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.
- Version0.4.24
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release07/31/2024
Documentation
Team
Dirk Eddelbuettel
MaintainerShow author detailsKhanh Nguyen
Show author detailsRolesAuthorTerry Leitch
Show author detailsRolesAuthor
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Dependencies
- Imports2 packages
- Suggests3 packages
- Linking To1 package
- Reverse Suggests2 packages