rquantlib

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Analyzed about 1 hour 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.

Badges

In a Nutshell, rquantlib...

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has had 724 commits made by 18 contributors
representing 13,471 lines of code
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is mostly written in C++
with a low number of source code comments
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has a well established, mature codebase
maintained by one developer
with decreasing 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 12 days ago

Quick Reference

Project Links:

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Code Locations:

https://github.com/eddelbuettel/...

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Managers:

Dirk Eddelbuettel

Licenses

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.

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This Project has No vulnerabilities Reported Against it

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