RQuantLib: R Interface to the 'QuantLib' Library
Version 0.4.4

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)
Date of publication2017-11-08 09:53:31 UTC
MaintainerDirk Eddelbuettel <[email protected]>
LicenseGPL (>= 2)
Version0.4.4
URL http://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 Nov. 17, 2017, 5:29 a.m.