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Analyzed about 2 hours ago. based on code collected about 2 hours 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.

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cplusplus quantlib r

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In a Nutshell, rquantlib...

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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Languages

Languages?height=75&width=75
C++
48%
Autoconf
27%
R
24%
2 Other
1%

30 Day Summary

Aug 24 2017 — Sep 23 2017

12 Month Summary

Sep 23 2016 — Sep 23 2017
  • 24 Commits
    Down -124 (83%) from previous 12 months
  • 3 Contributors
    Down -3 (50%) from previous 12 months