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.

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

RQuantLib use 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).
QuantLib library (>= 0.9.7) from http://quantlib.org,
Boost library (>= 1.34.0) from http://www.boost.org

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.

The Windows binary version is self-contained and does not require
a QuantLib (or Boost) installation. QuantLib and Boost libraries
and header files are needed to build RQuantLib from source.

Parts of RQuantLib use the Rcpp R/C++ interface class library.
See the RcppTemplate package on CRAN for more information on Rcpp.

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.

The Windows binary version is self-contained and does not require
a QuantLib (or Boost) installation. This version of RQuantLib for
Windows was built using QuantLib 0.8.1 and Boost 1.34.0.

Parts of RQuantLib use the Rcpp R/C++ interface class library.
See the RcppTemplate package on CRAN for more information on Rcpp.
QuantLib library (>= 0.8.1) from http://quantlib.org,
Boost library (>= 1.34.0) from http://www.boost.org