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, Khanh Nguyen (2009-2010), Terry Leitch (since 2016)
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
Version0.4.20
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")

Try the RQuantLib package in your browser

Any scripts or data that you put into this service are public.

RQuantLib documentation built on Nov. 27, 2023, 1:07 a.m.