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Analyzed 3 days ago. based on code collected 3 days 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.

Tags

cplusplus quantlib r

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In a Nutshell, rquantlib...

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

Jun 22 2017 — Jul 22 2017

12 Month Summary

Jul 22 2016 — Jul 22 2017
  • 50 Commits
    Down -69 (57%) from previous 12 months
  • 5 Contributors
    Down -1 (16%) from previous 12 months