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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: | 0.4.22 |
| Imports: | methods, Rcpp (≥ 0.11.0), stats, graphics, zoo |
| LinkingTo: | Rcpp |
| Suggests: | tinytest, rgl, shiny |
| Published: | 2024-04-25 |
| 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: | https://github.com/eddelbuettel/rquantlib, https://dirk.eddelbuettel.com/code/rquantlib.html |
| NeedsCompilation: | yes |
| SystemRequirements: | QuantLib library (>= 1.14) from https://quantlib.org, Boost library from https://www.boost.org |
| Materials: | README NEWS ChangeLog |
| In views: | Finance |
| CRAN checks: | RQuantLib results |
| Reference manual: | RQuantLib.pdf |
| Package source: | RQuantLib_0.4.22.tar.gz |
| Windows binaries: | r-devel: RQuantLib_0.4.22.zip, r-release: RQuantLib_0.4.22.zip, r-oldrel: RQuantLib_0.4.22.zip |
| macOS binaries: | r-release (arm64): RQuantLib_0.4.22.tgz, r-oldrel (arm64): RQuantLib_0.4.22.tgz, r-release (x86_64): RQuantLib_0.4.22.tgz, r-oldrel (x86_64): RQuantLib_0.4.22.tgz |
| Old sources: | RQuantLib archive |
| Reverse suggests: | bizdays, rtsdata |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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