diff --git a/libraries/QuantLib/QuantLib.SlackBuild b/libraries/QuantLib/QuantLib.SlackBuild new file mode 100644 index 0000000000..5ff71c7014 --- /dev/null +++ b/libraries/QuantLib/QuantLib.SlackBuild @@ -0,0 +1,74 @@ +#!/bin/sh + +# Slackware build script for QuantLib + +# Written by Aleksandar Samardzic + +PRGNAM=QuantLib +VERSION=${VERSION:-0.9.0} +ARCH=${ARCH:-i486} +BUILD=${BUILD:-1} +TAG=${TAG:-_SBo} + +CWD=$(pwd) +TMP=${TMP:-/tmp/SBo} +PKG=$TMP/package-$PRGNAM +OUTPUT=${OUTPUT:-/tmp} + +if [ "$ARCH" = "i486" ]; then + SLKCFLAGS="-O2 -march=i486 -mtune=i686" +elif [ "$ARCH" = "i686" ]; then + SLKCFLAGS="-O2 -march=i686 -mtune=i686" +elif [ "$ARCH" = "x86_64" ]; then + SLKCFLAGS="-O2 -fPIC" +fi + +set -e + +rm -rf $PKG +mkdir -p $TMP $PKG $OUTPUT +cd $TMP +rm -rf $PRGNAM-$VERSION +tar xvf $CWD/$PRGNAM-$VERSION.tar.gz +cd $PRGNAM-$VERSION +chown -R root:root . +find . \ + \( -perm 777 -o -perm 775 -o -perm 711 -o -perm 555 -o -perm 511 \) \ + -exec chmod 755 {} \; -o \ + \( -perm 666 -o -perm 664 -o -perm 600 -o -perm 444 -o -perm 440 -o -perm 400 \) \ + -exec chmod 644 {} \; + +CFLAGS="$SLKCFLAGS" \ +CXXFLAGS="$SLKCFLAGS" \ +./configure \ + --prefix=/usr \ + --sysconfdir=/etc \ + --localstatedir=/var \ + --mandir=/usr/man \ + --enable-static=no \ + --build=$ARCH-slackware-linux \ + --host=$ARCH-slackware-linux + +make +make install DESTDIR=$PKG + +( cd $PKG + find . | xargs file | grep "executable" | grep ELF | cut -f 1 -d : | xargs strip --strip-unneeded 2> /dev/null || true + find . | xargs file | grep "shared object" | grep ELF | cut -f 1 -d : | xargs strip --strip-unneeded 2> /dev/null +) + +( cd $PKG/usr/man + find . -type f -exec gzip -9 {} \; + for i in $( find . -type l ) ; do ln -s $( readlink $i ).gz $i.gz ; rm $i ; done +) + +mkdir -p $PKG/usr/doc/$PRGNAM-$VERSION +cp -a Announce.txt Authors.txt ChangeLog.txt Contributors.txt LICENSE.TXT \ + Readme.txt $PKG/usr/doc/$PRGNAM-$VERSION +cat $CWD/$PRGNAM.SlackBuild > $PKG/usr/doc/$PRGNAM-$VERSION/$PRGNAM.SlackBuild + +mkdir -p $PKG/install +cat $CWD/slack-desc > $PKG/install/slack-desc + +cd $PKG +/sbin/makepkg -l y -c n $OUTPUT/$PRGNAM-$VERSION-$ARCH-$BUILD$TAG.tgz diff --git a/libraries/QuantLib/QuantLib.info b/libraries/QuantLib/QuantLib.info new file mode 100644 index 0000000000..cc5ed2341c --- /dev/null +++ b/libraries/QuantLib/QuantLib.info @@ -0,0 +1,8 @@ +PRGNAM="QuantLib" +VERSION="0.9.0" +HOMEPAGE="http://www.quantlib.org/" +DOWNLOAD="http://downloads.sourceforge.net/quantlib/QuantLib-0.9.0.tar.gz" +MD5SUM="d59b7e4f9580256fe295a3a32c3eed8e" +MAINTAINER="Aleksandar Samardzic" +EMAIL="asamardzic@gmail.com" +APPROVED="rworkman" diff --git a/libraries/QuantLib/README b/libraries/QuantLib/README new file mode 100644 index 0000000000..d5b0e2abbe --- /dev/null +++ b/libraries/QuantLib/README @@ -0,0 +1,21 @@ +The Quantlib project is aimed at providing a comprehensive software +framework for quantitative finance. QuantLib is a free open-source +library for modeling, trading, and risk management in real-life. + +QuantLib is written in C++ with a clean object model, and is then +exported to different languages such as Python, Ruby, and Scheme. An +initial Excel add-in is also available. There are ports to the .NET +framework in C# (http://www.quantlib.net" and +http://www.capetools.net/). Bindings to other languages (including +Java), and porting to ddd, Matlab/Octave, S-PLUS/R, Mathematica, +COM/CORBA/SOAP architectures, FpML, are under consideration. See the +extensions page for details. + +Appreciated by quantitative analysts and developers, it is intended +for academics and practitioners alike, eventually promoting a stronger +interaction between them. QuantLib offers tools that are useful both +for practical implementation and for advanced modeling, with features +such as market conventions, yield curve models, solvers, PDEs, Monte +Carlo (low-discrepancy included), exotic options, VAR, and so on. + +QuantLib requires Boost, which is also available from SlackBuilds.org. diff --git a/libraries/QuantLib/slack-desc b/libraries/QuantLib/slack-desc new file mode 100644 index 0000000000..fad521ee30 --- /dev/null +++ b/libraries/QuantLib/slack-desc @@ -0,0 +1,19 @@ +# HOW TO EDIT THIS FILE: +# The "handy ruler" below makes it easier to edit a package description. Line +# up the first '|' above the ':' following the base package name, and the '|' +# on the right side marks the last column you can put a character in. You must +# make exactly 11 lines for the formatting to be correct. It's also +# customary to leave one space after the ':'. + + |-----handy-ruler----------------------------------------------------| +QuantLib: QuantLib is quantitative finace C++ library +QuantLib: +QuantLib: The QuantLib project is aimed at providing a comprehensive +QuantLib: software framework for quantitative finance. QuantLib is a +QuantLib: free/open-source library for modeling, trading, and risk +QuantLib: management in real-life. +QuantLib: +QuantLib: Homepage: http://www.quantlib.org/ +QuantLib: +QuantLib: +QuantLib: