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%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.aliyun.com/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
* Fri Jun 09 2023 Python_Bot <Python_Bot@openeuler.org> - 0.2.13-1
- Package Spec generated
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