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.
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In a Nutshell, rquantlib...
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has a well established, mature codebase
maintained by a small development team
with stable Y-O-Y commits -
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took an estimated 3 years of effort (COCOMO model)
starting with its first commit in March, 2010
ending with its most recent commit 24 days ago
Quick Reference
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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