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 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 4 months 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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30 Day SummaryDec 31 2025 — Jan 30 2026
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12 Month SummaryJan 30 2025 — Jan 30 2026
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