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: | 0.4.2 |
| Depends: | R (≥ 2.10.0) |
| Imports: | methods, Rcpp (≥ 0.11.0), stats, graphics |
| LinkingTo: | Rcpp |
| Suggests: | rgl, zoo, RUnit, shiny |
| Published: | 2015-12-03 |
| Author: | Dirk Eddelbuettel, Khanh Nguyen (during 2009-2010) |
| Maintainer: | Dirk Eddelbuettel <edd at debian.org> |
| BugReports: | NA |
| 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_0.4.2.tar.gz |
| Windows binaries: | r-devel: RQuantLib_0.4.2.zip, r-release: RQuantLib_0.4.2.zip, r-oldrel: RQuantLib_0.4.2.zip |
| OS X Mavericks binaries: | r-release: not available, r-oldrel: not available |
| Old sources: | RQuantLib archive |