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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: | 0.4.24 |
Imports: | methods, Rcpp (≥ 0.11.0), stats, graphics, zoo |
LinkingTo: | Rcpp |
Suggests: | tinytest, rgl, shiny |
Published: | 2024-07-31 |
DOI: | 10.32614/CRAN.package.RQuantLib |
Author: | Dirk Eddelbuettel |
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 (>= 1.25) from https://quantlib.org, Boost library from https://www.boost.org |
Materials: | README NEWS ChangeLog |
In views: | Finance |
CRAN checks: | RQuantLib results |
Reference manual: | RQuantLib.pdf |
Package source: | RQuantLib_0.4.24.tar.gz |
Windows binaries: | r-devel: RQuantLib_0.4.24.zip, r-release: RQuantLib_0.4.24.zip, r-oldrel: RQuantLib_0.4.24.zip |
macOS binaries: | r-release (arm64): RQuantLib_0.4.24.tgz, r-oldrel (arm64): RQuantLib_0.4.24.tgz, r-release (x86_64): RQuantLib_0.4.24.tgz, r-oldrel (x86_64): RQuantLib_0.4.24.tgz |
Old sources: | RQuantLib archive |
Reverse suggests: | bizdays, rtsdata |
Please use the canonical form https://CRAN.R-project.org/package=RQuantLib to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.