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.

Version: 0.4.0
Depends: R (≥ 2.10.0)
Imports: methods, Rcpp (≥ 0.11.0)
LinkingTo: Rcpp
Suggests: rgl, zoo, RUnit
Published: 2014-12-02
Author: Dirk Eddelbuettel, Khanh Nguyen (during 2009-2010)
Maintainer: Dirk Eddelbuettel <edd at debian.org>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://quantlib.org http://dirk.eddelbuettel.com/code/rquantlib.html
NeedsCompilation: yes
SystemRequirements: QuantLib library (>= 1.4.0) from http://quantlib.org, Boost library from http://www.boost.org
Materials: README NEWS ChangeLog
In views: Finance
CRAN checks: RQuantLib results


Reference manual: RQuantLib.pdf
Package source: RQuantLib_0.4.0.tar.gz
Windows binaries: r-devel: RQuantLib_0.4.0.zip, r-release: RQuantLib_0.4.0.zip, r-oldrel: RQuantLib_0.4.0.zip
OS X Snow Leopard binaries: r-release: RQuantLib_0.3.12.tgz, r-oldrel: RQuantLib_0.3.12.tgz
OS X Mavericks binaries: r-release: not available
Old sources: RQuantLib archive