Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.2.11
Date: $Date: 2009-03-03 19:47:47 -0600 (Tue, 03 Mar 2009) $
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Author: Dirk Eddelbuettel <edd@debian.org>
Description: 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).
Depends: R (>= 2.7.0), Rcpp (>= 0.6.4)
SystemRequirements: QuantLib library (>= 0.9.7) 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: Tue Mar  3 19:49:50 2009; edd

Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.2.2
Date: $Date: 2006/03/29 04:20:51 $
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Author: Dirk Eddelbuettel <edd@debian.org> with contributions from Dominick Samperi
Description: 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.
Depends: R (>= 2.2.0)
SystemRequirements: QuantLib library from http://quantlib.org, Boost library
from http://www.boost.org
License: GPL Version 2 or later for RQuantLib; QuantLib itself is released
under an Open Source license as well (see QuantLib-License.txt).
URL: http://quantlib.org http://dirk.eddelbuettel.com/code/rquantlib.html
Packaged: Thu Mar 30 20:43:54 2006; edd