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RQuantLib (version 0.3.6)

R interface to the QuantLib library

Description

The RQuantLib package makes parts of QuantLib visible to the R user. Currently a number option pricing functions are included, both vanilla and exotic, as well as a broad range of fixed-income functions. Also included are general calendaring and holiday utilities. 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. RQuantLib uses the Rcpp R/C++ interface class library. See the Rcpp package on CRAN (or R-Forge) 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).

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Version

Install

install.packages('RQuantLib')

Monthly Downloads

2,046

Version

0.3.6

License

GPL (>= 2)

Maintainer

Dirk Eddelbuettel

Last Published

February 23rd, 2011

Functions in RQuantLib (0.3.6)

BondUtilities

Bond parameter conversion utilities
BarrierOption

Barrier Option evaluation using Closed-Form solution
AmericanOption

American Option evaluation using Finite Differences
BinaryOption

Binary Option evaluation using Closed-Form solution
EuropeanOptionImpliedVolatility

Implied Volatility calculation for European Option
Option

Base class for option price evalution
ImpliedVolatility

Base class for option-price implied volatility evalution
CallableBond

CallableBond evaluation
EuropeanOption

European Option evaluation using Closed-Form solution
AsianOption

Asian Option evaluation using Closed-Form solution
FixedRateBond

Fixed-Rate bond pricing
AmericanOptionImpliedVolatility

Implied Volatility calculation for American Option
EuropeanOptionArrays

European Option evaluation using Closed-Form solution
Enum

Documentation for parameters
FloatingRateBond

Floating rate bond pricing
ZeroCouponBond

Zero-Coupon bond pricing
BermudanSwaption

Bermudan swaption valuation using several short-rate models
ConvertibleBond

Convertible Bond evaluation for Fixed, Floating and Zero Coupon
Calendars

Calendar functions from QuantLib
DiscountCurve

Returns the discount curve (with zero rates and forwards) given times
FittedBondCurve

Returns the discount curve (with zero rates and forwards) given set of bonds
BinaryOptionImpliedVolatility

Implied Volatility calculation for Binary Option
Bond

Base class for Bond price evalution