quantlib-python (1.40-3)
Details
Core information at a glance
- Distribution
- debian
- Origin
- debian-forky
- Repository
- https://deb.debian.org/debian
- Codename
- forky
- Component
- main
- Source
- quantlib-swig
- Architecture
- s390x
- Section
- python
- Priority
- optional
- Maintainer
- Dirk Eddelbuettel <[email protected]>
Size & integrity
Byte sizes and integrity verification
- Installed size
- 46.4 kB
- Size expected
- 5 MB
- Size actual
- 5 MB
- Size match
Dependencies
Required package dependencies
Suggested packages
Recommended additional packages
- None
Description
Python3 bindings for the Quantlib Quantitative Finance library
Tags
Package classification tags
admin::virtualization
devel::doc
devel::lang:python
devel::library
Checksums
Hash values and integrity verification status
| Type | Actual | Match |
|---|---|---|
| MD5 | adf31f92…6a4f3b49 | |
| SHA-1 | fb5526e5…a85fc346 | |
| SHA-256 | ac7a54a4…13628be7 | |
| SHA-512 | 18de5ec9…0e972877 |
Contents
Files and directories included
. usr usr/lib usr/lib/python3 usr/lib/python3/dist-packages usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/EGG-INFO usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/EGG-INFO/PKG-INFO usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/EGG-INFO/SOURCES.txt usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/EGG-INFO/dependency_links.txt usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/EGG-INFO/native_libs.txt usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/EGG-INFO/not-zip-safe usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/EGG-INFO/top_level.txt usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/QuantLib usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/QuantLib/QuantLib.py usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/QuantLib/_QuantLib.abi3.so usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/QuantLib/_QuantLib.py usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/QuantLib/__init__.py usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/share usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/share/doc usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/share/doc/quantlib usr/lib/python3/dist-packages/QuantLib-1.40-py3.13-linux-s390x.egg/share/doc/quantlib/LICENSE.TXT usr/share usr/share/doc usr/share/doc/quantlib-python usr/share/doc/quantlib-python/News.md usr/share/doc/quantlib-python/README.md 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 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/callablebonds.py usr/share/doc/quantlib-python/examples/capsfloors.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/no-gil-scaling.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 usr/share/doc/quantlib-python/examples/test/__init__.py usr/share/doc/quantlib-python/examples/test/test_americanquantooption.py usr/share/doc/quantlib-python/examples/test/test_basket_option.py usr/share/doc/quantlib-python/examples/test/test_blackformula.py usr/share/doc/quantlib-python/examples/test/test_bondfunctions.py usr/share/doc/quantlib-python/examples/test/test_bonds.py usr/share/doc/quantlib-python/examples/test/test_calendars.py usr/share/doc/quantlib-python/examples/test/test_capfloor.py usr/share/doc/quantlib-python/examples/test/test_cms.py usr/share/doc/quantlib-python/examples/test/test_coupons.py usr/share/doc/quantlib-python/examples/test/test_currencies.py usr/share/doc/quantlib-python/examples/test/test_date.py usr/share/doc/quantlib-python/examples/test/test_daycounters.py usr/share/doc/quantlib-python/examples/test/test_equityindex.py usr/share/doc/quantlib-python/examples/test/test_extrapolation.py usr/share/doc/quantlib-python/examples/test/test_fdm.py usr/share/doc/quantlib-python/examples/test/test_futures.py usr/share/doc/quantlib-python/examples/test/test_iborindex.py usr/share/doc/quantlib-python/examples/test/test_inflation.py usr/share/doc/quantlib-python/examples/test/test_instruments.py usr/share/doc/quantlib-python/examples/test/test_integrals.py usr/share/doc/quantlib-python/examples/test/test_linear_algebra.py usr/share/doc/quantlib-python/examples/test/test_marketelements.py usr/share/doc/quantlib-python/examples/test/test_money.py usr/share/doc/quantlib-python/examples/test/test_ode.py usr/share/doc/quantlib-python/examples/test/test_options.py usr/share/doc/quantlib-python/examples/test/test_ratehelpers.py usr/share/doc/quantlib-python/examples/test/test_sabr.py usr/share/doc/quantlib-python/examples/test/test_settings.py usr/share/doc/quantlib-python/examples/test/test_slv.py usr/share/doc/quantlib-python/examples/test/test_solvers1d.py usr/share/doc/quantlib-python/examples/test/test_swap.py usr/share/doc/quantlib-python/examples/test/test_swaption.py usr/share/doc/quantlib-python/examples/test/test_termstructures.py usr/share/doc/quantlib-python/examples/test/test_volatilities.py usr/share/quantlib-python 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/calibratedmodel.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/credit.i usr/share/quantlib-python/creditdefaultswap.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/forward.i usr/share/quantlib-python/forwardcurve.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/lazyobject.i usr/share/quantlib-python/linearalgebra.i usr/share/quantlib-python/lmm.i usr/share/quantlib-python/localvolatilities.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/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