RQuantLib: R Interface to the 'QuantLib' Library
Version 0.4.3

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 (during 2009-2010), Terry Leitch (2016)
Date of publication2016-08-19 21:38:47
MaintainerDirk Eddelbuettel <[email protected]>
LicenseGPL (>= 2)
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:

Try the RQuantLib package in your browser

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

RQuantLib documentation built on May 29, 2017, 8:45 p.m.