R Interface to the 'QuantLib' Library [R package RQuantLib version 0.4.26]

RQuantLib: R Interface to the 'QuantLib' Library

The 'RQuantLib' package makes parts of 'QuantLib' accessible from R 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.

Version: 0.4.26

Imports: methods, Rcpp (≥ 0.11.0), stats, graphics, zoo

LinkingTo: Rcpp

Suggests: tinytest, rgl, shiny

Published: 2025年04月24日

DOI: 10.32614/CRAN.package.RQuantLib

Author: Dirk Eddelbuettel ORCID iD [aut, cre], Khanh Nguyen [aut] (2009-2010), Terry Leitch ORCID iD [aut] (since 2016)

Maintainer: Dirk Eddelbuettel <edd at debian.org>

BugReports: https://github.com/eddelbuettel/rquantlib/issues

License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]

URL: https://github.com/eddelbuettel/rquantlib, https://dirk.eddelbuettel.com/code/rquantlib.html

NeedsCompilation: yes

SystemRequirements: QuantLib library (>= 1.25) from https://quantlib.org, Boost library from https://www.boost.org

Materials: README, NEWS, ChangeLog

In views: Finance

CRAN checks: RQuantLib results

Documentation:

Reference manual: RQuantLib.html , RQuantLib.pdf

Downloads:

Package source: RQuantLib_0.4.26.tar.gz

Windows binaries: r-devel: RQuantLib_0.4.26.zip, r-release: RQuantLib_0.4.26.zip, r-oldrel: RQuantLib_0.4.26.zip

macOS binaries: r-release (arm64): RQuantLib_0.4.26.tgz, r-oldrel (arm64): RQuantLib_0.4.26.tgz, r-release (x86_64): RQuantLib_0.4.26.tgz, r-oldrel (x86_64): RQuantLib_0.4.26.tgz

Old sources: RQuantLib archive

Reverse dependencies:

Reverse suggests: bizdays, rtsdata

Linking:

Please use the canonical form https://CRAN.R-project.org/package=RQuantLib to link to this page.