Initial feedstock commit with conda-smithy 3.19.0.

Author: conda-forge-admin

conda-forge.yml

@@ -0,0 +1 @@
+{}

recipe/bld.bat

@@ -0,0 +1,11 @@
+
+set QL_DIR=C:\Miniconda\
+
+echo "Overwriting quantlib.hpp"
+copy /y %RECIPE_DIR%\quantlib.hpp %PREFIX%\Library\include\ql\quantlib.hpp
+
+cd Python
+python setup.py build
+python setup.py test
+python setup.py install
+

recipe/build.sh

@@ -0,0 +1,8 @@
+#!/bin/bash
+
+./autogen.sh
+./configure PYTHON CXXFLAGS='-O1'
+make -C Python
+make -C Python check
+make -C Python wheel
+pip install Python/dist/QuantLib-*.whl

recipe/meta.yaml

@@ -0,0 +1,52 @@
+{% set name = "QuantLib-python" %}
+{% set version = "1.26" %}
+{% set sha256 = "2c3107329e44a24754f69a9386382ea065f0c8a752865d2a727a235799df8321" %}
+
+package:
+  name: {{ name|lower }}
+  version: {{ version }}
+
+source:
+  fn: {{ name }}-{{ version }}.tar.gz
+  url: https://github.com/lballabio/QuantLib-SWIG/archive/refs/tags/QuantLib-SWIG-v{{ version }}.tar.gz
+  sha256: {{ sha256 }}
+
+build:
+  number: 0
+  skip: true  # [win]
+
+requirements:
+  build:
+    - {{ compiler('c') }}
+    - {{ compiler('cxx') }}
+    - autoconf  # [unix]
+    - automake  # [unix]
+    - make  # [unix]
+    - swig
+  host:
+    - python
+    - pip
+    - boost-cpp
+    - quantlib =={{ version }}
+
+  run:
+    - python
+    - quantlib
+
+test:
+  imports:
+    - QuantLib
+
+about:
+  home: https://github.com/lballabio/QuantLib
+  license: BSD-3-Clause
+  license_family: BSD
+  license_file: LICENSE.TXT
+  summary: The python wrapper of QuantLib.
+  description: The QuantLib project (https://www.quantlib.org) 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.
+  doc_url: https://www.quantlib.org
+  dev_url: https://github.com/lballabio/QuantLib
+
+extra:
+  recipe-maintainers:
+    - timkpaine

recipe/quantlib.hpp

@@ -0,0 +1,58 @@
+/* This file is automatically generated; do not edit.     */
+/* Add the files to be included into Makefile.am instead. */
+
+#include <ql/qldefines.hpp>
+#include <ql/version.hpp>
+#include <ql/auto_link.hpp>
+
+#include <ql/auto_ptr.hpp>
+#include <ql/cashflow.hpp>
+#include <ql/compounding.hpp>
+#include <ql/currency.hpp>
+#include <ql/default.hpp>
+#include <ql/discretizedasset.hpp>
+#include <ql/errors.hpp>
+#include <ql/exchangerate.hpp>
+#include <ql/exercise.hpp>
+#include <ql/event.hpp>
+#include <ql/functional.hpp>
+#include <ql/grid.hpp>
+#include <ql/handle.hpp>
+#include <ql/index.hpp>
+#include <ql/instrument.hpp>
+#include <ql/interestrate.hpp>
+#include <ql/money.hpp>
+#include <ql/numericalmethod.hpp>
+#include <ql/option.hpp>
+#include <ql/payoff.hpp>
+#include <ql/position.hpp>
+#include <ql/prices.hpp>
+#include <ql/pricingengine.hpp>
+#include <ql/quote.hpp>
+#include <ql/rebatedexercise.hpp>
+#include <ql/settings.hpp>
+#include <ql/shared_ptr.hpp>
+#include <ql/stochasticprocess.hpp>
+#include <ql/termstructure.hpp>
+#include <ql/timegrid.hpp>
+#include <ql/timeseries.hpp>
+#include <ql/tuple.hpp>
+#include <ql/types.hpp>
+#include <ql/volatilitymodel.hpp>
+
+#include <ql/cashflows/all.hpp>
+#include <ql/currencies/all.hpp>
+#include <ql/experimental/all.hpp>
+#include <ql/indexes/all.hpp>
+#include <ql/instruments/all.hpp>
+#include <ql/legacy/all.hpp>
+#include <ql/math/all.hpp>
+#include <ql/methods/all.hpp>
+#include <ql/models/all.hpp>
+#include <ql/patterns/all.hpp>
+#include <ql/pricingengines/all.hpp>
+#include <ql/processes/all.hpp>
+#include <ql/quotes/all.hpp>
+#include <ql/termstructures/all.hpp>
+#include <ql/time/all.hpp>
+#include <ql/utilities/all.hpp>