RQuantLib (0.4.8)

R Interface to the 'QuantLib' Library.


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 (2009-2010), Terry Leitch (since 2016)

License: GPL (>= 2)

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

Released 10 months ago.