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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
Browse package contents
Package details |
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| Author | Dirk Eddelbuettel [aut, cre] (ORCID: <https://orcid.org/0000-0001-6419-907X>), Khanh Nguyen [aut] (2009-2010), Terry Leitch [aut] (ORCID: <https://orcid.org/0000-0003-1706-4070>, since 2016) |
| Maintainer | Dirk Eddelbuettel <edd@debian.org> |
| License | GPL (>= 2) |
| Version | 0.4.28 |
| URL | https://github.com/eddelbuettel/rquantlib https://dirk.eddelbuettel.com/code/rquantlib.html |
| Package repository | View on CRAN |
| Installation |
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