Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("RQuantLib")

0.4.24 by Dirk Eddelbuettel, 3 months ago


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


Report a bug at https://github.com/eddelbuettel/rquantlib/issues


Browse source code at https://github.com/cran/RQuantLib


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


Documentation:   PDF Manual  


GPL (>= 2) license


Imports methods, Rcpp, stats, graphics, zoo

Suggests tinytest, rgl, shiny

Linking to Rcpp

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


Suggested by bizdays, rtsdata.


See at CRAN