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)
Version0.4.13
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 Sept. 5, 2021, 5:52 p.m.