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.
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Description file content
- Package
- RQuantLib
- Title
- R Interface to the 'QuantLib' Library
- Version
- 0.4.10
- Date
- 2019-08-07
- Maintainer
- Dirk Eddelbuettel
- Author
- Dirk Eddelbuettel, Khanh Nguyen (2009-2010), Terry Leitch (since 2016)
- Description
- 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.
- Depends
- R (>= 2.10.0)
- Suggests
- rgl, RUnit, shiny
- LazyLoad
- true
- Imports
- methods, Rcpp (>= 0.11.0), stats, graphics, zoo
- LinkingTo
- Rcpp
- SystemRequirements
- QuantLib library (>= 1.14) from http://quantlib.org, Boost library from http://www.boost.org
- License
- GPL (>= 2)
- URL
- BugReports
- https://github.com/eddelbuettel/rquantlib/issues
- RoxygenNote
- 6.0.1
- NeedsCompilation
- yes
- Packaged
- 2019-08-07 11:56:19.118258 UTC; edd
- Repository
- CRAN
- Date/Publication
- 2019-08-07 13:00:02 UTC
