The RQuantLib package makes parts of QuantLib visible to
the R user. Currently a number option pricing functions are
included, both vanilla and exotic, as well as a broad range of
fixed-income functions, as well a general calendaring and
holiday utilities. 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.

The Windows binary version is self-contained and does not require a
QuantLib (or Boost) installation.

RQuantLib uses the Rcpp R/C++ interface class library. See the Rcpp
package on CRAN (or R-Forge) for more information on Rcpp.

Note that while RQuantLib's code is licensed under the GPL (v2 or
later), QuantLib itself is released under a somewhat less
restrictive Open Source license (see QuantLib-License.txt).

Dirk Eddelbuettel, Khanh Nguyen (during 2009-2010)
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.
QuantLib library (>= 1.4.0) from
http://quantlib.org, Boost library from http://www.boost.org

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.

Dirk Eddelbuettel, Khanh Nguyen (2009-2010), Terry Leitch (since 2016)
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.
methods, Rcpp (>= 0.11.0), stats, graphics, zoo
QuantLib library (>= 1.14) from
http://quantlib.org, Boost library from http://www.boost.org