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@@ -0,0 +1 @@ +/RiskQuantLib-0.2.13.tar.gz diff --git a/python-riskquantlib.spec b/python-riskquantlib.spec new file mode 100644 index 0000000..7d0c226 --- /dev/null +++ b/python-riskquantlib.spec @@ -0,0 +1,88 @@ +%global _empty_manifest_terminate_build 0 +Name: python-RiskQuantLib +Version: 0.2.13 +Release: 1 +Summary: RiskQuantLib is a QuantLib derivative to evaluate risk. +License: MIT License +URL: https://riskquantlib-doc.readthedocs.io/en/latest/index.html +Source0: https://mirrors.nju.edu.cn/pypi/web/packages/89/4e/81f986ec11903b946024a612cf53bbf8fee92d94cb25088d67c8ed0ca5ce/RiskQuantLib-0.2.13.tar.gz +BuildArch: noarch + +Requires: python3-numpy +Requires: python3-pandas +Requires: python3-QuantLib +Requires: python3-windget + +%description +# RiskQuantLib
+RiskQuantLib is a derivative of Quantlib, a famous quantitative library of financial engineering. Unlike QuantLib, however, RiskQuantLib is a scaffolding of financial analysis. RiskQuantLib provides default class of financial instruments and allows you to create new classes you want automatically, given the inheritance rules and other information. It also provides automation building tools to add attributes to classes automatically.
+
+You can read the document on https://riskquantlib-doc.readthedocs.io/en/latest/index.html
+ + +%package -n python3-RiskQuantLib +Summary: RiskQuantLib is a QuantLib derivative to evaluate risk. +Provides: python-RiskQuantLib +BuildRequires: python3-devel +BuildRequires: python3-setuptools +BuildRequires: python3-pip +%description -n python3-RiskQuantLib +# RiskQuantLib
+RiskQuantLib is a derivative of Quantlib, a famous quantitative library of financial engineering. Unlike QuantLib, however, RiskQuantLib is a scaffolding of financial analysis. RiskQuantLib provides default class of financial instruments and allows you to create new classes you want automatically, given the inheritance rules and other information. It also provides automation building tools to add attributes to classes automatically.
+
+You can read the document on https://riskquantlib-doc.readthedocs.io/en/latest/index.html
+ + +%package help +Summary: Development documents and examples for RiskQuantLib +Provides: python3-RiskQuantLib-doc +%description help +# RiskQuantLib
+RiskQuantLib is a derivative of Quantlib, a famous quantitative library of financial engineering. Unlike QuantLib, however, RiskQuantLib is a scaffolding of financial analysis. RiskQuantLib provides default class of financial instruments and allows you to create new classes you want automatically, given the inheritance rules and other information. It also provides automation building tools to add attributes to classes automatically.
+
+You can read the document on https://riskquantlib-doc.readthedocs.io/en/latest/index.html
+ + +%prep +%autosetup -n RiskQuantLib-0.2.13 + +%build +%py3_build + +%install +%py3_install +install -d -m755 %{buildroot}/%{_pkgdocdir} +if [ -d doc ]; then cp -arf doc %{buildroot}/%{_pkgdocdir}; fi +if [ -d docs ]; then cp -arf docs %{buildroot}/%{_pkgdocdir}; fi +if [ -d example ]; then cp -arf example %{buildroot}/%{_pkgdocdir}; fi +if [ -d examples ]; then cp -arf examples %{buildroot}/%{_pkgdocdir}; fi +pushd %{buildroot} +if [ -d usr/lib ]; then + find usr/lib -type f -printf "/%h/%f\n" >> filelist.lst +fi +if [ -d usr/lib64 ]; then + find usr/lib64 -type f -printf "/%h/%f\n" >> filelist.lst +fi +if [ -d usr/bin ]; then + find usr/bin -type f -printf "/%h/%f\n" >> filelist.lst +fi +if [ -d usr/sbin ]; then + find usr/sbin -type f -printf "/%h/%f\n" >> filelist.lst +fi +touch doclist.lst +if [ -d usr/share/man ]; then + find usr/share/man -type f -printf "/%h/%f.gz\n" >> doclist.lst +fi +popd +mv %{buildroot}/filelist.lst . +mv %{buildroot}/doclist.lst . + +%files -n python3-RiskQuantLib -f filelist.lst +%dir %{python3_sitelib}/* + +%files help -f doclist.lst +%{_docdir}/* + +%changelog +* Mon May 29 2023 Python_Bot <Python_Bot@openeuler.org> - 0.2.13-1 +- Package Spec generated @@ -0,0 +1 @@ +3182c7d001c164b2cf195a08c790100f RiskQuantLib-0.2.13.tar.gz |