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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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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

Oct 17 2018 — Nov 16 2018

12 Month Summary

Nov 16 2017 — Nov 16 2018
  • 29 Commits
    Up + 20 (222%) from previous 12 months
  • 3 Contributors
    Up + 2 (200%) from previous 12 months