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RQuantLib  

R Interface to the 'QuantLib' Library
View on CRAN: Click here


Download and install RQuantLib package within the R console
Install from CRAN:
install.packages("RQuantLib")

Install from Github:
library("remotes")
install_github("cran/RQuantLib")

Install by package version:
library("remotes")
install_version("RQuantLib", "0.4.24")



Attach the package and use:
library("RQuantLib")
Maintained by
Dirk Eddelbuettel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2002-02-27
Latest Update: 2024-02-01
Description:
The 'RQuantLib' package makes parts of 'QuantLib' accessible from R 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.
How to cite:
Dirk Eddelbuettel (2002). RQuantLib: R Interface to the 'QuantLib' Library. R package version 0.4.24, https://cran.r-project.org/web/packages/RQuantLib. Accessed 06 Nov. 2024.
Previous versions and publish date:
0.1.0 (2002-02-27 11:49), 0.1.1 (2002-11-12 16:11), 0.1.2 (2002-11-14 16:23), 0.1.3 (2003-02-06 11:02), 0.1.4 (2003-03-26 08:06), 0.1.5 (2003-06-01 12:22), 0.1.6 (2003-08-01 08:14), 0.1.7 (2003-11-29 21:49), 0.1.8 (2004-04-07 09:34), 0.1.9 (2004-05-27 07:01), 0.1.10 (2004-09-13 11:34), 0.1.11 (2004-12-29 20:42), 0.1.12 (2005-04-28 12:53), 0.1.13 (2005-08-07 10:51), 0.2.0 (2005-10-27 11:53), 0.2.1 (2006-01-11 11:19), 0.2.2 (2006-03-31 17:09), 0.2.3 (2006-07-24 10:36), 0.2.4 (2006-08-19 09:48), 0.2.5 (2006-11-09 11:12), 0.2.6 (2007-03-01 18:41), 0.2.7 (2007-07-09 10:59), 0.2.8 (2008-01-08 10:33), 0.2.9 (2008-08-11 08:23), 0.2.10 (2008-12-04 16:45), 0.2.11 (2009-03-04 08:50), 0.3.0 (2009-09-06 08:17), 0.3.1 (2009-12-13 11:19), 0.3.2 (2010-01-15 17:14), 0.3.3 (2010-08-04 09:47), 0.3.4 (2010-08-09 21:31), 0.3.5 (2010-11-30 09:13), 0.3.6 (2011-02-23 18:09), 0.3.7 (2011-04-04 09:38), 0.3.8 (2011-09-12 08:23), 0.3.9 (2012-12-02 18:30), 0.3.10 (2013-02-18 09:12), 0.3.11 (2014-02-03 19:18), 0.3.12 (2014-03-09 16:52), 0.4.0 (2014-12-02 12:18), 0.4.1 (2015-09-11 16:38), 0.4.2 (2015-12-03 16:24), 0.4.3 (2016-08-19 21:38), 0.4.4 (2017-11-08 10:53), 0.4.5 (2018-08-10 18:30), 0.4.6 (2018-11-25 17:10), 0.4.7 (2018-12-10 15:40), 0.4.8 (2019-03-17 19:43), 0.4.9 (2019-05-19 14:10), 0.4.10 (2019-08-07 15:00), 0.4.11 (2020-01-15 07:00), 0.4.12 (2020-04-02 13:50), 0.4.13 (2021-09-03 02:10), 0.4.14 (2021-10-06 15:40), 0.4.15 (2022-01-20 09:12), 0.4.16 (2022-05-05 14:30), 0.4.17 (2022-10-26 02:07), 0.4.18 (2023-05-01 22:40), 0.4.19 (2023-08-07 21:10), 0.4.20 (2023-11-26 19:50), 0.4.21 (2024-02-02 00:50), 0.4.22 (2024-04-25 13:10), 0.4.23 (2024-07-24 04:40)
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