RQuantLib: 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.

Getting started

Package details

AuthorDirk Eddelbuettel [aut, cre] (<https://orcid.org/0000-0001-6419-907X>), Khanh Nguyen [aut] (2009-2010), Terry Leitch [aut] (<https://orcid.org/0000-0003-1706-4070>, since 2016)
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
Version0.4.25
URL https://github.com/eddelbuettel/rquantlib https://dirk.eddelbuettel.com/code/rquantlib.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RQuantLib")

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RQuantLib documentation built on April 3, 2025, 8:52 p.m.