finance/quantlib 1.40_1

C++ library for quantitative finance

Repository: FreeBSD ports
Maintainer: [email protected]
Last update: 2026-08-10
Commit: 213840c151
License: BSD3CLAUSE
Categories: finance, math, devel
Package size: 31374.9 KiB, 191432.7 KiB installed

Description

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 C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme. An AAD-enabled version is also available. The reposit project facilitates deployment of object libraries to end user platforms and is used to generate QuantLibXL, an Excel addin for QuantLib, and QuantLibAddin, QuantLib addins for other platforms such as LibreOffice Calc. Bindings to other languages and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, COM/CORBA/SOAP architectures, FpML, are under consideration. See the extensions page for details.

Install

As a binary package — by origin, or by package name:

pkg install finance/quantlib
pkg install quantlib

From the ports tree:

cd /usr/ports/finance/quantlib/ && make install clean

To depend on this port in another port's Makefile:

RUN_DEPENDS=	quantlib>0:finance/quantlib
LIB_DEPENDS=	libQuantLib.so:finance/quantlib

Packages

The version each package repository carries. “-” means the repository builds no package of it, “n/a” that there is no such repository.

Repository	aarch64	amd64	armv6	armv7	i386
FreeBSD:14:latest	1.40_1	1.40_1	1.20_2	1.38	1.40_1
FreeBSD:14:quarterly	1.40_1	1.40_1	n/a	1.38	1.40_1
FreeBSD:15:latest	1.40_1	1.40_1	n/a	1.38	1.38
FreeBSD:15:quarterly	1.40_1	1.40_1	n/a	n/a	n/a
FreeBSD:16:latest	1.40_1	1.40_1	n/a	n/a	n/a
FreeBSD:16:quarterly	n/a	n/a	n/a	n/a	n/a

Repository

aarch64

amd64

armv6

armv7

i386

FreeBSD:14:latest

1.40_1

1.20_2

1.38

1.40_1

FreeBSD:14:quarterly

1.40_1

n/a

1.38

1.40_1

FreeBSD:15:latest

1.40_1

n/a

1.38

FreeBSD:15:quarterly

1.40_1

n/a

FreeBSD:16:latest

1.40_1

n/a

FreeBSD:16:quarterly

n/a

Dependencies

As this port's Makefile names them.

Build 1

${LOCALBASE}/include/boost/numeric/ublas/matrix.hpp : devel/boost-libs

The full lists below include those, and their dependencies in turn.

All build dependencies 4

No port depends on this one.

Configuration

Options name: finance_quantlib

Option	Default	Description
BENCHMARK	on	Install benchmark (it is always built)
EXAMPLES	on	Build and/or install examples
EXTRA_SAFETY_CHECKS	off	Trade performance for run-time checks
INDEXED_COUPONS	off	Use indexed rather than par coupons
INTRADAY	off	Time precision of usecs, instead of days
OPENMP	on	Parallel processing support via OpenMP
SESSIONS	off	See help (F1)
THREAD_SAFE_OBSERVER_PATTERN	on	See help (F1)
THREAD_SAFE_SINGLETON_INIT	off	See help (F1)
THROWING_IN_CYCLES	off	See help (F1)
TRACING	off	Trade performance for more detailed errors

Option

Default

Description

BENCHMARK

Install benchmark (it is always built)

EXAMPLES

Build and/or install examples

EXTRA_SAFETY_CHECKS

off

Trade performance for run-time checks

INDEXED_COUPONS

off

Use indexed rather than par coupons

INTRADAY

off

Time precision of usecs, instead of days

OPENMP

Parallel processing support via OpenMP

SESSIONS

off

See help (F1)

THREAD_SAFE_OBSERVER_PATTERN

See help (F1)

THREAD_SAFE_SINGLETON_INIT

off

See help (F1)

THROWING_IN_CYCLES

off

See help (F1)

TRACING

off

Trade performance for more detailed errors

USES: compiler:c++17-lang libtool
Service scripts: none

Files

Manual pages 22

BasketLosses(1)
BermudanSwaption(1)
Bonds(1)
CDS(1)
CVAIRS(1)
CallableBonds(1)
ConvertibleBonds(1)
DiscreteHedging(1)
EquityOption(1)
FRA(1)
FittedBondCurve(1)
Gaussian1dModels(1)
GlobalOptimizer(1)
LatentModel(1)
MarketModels(1)
MulticurveBootstrapping(1)
MultidimIntegral(1)
Replication(1)
Repo(1)
quantlib-benchmark(1)
quantlib-config(1)
quantlib-test-suite(1)

