Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.2.9
Date: $Date: 2008-08-08 09:52:49 -0500 (Fri, 08 Aug 2008) $
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. 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).
Depends: R (>= 2.5.0)
SystemRequirements: QuantLib library (>= 0.9.0) 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: Sat Aug  9 09:50:42 2008; edd

Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.3.0
Date: $Date: 2009-09-05 20:55:21 -0500 (Sat, 05 Sep 2009) $
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 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).
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: 2009-09-06 02:02:01 UTC; edd
Repository: CRAN
Date/Publication: 2009-09-06 06:16:58