RQuantLib (0.4.3)

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R Interface to the 'QuantLib' Library.

http://dirk.eddelbuettel.com/code/rquantlib.html
http://cran.r-project.org/web/packages/RQuantLib

The 'RQuantLib' package makes parts of 'QuantLib' accessible from R 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.

Maintainer: Dirk Eddelbuettel
Author(s): Dirk Eddelbuettel, Khanh Nguyen (during 2009-2010), Terry Leitch (2016)

License: GPL (>= 2)

Uses: Rcpp, zoo, RUnit, rgl, shiny
Reverse suggests: bizdays

Released about 1 year ago.


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Visit RQuantLib on R Graphical Manual.