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

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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C++
48%
Autoconf
28%
R
24%
2 Other
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30 Day Summary

Jun 25 2016 — Jul 25 2016

12 Month Summary

Jul 25 2015 — Jul 25 2016
  • 122 Commits
    Up + 28 (29%) from previous 12 months
  • 6 Contributors
    Up + 2 (50%) from previous 12 months

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