QuantLib library (>= 0.9.9) from
http://quantlib.org, Boost library (>= 1.34.0) from
http://www.boost.org

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. Also included are 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).
QuantLib library (>= 0.9.9) from
http://quantlib.org, Boost library 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. Also included
are 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).