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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: |
0.4.24 |
| Imports: |
methods, Rcpp (≥ 0.11.0), stats, graphics, zoo |
| LinkingTo: |
Rcpp |
| Suggests: |
tinytest, rgl, shiny |
| Published: |
2024-07-31 |
| DOI: |
10.32614/CRAN.package.RQuantLib |
| Author: |
Dirk Eddelbuettel 
[aut, cre],
Khanh Nguyen [aut] (2009-2010),
Terry Leitch [aut] (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 (>= 1.25) from
https://quantlib.org, Boost library from https://www.boost.org |
| Materials: |
README NEWS ChangeLog |
| In views: |
Finance |
| CRAN checks: |
RQuantLib results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=RQuantLib
to link to this page.
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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