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Project Summary

Analyzed 6 days ago. based on code collected 6 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
29%
R
23%
2 Other
<1%

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30 Day Summary

Jun 18 2016 — Jul 18 2016

12 Month Summary

Jul 18 2015 — Jul 18 2016
  • 101 Commits
    Up + 7 (7%) from previous 12 months
  • 5 Contributors
    Up + 1 (25%) from previous 12 months

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