The RQuantLib packages provides access to (some) of the QuantLib
functions from within R. It is currently limited to some Option
pricing and analysis functions.
The QuantLib project aims to provide a comprehensive software
framework for quantitative finance. The goal is to provide a
standard free/open source library to quantitative analysts and
developers for modeling, trading, and risk management of financial
assets.
You need to have QuantLib installed in order to use RQuantLib.

Dirk Eddelbuettel <edd@debian.org> and Dominick Samperi
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.
GPL Version 2 or later for RQuantLib; QuantLib itself is released
under an Open Source license as well (see QuantLib-License.txt).

Dirk Eddelbuettel <edd@debian.org> with contributions from Dominick Samperi
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.
The code and documentation for Rcpp can be found in the Rcpp
demo package (named Rcpp) on CRAN.