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: 0.4.8
Depends: R (≥ 2.10.0)
Imports: methods, Rcpp (≥ 0.11.0), stats, graphics, zoo
LinkingTo: Rcpp
Suggests: rgl, RUnit, shiny
Published: 2019-03-17
Author: Dirk Eddelbuettel, Khanh Nguyen (2009-2010), Terry Leitch (since 2016)
Maintainer: Dirk Eddelbuettel <edd at debian.org>
BugReports: https://github.com/eddelbuettel/rquantlib/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://dirk.eddelbuettel.com/code/rquantlib.html
NeedsCompilation: yes
SystemRequirements: QuantLib library (>= 1.14) 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_0.4.8.tar.gz
Windows binaries: r-devel: RQuantLib_0.4.8.zip, r-release: RQuantLib_0.4.8.zip, r-oldrel: RQuantLib_0.4.8.zip
OS X binaries: r-release: RQuantLib_0.4.8.tgz, r-oldrel: RQuantLib_0.4.8.tgz
Old sources: RQuantLib archive

Reverse dependencies:

Reverse suggests: bizdays, rtsdata


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