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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These details are provided for information only. No information here is legal advice and should not be used as such.
30 Day SummaryFeb 26 2024 — Mar 27 2024
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12 Month SummaryMar 27 2023 — Mar 27 2024
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