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Analyzed about 7 hours ago. based on code collected 1 day ago.

Project Summary

The RQuantLib package makes selected parts of QuantLib visible to the R user. Currently some basic option pricing functions are included, as well as fixed-income functions that can be used for interest rate curve construction and Bermuda swaption pricing. Further software contributions are welcome.

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.

Tags

cplusplus quantlib r

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In a Nutshell, rquantlib...

GNU General Public License v2.0 or later
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These details are provided for information only. No information here is legal advice and should not be used as such.

This Project has No vulnerabilities Reported Against it

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Languages

C++
45%
Autoconf
31%
R
22%
2 Other
2%

30 Day Summary

Feb 26 2024 — Mar 27 2024

12 Month Summary

Mar 27 2023 — Mar 27 2024
  • 53 Commits
    Up + 37 (231%) from previous 12 months
  • 3 Contributors
    Up + 1 (50%) from previous 12 months