/doc/quantlib-python/examples/global-bootstrap.py
- /usr/share/doc/quantlib-python/examples/isda-engine.py
- /usr/share/doc/quantlib-python/examples/slv.py
- /usr/share/doc/quantlib-python/examples/swap.py
- /usr/share/doc/quantlib-python/examples/swing.py
- /usr/share/doc/quantlib-python/examples/test/americanquantooption.py
- /usr/share/doc/quantlib-python/examples/test/assetswap.py
- /usr/share/doc/quantlib-python/examples/test/blackformula.py
- /usr/share/doc/quantlib-python/examples/test/bonds.py
- /usr/share/doc/quantlib-python/examples/test/capfloor.py
- /usr/share/doc/quantlib-python/examples/test/cms.py
- /usr/share/doc/quantlib-python/examples/test/coupons.py
- /usr/share/doc/quantlib-python/examples/test/currencies.py
- /usr/share/doc/quantlib-python/examples/test/date.py
- /usr/share/doc/quantlib-python/examples/test/daycounters.py
- /usr/share/doc/quantlib-python/examples/test/extrapolation.py
- /usr/share/doc/quantlib-python/examples/test/fdm.py
- /usr/share/doc/quantlib-python/examples/test/iborindex.py
- /usr/share/doc/quantlib-python/examples/test/inflation.py
- /usr/share/doc/quantlib-python/examples/test/instruments.py
- /usr/share/doc/quantlib-python/examples/test/integrals.py
- /usr/share/doc/quantlib-python/examples/test/marketelements.py
- /usr/share/doc/quantlib-python/examples/test/ode.py
- /usr/share/doc/quantlib-python/examples/test/options.py
- /usr/share/doc/quantlib-python/examples/test/QuantLibTestSuite.py
- /usr/share/doc/quantlib-python/examples/test/ratehelpers.py
- /usr/share/doc/quantlib-python/examples/test/sabr.py
- /usr/share/doc/quantlib-python/examples/test/slv.py
- /usr/share/doc/quantlib-python/examples/test/solvers1d.py
- /usr/share/doc/quantlib-python/examples/test/swap.py
- /usr/share/doc/quantlib-python/examples/test/swaption.py
- /usr/share/doc/quantlib-python/examples/test/termstructures.py
- /usr/share/doc/quantlib-python/examples/test/volatilities.py
- /usr/share/doc/quantlib-python/News.md
- /usr/share/doc/quantlib-python/README.md
- /usr/share/quantlib-python/asianoptions.i
- /usr/share/quantlib-python/barrieroptions.i
- /usr/share/quantlib-python/basketoptions.i
- /usr/share/quantlib-python/blackformula.i
- /usr/share/quantlib-python/bondfunctions.i
- /usr/share/quantlib-python/bonds.i
- /usr/share/quantlib-python/calendars.i
- /usr/share/quantlib-python/calibrationhelpers.i
- /usr/share/quantlib-python/capfloor.i
- /usr/share/quantlib-python/cashflows.i
- /usr/share/quantlib-python/cliquetoptions.i
- /usr/share/quantlib-python/common.i
- /usr/share/quantlib-python/convertiblebonds.i
- /usr/share/quantlib-python/creditdefaultswap.i
- /usr/share/quantlib-python/credit.i
- /usr/share/quantlib-python/currencies.i
- /usr/share/quantlib-python/date.i
- /usr/share/quantlib-python/daycounters.i
- /usr/share/quantlib-python/defaultprobability.i
- /usr/share/quantlib-python/discountcurve.i
- /usr/share/quantlib-python/distributions.i
- /usr/share/quantlib-python/dividends.i
- /usr/share/quantlib-python/exchangerates.i
- /usr/share/quantlib-python/exercise.i
- /usr/share/quantlib-python/fdm.i
- /usr/share/quantlib-python/fittedbondcurve.i
- /usr/share/quantlib-python/forwardcurve.i
- /usr/share/quantlib-python/forward.i
- /usr/share/quantlib-python/fra.i
- /usr/share/quantlib-python/functions.i
- /usr/share/quantlib-python/futures.i
- /usr/share/quantlib-python/gaussian1dmodel.i
- /usr/share/quantlib-python/grid.i
- /usr/share/quantlib-python/indexes.i
- /usr/share/quantlib-python/inflation.i
- /usr/share/quantlib-python/instruments.i
- /usr/share/quantlib-python/integrals.i
- /usr/share/quantlib-python/interestrate.i
- /usr/share/quantlib-python/interpolation.i
- /usr/share/quantlib-python/linearalgebra.i
- /usr/share/quantlib-python/lmm.i
- /usr/share/quantlib-python/lookbackoptions.i
- /usr/share/quantlib-python/marketelements.i
- /usr/share/quantlib-python/money.i
- /usr/share/quantlib-python/montecarlo.i
- /usr/share/quantlib-python/null.i
- /usr/share/quantlib-python/observer.i
- /usr/share/quantlib-python/ode.i
- /usr/share/quantlib-python/old_volatility.i
- /usr/share/quantlib-python/operators.i
- /usr/share/quantlib-python/optimizers.i
- /usr/share/quantlib-python/options.i
- /usr/share/quantlib-python/parameter.i
- /usr/share/quantlib-python/payoffs.i
- /usr/share/quantlib-python/piecewiseyieldcurve.i
- /usr/share/quantlib-python/ql.i
- /usr/share/quantlib-python/quantlib.i
- /usr/share/quantlib-python/randomnumbers.i
- /usr/share/quantlib-python/ratehelpers.i
- /usr/share/quantlib-python/rounding.i
- /usr/share/quantlib-python/sampledcurve.i
- /usr/share/quantlib-python/scheduler.i
- /usr/share/quantlib-python/settings.i
- /usr/share/quantlib-python/shortratemodels.i
- /usr/share/quantlib-python/slv.i
- /usr/share/quantlib-python/spreadoption.i
- /usr/share/quantlib-python/statistics.i
- /usr/share/quantlib-python/stochasticprocess.i
- /usr/share/quantlib-python/swap.i
- /usr/share/quantlib-python/swaption.i
- /usr/share/quantlib-python/swingoption.i
- /usr/share/quantlib-python/termstructures.i
- /usr/share/quantlib-python/timebasket.i
- /usr/share/quantlib-python/timeseries.i
- /usr/share/quantlib-python/tracing.i
- /usr/share/quantlib-python/tuple.i
- /usr/share/quantlib-python/types.i
- /usr/share/quantlib-python/vectors.i
- /usr/share/quantlib-python/volatilities.i
- /usr/share/quantlib-python/volatilitymodels.i
- /usr/share/quantlib-python/zerocurve.i
Field source: Debian 12 (Bookworm) main amd64 revision bookworm-main-amd64:9e0b5aabb2465b3d2e7a7fe27f9913846277833f7a2826e7767acccff5b588c5
