RQuantLib (0.3.0)
R interface to the QuantLib library.
http://quantlib.org http://dirk.eddelbuettel.com/code/rquantlib.html
http://cran.r-project.org/web/packages/RQuantLib
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, as well a general utilities such as business day calendar computations. 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).
Maintainer:
Dirk Eddelbuettel
Author(s): Dirk Eddelbuettel <edd@debian.org> and Khanh Nguyen <knguyen@cs.umb.edu>
License: GPL (>= 2)
Uses: Rcpp
Released over 3 years ago.
