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Analyzed 27 days ago. based on code collected 27 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...

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

Oct 21 2017 — Nov 20 2017

12 Month Summary

Nov 20 2016 — Nov 20 2017
  • 12 Commits
    Down -142 (92%) from previous 12 months
  • 2 Contributors
    Down -5 (71%) from previous 12 months