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.

Documentation

Manual: RQuantLib.pdf
Vignette: None available.

Maintainer: Dirk Eddelbuettel <edd at debian.org>

Author(s): Dirk Eddelbuettel, Khanh Nguyen (during 2009-2010), Terry Leitch (2016)

Install package and any missing dependencies by running this line in your R console:

install.packages("RQuantLib")

Depends R (>= 2.10.0)
Imports methods, Rcpp(>=0.11.0), stats, graphics, zoo
Suggests rgl, RUnit, shiny
Enhances
Linking to Rcpp
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Package RQuantLib
Materials
URL http://dirk.eddelbuettel.com/code/rquantlib.html
Task Views Finance
Version 0.4.3
Published 2016-08-19
License GPL (>= 2)
BugReports https://github.com/eddelbuettel/rquantlib/issues
SystemRequirements QuantLib library (>= 1.7.0) from http://quantlib.org, Boost library from http://www.boost.org
NeedsCompilation yes
Citation
CRAN checks RQuantLib check results
Package source RQuantLib_0.4.3.tar.gz