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RQuantLib

R interface to the QuantLib library
Dirk Eddelbuettel <edd@debian.org> and Khanh Nguyen <knguyen@cs.umb.edu>
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).
Versions
Package Version Released
RQuantLib 0.3.9 1 year 50 weeks ago
RQuantLib 0.3.8 3 years 10 weeks ago
RQuantLib 0.3.7 3 years 33 weeks ago
RQuantLib 0.3.6 3 years 39 weeks ago
RQuantLib 0.3.5 3 years 51 weeks ago
RQuantLib 0.3.4 4 years 15 weeks ago
RQuantLib 0.3.3 4 years 15 weeks ago
RQuantLib 0.3.2 4 years 44 weeks ago
RQuantLib 0.3.10 1 year 39 weeks ago
RQuantLib 0.3.1 4 years 49 weeks ago
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