Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.3.2
Date: $Date: 2010-01-14 22:09:45 -0600 (Thu, 14 Jan 2010) $
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Author: Dirk Eddelbuettel <edd@debian.org> and Khanh Nguyen
<knguyen@cs.umb.edu>
Description: 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).
Depends: R (>= 2.7.0), Rcpp (>= 0.7.0)
SystemRequirements: QuantLib library (>= 0.9.9) from
http://quantlib.org, Boost library (>= 1.34.0) from
http://www.boost.org
License: GPL (>= 2)
URL: http://quantlib.org
http://dirk.eddelbuettel.com/code/rquantlib.html
Packaged: 2010-01-15 12:40:11 UTC; edd
Repository: CRAN
Date/Publication: 2010-01-15 16:14:52

Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.3.3
Date: $Date: 2010-08-03 22:14:03 -0500 (Tue, 03 Aug 2010) $
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Author: Dirk Eddelbuettel <edd@debian.org> and Khanh Nguyen
<knguyen@cs.umb.edu>
Description: 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).
Depends: R (>= 2.10.0), Rcpp (>= 0.8.4)
LinkingTo: Rcpp
SystemRequirements: QuantLib library (>= 0.9.9) from
http://quantlib.org, Boost library from http://www.boost.org
License: GPL (>= 2)
URL: http://quantlib.org
http://dirk.eddelbuettel.com/code/rquantlib.html
Packaged: 2010-08-04 03:14:45 UTC; edd
Repository: CRAN
Date/Publication: 2010-08-04 07:47:03