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

install.packages('RQuantLib')

0.4.10

4 months ago

http://dirk.eddelbuettel.com/code/rquantlib.html

Dirk Eddelbuettel

GPL (>= 2)

Depends on

R (>= 2.10.0)

Imports

methods, Rcpp (>= 0.11.0), stats, graphics, zoo

Suggests

rgl, RUnit, shiny

Discussions