eddelbuettel/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, Khanh Nguyen (2009-2010), Terry Leitch (since 2016) |
| Maintainer | Dirk Eddelbuettel <edd@debian.org> |
| License | GPL (>= 2) |
| Version | 0.4.21.2 |
| URL | https://github.com/eddelbuettel/rquantlib https://dirk.eddelbuettel.com/code/rquantlib.html |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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