CRAN/E | RQuantLib

RQuantLib

R Interface to the 'QuantLib' Library

Installation

About

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.

github.com/eddelbuettel/rquantlib
dirk.eddelbuettel.com/code/rquantlib.html
System requirements QuantLib library (>= 1.14) from https://quantlib.org, Boost library from https://www.boost.org
Bug report File report

Key Metrics

Version 0.4.22
Published 2024-04-25 2 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks RQuantLib results

Downloads

Yesterday 178 0%
Last 7 days 508 -18%
Last 30 days 2.100 -20%
Last 90 days 7.497 +11%
Last 365 days 28.597 +12%

Maintainer

Maintainer

Dirk Eddelbuettel

edd@debian.org

Authors

Dirk Eddelbuettel
Khanh Nguyen

(2009-2010)

Terry Leitch

(since 2016)

Material

README
NEWS
ChangeLog
Reference manual
Package source

In Views

Finance

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

RQuantLib archive

Imports

methods
Rcpp ≥ 0.11.0
stats
graphics
zoo

Suggests

tinytest
rgl
shiny

LinkingTo

Rcpp

Reverse Suggests

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