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RQuantLib (version 0.4.1)

R Interface to the 'QuantLib' Library

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.

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Install

install.packages('RQuantLib')

Monthly Downloads

2,398

Version

0.4.1

License

GPL (>= 2)

Last Published

September 11th, 2015

Functions in RQuantLib (0.4.1)