hasquant.cabal

cabal-version: 2.2

-- This file has been generated from package.yaml by hpack version 0.39.6.
--
-- see: https://github.com/sol/hpack

name:           hasquant
version:        0.5.0.0
synopsis:       Bindings to QuantLib
description:    Bindings to the QuantLib library.
category:       Finance
homepage:       https://github.com/khorser/hasquant#readme
bug-reports:    https://github.com/khorser/hasquant/issues
maintainer:     Sergei Khorev <sergey.khorev@gmail.com>
copyright:      (c) 2012-2026 Sergei Khorev
license:        BSD-3-Clause
license-file:   LICENSE
build-type:     Simple
tested-with:
    GHC == 8.10.6
  , GHC == 9.10.3
extra-source-files:
    cbits/ql.h
    cbits/qlaux.h
    cbits/qlEnumC2HS.h
    cbits/qlEnumObjects.h
    cbits/qlInstrument.h
    cbits/qlMisc.h
    cbits/qlPricingEngine.h
    cbits/qlPricingEngineAux.h
    cbits/qlTermStructure.h
    cbits/qlTermStructureAux.h
    cbits/qlTypesC2HS.h

source-repository head
  type: git
  location: https://github.com/khorser/hasquant

flag buildExample
  manual: True
  default: False

flag trackAllocations
  manual: True
  default: False

flag usePkgConfig
  manual: True
  default: True

library
  exposed-modules:
      QuantLib.Type
      QuantLib.Math
      QuantLib.Currency
      QuantLib.Time.Date
      QuantLib.Time.Calendar
      QuantLib.Time.Schedule
      QuantLib.Settings
      QuantLib.InterestRate
      QuantLib.Index
      QuantLib.Instrument
      QuantLib.Quote
      QuantLib.Method
      QuantLib.CashFlow
      QuantLib.TermStructure
      QuantLib.TermStructure.Yield
      QuantLib.TermStructure.Inflation
      QuantLib.TermStructure.Credit
      QuantLib.TermStructure.Volatility
      QuantLib.Index.InterestRate
      QuantLib.Index.Inflation
      QuantLib.Index.Equity
      QuantLib.Instrument.Bond
      QuantLib.Instrument.CapFloor
      QuantLib.Instrument.Forward
      QuantLib.Process
      QuantLib.Instrument.Option
      QuantLib.Model
      QuantLib.Instrument.Credit
      QuantLib.Instrument.Swap
      QuantLib.PricingEngine
      QuantLib.Syntax
  other-modules:
      QuantLib.Internal
      QuantLib.Internal.Enum
      QuantLib.Internal.Syntax
      QuantLib.Internal.CalendarEnum
      QuantLib.Internal.Type
  ghc-options: -Wall -Wredundant-constraints -Wmissing-exported-signatures -Widentities
  cxx-options: -Wall -Wextra -pedantic -std=c++17
  include-dirs:
      cbits
  cxx-sources:
      cbits/qlInstrument.cpp
      cbits/qlMisc.cpp
      cbits/qlPricingEngine.cpp
      cbits/qlPricingEngineAux.cpp
      cbits/qlTermStructure.cpp
      cbits/qlTermStructureAux.cpp
  build-depends:
      base >=4.14 && <5.0
    , template-haskell
    , time
    , transformers
    , vector
  default-language: Haskell2010
  if flag(trackAllocations)
    ghc-options: -g3
  if !os(windows)
    extra-libraries:
        stdc++
  if flag(trackAllocations) && os(osx)
    cxx-options: -DQLTRACK_ALLOCATIONS="/dev/fd/2"
  if flag(trackAllocations) && os(linux)
    cxx-options: -DQLTRACK_ALLOCATIONS="/proc/self/fd/2"
  if impl(ghc < 8.10)
    cpp-options: -P
  if flag(usePkgConfig) && !os(windows)
    pkgconfig-depends:
        quantlib >= 1.43
  else
    extra-libraries:
        QuantLib
  if os(osx)
    cxx-options: -isystem/opt/homebrew/opt/quantlib/include -isystem/opt/homebrew/include
    include-dirs:
        /opt/homebrew/include
  build-tool-depends: c2hs:c2hs

executable hasquant_example
  main-is: QuantLib/MainExample.hs
  other-modules:
      QuantLib.Example.BermudanSwaption
      QuantLib.Example.Bond
      QuantLib.Example.CallableBond
      QuantLib.Example.CDS
      QuantLib.Example.ConvertibleBond
      QuantLib.Example.CVAIRS
      QuantLib.Example.EquityOption
      QuantLib.Example.EquityTotalReturnSwap
      QuantLib.Example.FittedBondCurve
      QuantLib.Example.FRA
      QuantLib.Example.FxForward
      QuantLib.Example.InflationCurve
      QuantLib.Example.InflationInstruments
      QuantLib.Example.MulticurveBootstrapping
      QuantLib.Example.Replication
      QuantLib.Example.Repo
      QuantLib.Example.ShortRateModels
      QuantLib.Example.Swap
      QuantLib.Example.SyntaxHelpers
      QuantLib.Example.TARF
      Paths_hasquant
  autogen-modules:
      Paths_hasquant
  hs-source-dirs:
      test
      main/exe
  ghc-options: -Wall -Wredundant-constraints -Wmissing-exported-signatures -Widentities
  build-depends:
      base >=4.14 && <5.0
    , hasquant
    , time
  default-language: Haskell2010
  if flag(trackAllocations)
    ghc-options: -g3
  if flag(buildExample)
    buildable: True
  else
    buildable: False

test-suite hasquant_test
  type: exitcode-stdio-1.0
  main-is: QuantLib/MainTest.hs
  other-modules:
      QuantLib.Example.BermudanSwaption
      QuantLib.Example.Bond
      QuantLib.Example.CallableBond
      QuantLib.Example.CDS
      QuantLib.Example.ConvertibleBond
      QuantLib.Example.CVAIRS
      QuantLib.Example.EquityOption
      QuantLib.Example.EquityTotalReturnSwap
      QuantLib.Example.FittedBondCurve
      QuantLib.Example.FRA
      QuantLib.Example.FxForward
      QuantLib.Example.InflationCurve
      QuantLib.Example.InflationInstruments
      QuantLib.Example.MulticurveBootstrapping
      QuantLib.Example.Replication
      QuantLib.Example.Repo
      QuantLib.Example.ShortRateModels
      QuantLib.Example.Swap
      QuantLib.Example.SyntaxHelpers
      QuantLib.Example.TARF
      QuantLib.Spec.Calendars
      QuantLib.Spec.CurrencyAndDayCounter
      QuantLib.Spec.DatesAndSchedule
      QuantLib.Spec.Examples
      QuantLib.Spec.Helpers
      QuantLib.Spec.InterestRateAndCashFlow
      QuantLib.Spec.Syntax
      QuantLib.Spec.TermStructure
      Paths_hasquant
  autogen-modules:
      Paths_hasquant
  hs-source-dirs:
      test
      main/test
  ghc-options: -Wall -Wredundant-constraints -Wmissing-exported-signatures -Widentities
  build-depends:
      HUnit
    , QuickCheck
    , base >=4.14 && <5.0
    , hasquant
    , hspec
    , time
  default-language: Haskell2010
  if flag(trackAllocations)
    ghc-options: -g3