R interface to the QuantLib library CRAN Task View: Finance (http://CRAN.R-project.org/view=Finance) 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). Software Depends: R (>= 2.10.0), Rcpp (>= 0.8.7) LinkingTo: Rcpp Suggests: rgl, zoo, RUnit Dirk Eddelbuettel <edd@debian.org> Dirk Eddelbuettel <edd@debian.org> and Khanh Nguyen <knguyen@cs.umb.edu> GPL (>= 2) 2011-09-12 application/tgz http://CRAN.R-project.org/package=RQuantLib