39 lines
846 B
Nix
39 lines
846 B
Nix
{ lib
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, stdenv
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, fetchFromGitHub
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, cmake
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, boost
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}:
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stdenv.mkDerivation rec {
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pname = "quantlib";
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version = "1.33";
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outputs = [ "out" "dev" ];
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src = fetchFromGitHub {
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owner = "lballabio";
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repo = "QuantLib";
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rev = "v${version}";
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sha256 = "sha256-j2nRm6ebf5OU6mqmcC7wQf/qlf/K9RmmCAnfT+Au8ZM=";
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};
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nativeBuildInputs = [ cmake ];
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buildInputs = [ boost ];
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# Required by RQuantLib, may be beneficial for others too
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cmakeFlags = [ "-DQL_HIGH_RESOLUTION_DATE=ON" ];
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# Needed for RQuantLib and possible others
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postInstall = ''
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cp ./quantlib-config $out/bin/
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'';
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meta = with lib; {
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description = "A free/open-source library for quantitative finance";
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homepage = "https://quantlib.org";
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platforms = platforms.unix;
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license = licenses.bsd3;
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maintainers = [ maintainers.kupac ];
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};
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}
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