libraries/QuantLib: Updated for version 0.9.7

4 files changed, 9 insertions, 27 deletions

diff --git a/libraries/QuantLib/QuantLib.SlackBuild b/libraries/QuantLib/QuantLib.SlackBuild
index 5ff71c7014..bc1fb83196 100644
--- a/libraries/QuantLib/QuantLib.SlackBuild
+++ b/libraries/QuantLib/QuantLib.SlackBuild
@@ -1,11 +1,9 @@
 #!/bin/sh
-
 # Slackware build script for QuantLib
-
 # Written by Aleksandar Samardzic <asamardzic@gmail.com>
 
 PRGNAM=QuantLib
-VERSION=${VERSION:-0.9.0}
+VERSION=${VERSION:-0.9.7}
 ARCH=${ARCH:-i486}
 BUILD=${BUILD:-1}
 TAG=${TAG:-_SBo}
@@ -63,8 +61,8 @@ make install DESTDIR=$PKG
 )
 
 mkdir -p $PKG/usr/doc/$PRGNAM-$VERSION
-cp -a Announce.txt Authors.txt ChangeLog.txt Contributors.txt LICENSE.TXT \
-  Readme.txt $PKG/usr/doc/$PRGNAM-$VERSION
+cp -a Announce.txt Authors.txt ChangeLog.txt Contributors.txt LICENSE.TXT News.txt Readme.txt \
+    $PKG/usr/doc/$PRGNAM-$VERSION
 cat $CWD/$PRGNAM.SlackBuild > $PKG/usr/doc/$PRGNAM-$VERSION/$PRGNAM.SlackBuild
 
 mkdir -p $PKG/install
diff --git a/libraries/QuantLib/QuantLib.info b/libraries/QuantLib/QuantLib.info
index cc5ed2341c..fe933a8a21 100644
--- a/libraries/QuantLib/QuantLib.info
+++ b/libraries/QuantLib/QuantLib.info
@@ -1,8 +1,8 @@
 PRGNAM="QuantLib"
-VERSION="0.9.0"
+VERSION="0.9.7"
 HOMEPAGE="http://www.quantlib.org/"
-DOWNLOAD="http://downloads.sourceforge.net/quantlib/QuantLib-0.9.0.tar.gz"
-MD5SUM="d59b7e4f9580256fe295a3a32c3eed8e"
+DOWNLOAD="http://downloads.sourceforge.net/quantlib/QuantLib-0.9.7.tar.gz"
+MD5SUM="4add05ae7af8bc7bb4f0477c083eb99c"
 MAINTAINER="Aleksandar Samardzic"
 EMAIL="asamardzic@gmail.com"
-APPROVED="rworkman"
+APPROVED="dsomero"
diff --git a/libraries/QuantLib/README b/libraries/QuantLib/README
index d5b0e2abbe..4174b63fe5 100644
--- a/libraries/QuantLib/README
+++ b/libraries/QuantLib/README
@@ -2,20 +2,4 @@ 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 Python, Ruby, and Scheme. An
-initial Excel add-in is also available. There are ports to the .NET
-framework in C# (http://www.quantlib.net" and
-http://www.capetools.net/). Bindings to other languages (including
-Java), and porting to ddd, Matlab/Octave, S-PLUS/R, Mathematica,
-COM/CORBA/SOAP architectures, FpML, are under consideration. See the
-extensions page for details.
-
-Appreciated by quantitative analysts and developers, it is intended
-for academics and practitioners alike, eventually promoting a stronger
-interaction between them. QuantLib offers tools that are useful both
-for practical implementation and for advanced modeling, with features
-such as market conventions, yield curve models, solvers, PDEs, Monte
-Carlo (low-discrepancy included), exotic options, VAR, and so on.
-
 QuantLib requires Boost, which is also available from SlackBuilds.org.
diff --git a/libraries/QuantLib/slack-desc b/libraries/QuantLib/slack-desc
index fad521ee30..d27f2d5949 100644
--- a/libraries/QuantLib/slack-desc
+++ b/libraries/QuantLib/slack-desc
@@ -6,11 +6,11 @@
 # customary to leave one space after the ':'.
 
         |-----handy-ruler----------------------------------------------------|
-QuantLib: QuantLib is quantitative finace C++ library
+QuantLib: QuantLib (a quantitative finace C++ library)
 QuantLib:
 QuantLib: The QuantLib project is aimed at providing a comprehensive
 QuantLib: software framework for quantitative finance. QuantLib is a
-QuantLib: free/open-source library for modeling, trading, and risk
+QuantLib: free open-source library for modeling, trading, and risk
 QuantLib: management in real-life.
 QuantLib: 
 QuantLib: Homepage: http://www.quantlib.org/