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RQuantLib (version 0.1.5)
R interface to the QuantLib libraries
Description
The RQuantLib packages provides access to (some) of the QuantLib
functions from within R. It is currently limited to some Option
pricing and analysis functions.
The QuantLib project aims to provide a comprehensive software
framework for quantitative finance. The goal is to provide a
standard free/open source library to quantitative analysts and
developers for modeling, trading, and risk management of financial
assets.
You need to have QuantLib installed in order to use RQuantLib.
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Version
Install
install.packages('RQuantLib')
Monthly Downloads
2,046
Version
0.1.5
License
GPL Version 2 or later for RQuantLib; QuantLib itself is released
as Open Source as well
