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.

Version:	0.4.16
Imports:	methods, Rcpp (≥ 0.11.0), stats, graphics, zoo
LinkingTo:	Rcpp
Suggests:	tinytest, rgl, shiny
Published:	2022-05-05
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:	https://github.com/eddelbuettel/rquantlib, https://dirk.eddelbuettel.com/code/rquantlib.html
NeedsCompilation:	yes
SystemRequirements:	QuantLib library (>= 1.14) from https://quantlib.org, Boost library from https://www.boost.org
Materials:	README NEWS ChangeLog
In views:	Finance
CRAN checks:	RQuantLib results

Documentation:

Reference manual:

RQuantLib.pdf

Downloads:

Package source:	RQuantLib_0.4.16.tar.gz
Windows binaries:	r-devel: RQuantLib_0.4.16.zip, r-release: RQuantLib_0.4.16.zip, r-oldrel: RQuantLib_0.4.16.zip
macOS binaries:	r-release (arm64): RQuantLib_0.4.16.tgz, r-oldrel (arm64): RQuantLib_0.4.16.tgz, r-release (x86_64): RQuantLib_0.4.16.tgz, r-oldrel (x86_64): RQuantLib_0.4.16.tgz
Old sources:	RQuantLib archive

Reverse dependencies:

Reverse suggests:

bizdays, rtsdata

Linking:

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