quantlib-test-suite-1.33-1.mga10 RPM for armv7hl

From Mageia Cauldron for armv7hl / media / core / release

QuantLib is an open source C++ library for financial quantitative analysts
and developers.

The QuantLib-test-suite will validate the compiled code against
pre-constructed test cases, and helps in validating the library.

Provides

• quantlib-test-suite
• quantlib-test-suite(armv7hl-32)

Requires

• ld-linux-armhf.so.3
• ld-linux-armhf.so.3(GLIBC_2.4)
• libQuantLib.so.1
• libc.so.6
• libc.so.6(GLIBC_2.11)
• libc.so.6(GLIBC_2.17)
• libc.so.6(GLIBC_2.32)
• libc.so.6(GLIBC_2.34)
• libc.so.6(GLIBC_2.4)
• libc.so.6(GLIBC_2.7)
• libgcc_s.so.1
• libgcc_s.so.1(GCC_3.4)
• libgcc_s.so.1(GCC_3.5)
• libgcc_s.so.1(GCC_4.0.0)
• libm.so.6
• libm.so.6(GLIBC_2.29)
• libm.so.6(GLIBC_2.4)
• libstdc++.so.6
• libstdc++.so.6(CXXABI_1.3)
• libstdc++.so.6(CXXABI_1.3.8)
• libstdc++.so.6(CXXABI_1.3.9)
• libstdc++.so.6(CXXABI_ARM_1.3.3)
• libstdc++.so.6(GLIBCXX_3.4)
• libstdc++.so.6(GLIBCXX_3.4.11)
• libstdc++.so.6(GLIBCXX_3.4.14)
• libstdc++.so.6(GLIBCXX_3.4.15)
• libstdc++.so.6(GLIBCXX_3.4.17)
• libstdc++.so.6(GLIBCXX_3.4.18)
• libstdc++.so.6(GLIBCXX_3.4.19)
• libstdc++.so.6(GLIBCXX_3.4.20)
• libstdc++.so.6(GLIBCXX_3.4.21)
• libstdc++.so.6(GLIBCXX_3.4.29)
• libstdc++.so.6(GLIBCXX_3.4.9)
• rpmlib(CompressedFileNames) <= 3.0.4-1
• rpmlib(FileDigests) <= 4.6.0-1
• rpmlib(PayloadFilesHavePrefix) <= 4.0-1
• rpmlib(PayloadIsZstd) <= 5.4.18-1

License

BSD License

Changelog

* Tue Mar 05 2024 papoteur <papoteur> 1.33-1.mga10
  + Revision: 2047696
  - new version 1.33
* Fri Jan 05 2024 papoteur <papoteur> 1.32-1.mga10
  + Revision: 2027809
  - new version 1.32
* Wed Dec 07 2022 papoteur <papoteur> 1.28-1.mga9
  + Revision: 1919038
  - new 1.28
  - build with cmake
  - remove doc package, no option in cmake to build documentation
* Sun Jul 03 2022 wally <wally> 1.20-8.mga9
  + Revision: 1867306
  - rebuild for boost 1.79.0
* Thu Mar 31 2022 umeabot <umeabot> 1.20-7.mga9
  + Revision: 1837142
  - Mageia 9 Mass Rebuild

Files

/usr/bin/quantlib-benchmark
/usr/bin/quantlib-test-suite
/usr/lib/.build-id
/usr/lib/.build-id/17
/usr/lib/.build-id/17/ec60ae18e182366461cfc7884f3debda30a4dc
/usr/lib/.build-id/1d
/usr/lib/.build-id/1d/986aae5b4f6e738a049190545f8f60ea8dfddb
/usr/lib/.build-id/2e
/usr/lib/.build-id/2e/115a94d6bb54f888ea5716635a5719c999feeb
/usr/lib/.build-id/43
/usr/lib/.build-id/43/2ff0b1357ef16783b4cd3bbfd200a90cb6e8ac
/usr/lib/.build-id/45
/usr/lib/.build-id/45/c6acb702c0b57f61fdeab65917b709ea69f3e5
/usr/lib/.build-id/54
/usr/lib/.build-id/54/6c9b6b1b5771d86b0450c171a3b74fed56032d
/usr/lib/.build-id/57
/usr/lib/.build-id/57/38296d3b8094b66c2e84a0abfd8b3fe5e605e9
/usr/lib/.build-id/6b
/usr/lib/.build-id/6b/6ac280abdba184c4d49bcf801f085158b8a5e8
/usr/lib/.build-id/71
/usr/lib/.build-id/71/a7dcf528e261b670d7907a32b925a0915d7624
/usr/lib/.build-id/77
/usr/lib/.build-id/77/d0f2f19bf9201b0aa43a76f4c3215efcac4ca3
/usr/lib/.build-id/79
/usr/lib/.build-id/79/759ce930a47c0b1f814932ef9f30980467a208
/usr/lib/.build-id/7a
/usr/lib/.build-id/7a/bbecb0e91e28058378c03905eb61dc927f9f1e
/usr/lib/.build-id/89
/usr/lib/.build-id/89/0095c82c704686b3e95a72f94f8983e06b262c
/usr/lib/.build-id/93
/usr/lib/.build-id/93/d11300866e461cafd183dfd8821da692a9212b
/usr/lib/.build-id/a2
/usr/lib/.build-id/a2/1e75196e018a05180e424e4eae560cd45b6646
/usr/lib/.build-id/b0
/usr/lib/.build-id/b0/741a1b7dc0db02818f649ac69856fee70d4aaf
/usr/lib/.build-id/b5
/usr/lib/.build-id/b5/22cd8bb5bc7c513fcae9754bcd7a8445cad89f
/usr/lib/.build-id/b6
/usr/lib/.build-id/b6/c407537b8028c7bcb4c2b40e36e440875b8799
/usr/lib/.build-id/cd
/usr/lib/.build-id/cd/7131830c10762b1bb3fa6390a5174d1f791f45
/usr/lib/.build-id/d8
/usr/lib/.build-id/d8/e08cd8610d92868b5445ae1f4dfba57aaa9593
/usr/lib/.build-id/f7
/usr/lib/.build-id/f7/d60e47185a70719a9e5c7ad82950f0cb54b655
/usr/lib/QuantLib/examples/BasketLosses
/usr/lib/QuantLib/examples/BermudanSwaption
/usr/lib/QuantLib/examples/Bonds
/usr/lib/QuantLib/examples/CDS
/usr/lib/QuantLib/examples/CVAIRS
/usr/lib/QuantLib/examples/CallableBonds
/usr/lib/QuantLib/examples/ConvertibleBonds
/usr/lib/QuantLib/examples/DiscreteHedging
/usr/lib/QuantLib/examples/EquityOption
/usr/lib/QuantLib/examples/FRA
/usr/lib/QuantLib/examples/FittedBondCurve
/usr/lib/QuantLib/examples/Gaussian1dModels
/usr/lib/QuantLib/examples/GlobalOptimizer
/usr/lib/QuantLib/examples/LatentModel
/usr/lib/QuantLib/examples/MarketModels
/usr/lib/QuantLib/examples/MulticurveBootstrapping
/usr/lib/QuantLib/examples/MultidimIntegral
/usr/lib/QuantLib/examples/Replication
/usr/lib/QuantLib/examples/Repo

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Fabrice Bellet, Sat Apr 27 06:19:05 2024