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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: 0.4.24
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 ORCID iD [aut, cre], Khanh Nguyen [aut] (2009-2010), Terry Leitch [aut] (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 (>= 1.25) 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_0.4.24.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 dependencies:

Reverse suggests: bizdays, rtsdata

Linking:

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.