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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took an estimated 3 years of effort (COCOMO model)
starting with its first commit in March, 2010
ending with its most recent commit 3 days ago
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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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30 Day SummaryJun 15 2026 — Jul 15 2026
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