RcppVersion

<code>RcppVersion</code> displays the version of Rcpp/RcppTemplate that was
  used to build this package.

models

The RQuantLib package makes selected parts of QuantLib 
	visible to the R user. Currently some basic option pricing 
	functions are included, as well as fixed-income functions that 
	can be used for interest rate curve construction and Bermuda 
	swaption pricing. Further software contributions are welcome.

	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.

	The Windows binary version is self-contained and does not require 
	a QuantLib (or Boost) installation. This version of RQuantLib for
        Windows was built using QuantLib 0.8.1 and Boost 1.34.0.

	Parts of RQuantLib use the Rcpp R/C++ interface class library.
	See the RcppTemplate package on CRAN for more information on Rcpp.
        .
	Note that while RQuantLib's code is licensed under the GPL (v2 or
	later), QuantLib itself is released under a somewhat less 
        restrictive Open Source license (see QuantLib-License.txt).

RcppVersion: Rcpp Version and License Information

Description

Usage

Arguments

Examples