RQuantLib: R Interface to the 'QuantLib' Library (original) (raw)
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 |
| 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 |
| In views: | Finance |
| CRAN checks: | RQuantLib results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=RQuantLibto link to this page.