eddelbuettel/rquantlib: R Interface to the 'QuantLib' Library
Version 0.4.5.1

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 <[email protected]>
LicenseGPL (>= 2)
Version0.4.5.1
URL http://dirk.eddelbuettel.com/code/rquantlib.html
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("eddelbuettel/rquantlib")
eddelbuettel/rquantlib documentation built on Sept. 1, 2018, 1:16 a.m.