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.

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 (>= 0.9.0) from http://quantlib.org,
Boost library (>= 1.34.0) from http://www.boost.org

Dirk Eddelbuettel <edd@debian.org> and Khanh Nguyen
<knguyen@cs.umb.edu>
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 utilities such as
business day calendar computations. 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).
QuantLib library (>= 0.9.7) from
http://quantlib.org, Boost library (>= 1.34.0) from
http://www.boost.org