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: | 0.4.26 |
| Imports: | methods,Rcpp (≥ 0.11.0), stats, graphics,zoo |
| LinkingTo: | Rcpp |
| Suggests: | tinytest,rgl,shiny |
| Published: | 2025-04-24 |
| 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) fromhttps://quantlib.org, Boost library from https://www.boost.org |
| Materials: | README,NEWS,ChangeLog |
| In views: | Finance |
| CRAN checks: | RQuantLib results |
Documentation:
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