RQuantLib
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R Interface to the 'QuantLib' Library
Last update: 1 February 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.4.17, 0.4.18, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.1.6, 0.1.7, 0.1.8, 0.1.9, 0.1.10, 0.1.11, 0.1.12, 0.1.13, 0.2.0, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.2.5, 0.2.6, 0.2.7, 0.2.8, 0.2.9, 0.2.10, 0.2.11, 0.3.0, 0.3.1, 0.3.2, 0.3.3, 0.3.4, 0.3.5, 0.3.6, 0.3.7, 0.3.8, 0.3.9, 0.3.10, 0.3.11, 0.3.12, 0.4.0, 0.4.1, 0.4.2, 0.4.3, 0.4.4, 0.4.5, 0.4.6, 0.4.7, 0.4.8, 0.4.9, 0.4.10, 0.4.11, 0.4.12, 0.4.13, 0.4.14, 0.4.15, 0.4.16, 0.4.19, 0.4.20, 0.4.21
Source code repository: https://github.com/cran/RQuantLib
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.
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This page was built for software: RQuantLib