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 |