pkg-plist 1472

bin/quantlib-test-suite
bin/quantlib-config
bin/BasketLosses
bin/BermudanSwaption
bin/Bonds
bin/CDS
bin/CVAIRS
bin/CallableBonds
bin/ConvertibleBonds
bin/DiscreteHedging
bin/EquityOption
bin/FRA
bin/FittedBondCurve
bin/Gaussian1dModels
bin/GlobalOptimizer
bin/LatentModel
bin/MarketModels
bin/MulticurveBootstrapping
bin/MultidimIntegral
bin/Replication
bin/Repo
bin/quantlib-benchmark
include/ql/any.hpp
include/ql/auto_link.hpp
include/ql/cashflow.hpp
include/ql/cashflows/all.hpp
include/ql/cashflows/averagebmacoupon.hpp
include/ql/cashflows/capflooredcoupon.hpp
include/ql/cashflows/capflooredinflationcoupon.hpp
include/ql/cashflows/cashflows.hpp
include/ql/cashflows/cashflowvectors.hpp
include/ql/cashflows/cmscoupon.hpp
include/ql/cashflows/conundrumpricer.hpp
include/ql/cashflows/coupon.hpp
include/ql/cashflows/couponpricer.hpp
include/ql/cashflows/cpicoupon.hpp
include/ql/cashflows/cpicouponpricer.hpp
include/ql/cashflows/digitalcmscoupon.hpp
include/ql/cashflows/digitalcoupon.hpp
include/ql/cashflows/digitaliborcoupon.hpp
include/ql/cashflows/dividend.hpp
include/ql/cashflows/duration.hpp
include/ql/cashflows/equitycashflow.hpp
include/ql/cashflows/fixedratecoupon.hpp
include/ql/cashflows/floatingratecoupon.hpp
include/ql/cashflows/iborcoupon.hpp
include/ql/cashflows/indexedcashflow.hpp
include/ql/cashflows/inflationcoupon.hpp
include/ql/cashflows/inflationcouponpricer.hpp
include/ql/cashflows/lineartsrpricer.hpp
include/ql/cashflows/multipleresetscoupon.hpp
include/ql/cashflows/overnightindexedcoupon.hpp
include/ql/cashflows/overnightindexedcouponpricer.hpp
include/ql/cashflows/rangeaccrual.hpp
include/ql/cashflows/rateaveraging.hpp
include/ql/cashflows/replication.hpp
include/ql/cashflows/simplecashflow.hpp
include/ql/cashflows/subperiodcoupon.hpp
include/ql/cashflows/timebasket.hpp
include/ql/cashflows/yoyinflationcoupon.hpp
include/ql/cashflows/zeroinflationcashflow.hpp
include/ql/compounding.hpp
include/ql/config.hpp
include/ql/currencies/africa.hpp
include/ql/currencies/all.hpp
include/ql/currencies/america.hpp
include/ql/currencies/asia.hpp
include/ql/currencies/crypto.hpp
include/ql/currencies/europe.hpp
include/ql/currencies/exchangeratemanager.hpp
include/ql/currencies/oceania.hpp
include/ql/currency.hpp
include/ql/default.hpp
include/ql/discretizedasset.hpp
include/ql/errors.hpp
include/ql/event.hpp
include/ql/exchangerate.hpp
include/ql/exercise.hpp
include/ql/experimental/all.hpp
include/ql/experimental/asian/all.hpp
include/ql/experimental/asian/analytic_cont_geom_av_price_heston.hpp
include/ql/experimental/asian/analytic_discr_geom_av_price_heston.hpp
include/ql/experimental/averageois/all.hpp
include/ql/experimental/averageois/arithmeticaverageois.hpp
include/ql/experimental/averageois/arithmeticoisratehelper.hpp
include/ql/experimental/averageois/averageoiscouponpricer.hpp
include/ql/experimental/averageois/makearithmeticaverageois.hpp
include/ql/experimental/barrieroption/all.hpp
include/ql/experimental/barrieroption/binomialdoublebarrierengine.hpp
include/ql/experimental/barrieroption/discretizeddoublebarrieroption.hpp
include/ql/experimental/barrieroption/mcdoublebarrierengine.hpp
include/ql/experimental/barrieroption/perturbativebarrieroptionengine.hpp
include/ql/experimental/barrieroption/quantodoublebarrieroption.hpp
include/ql/experimental/barrieroption/suowangdoublebarrierengine.hpp
include/ql/experimental/barrieroption/vannavolgabarrierengine.hpp
include/ql/experimental/barrieroption/vannavolgadoublebarrierengine.hpp
include/ql/experimental/barrieroption/vannavolgainterpolation.hpp
include/ql/experimental/basismodels/all.hpp
include/ql/experimental/basismodels/swaptioncfs.hpp
include/ql/experimental/basismodels/tenoroptionletvts.hpp

The first 100 are listed.

distinfo 1

File	Size	SHA256
QuantLib-1.40.tar.gz	9.479616e+06	5d6b971b998b8b47e5694dfc4851e9c8809624ff24c620579efc7fedef9dc149

File

Size

SHA256

QuantLib-1.40.tar.gz

9.479616e+06

5d6b971b998b8b47e5694dfc4851e9c8809624ff24c620579efc7fedef9dc149

Master sites 1

https://github.com/lballabio/QuantLib/releases/download/v1.40/

Commit history 1

Date Commit Credits Log message

2026-08-10 213840c151 Dima Panov */*: bump consumers after devel/boost update

Date	Commit	Credits	Log message
2026-08-10	`213840c151`	Dima Panov	/: bump consumers after devel/boost update