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: | 0.4.4 |
Depends: | R (≥ 2.10.0) |
Imports: | methods, Rcpp (≥ 0.11.0), stats, graphics, zoo |
LinkingTo: | Rcpp |
Suggests: | rgl, RUnit, shiny |
OS_type: | unix |
Published: | 2017-11-08 |
Author: | Dirk Eddelbuettel, Khanh Nguyen (2009-2010), Terry Leitch (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: | http://dirk.eddelbuettel.com/code/rquantlib.html |
NeedsCompilation: | yes |
SystemRequirements: | QuantLib library (>= 1.8.0) 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_0.4.4.tar.gz |
Windows binaries: | r-devel: not available, r-release: RQuantLib_0.4.2.zip, r-oldrel: RQuantLib_0.4.2.zip |
OS X El Capitan binaries: | r-release: not available |
OS X Mavericks binaries: | r-oldrel: not available |
Old sources: | RQuantLib archive |
Reverse suggests: | bizdays |
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