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R interface to the QuantLib library
Dirk Eddelbuettel <> and Khanh Nguyen <>
GPL (>= 2)
The RQuantLib package makes parts of QuantLib visible to the R user. Currently a number option pricing functions are included, both vanilla and exotic, as well as a broad range of fixed-income functions. Also included are general calendaring and holiday utilities. Further software contributions are welcome. . The QuantLib project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, and risk management of financial assets. . The Windows binary version is self-contained and does not require a QuantLib (or Boost) installation. . RQuantLib uses the Rcpp R/C++ interface class library. See the Rcpp package on CRAN (or R-Forge) for more information on Rcpp. . Note that while RQuantLib's code is licensed under the GPL (v2 or later), QuantLib itself is released under a somewhat less restrictive Open Source license (see QuantLib-License.txt).
Package Version Released
RQuantLib 0.3.9 2 years 51 weeks ago
RQuantLib 0.3.8 4 years 11 weeks ago
RQuantLib 0.3.7 4 years 34 weeks ago
RQuantLib 0.3.6 4 years 39 weeks ago
RQuantLib 0.3.5 4 years 52 weeks ago
RQuantLib 0.3.4 5 years 16 weeks ago
RQuantLib 0.3.3 5 years 16 weeks ago
RQuantLib 0.3.2 5 years 45 weeks ago
RQuantLib 0.3.10 2 years 40 weeks ago
RQuantLib 0.3.1 5 years 50 weeks ago
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