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DESCRIPTION
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DESCRIPTION
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Package: RQuantLib
Title: R Interface to the 'QuantLib' Library
Version: 0.4.18
Date: 2023-05-01
Maintainer: Dirk Eddelbuettel <[email protected]>
Author: Dirk Eddelbuettel, Khanh Nguyen (2009-2010), Terry Leitch (since 2016)
Description: The 'RQuantLib' package makes parts of 'QuantLib' accessible from R
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.
Suggests: tinytest, rgl, shiny
Imports: methods, Rcpp (>= 0.11.0), stats, graphics, zoo
LinkingTo: Rcpp
SystemRequirements: QuantLib library (>= 1.14) from https://quantlib.org,
Boost library from https://www.boost.org
License: GPL (>= 2)
URL: https://github.com/eddelbuettel/rquantlib, https://dirk.eddelbuettel.com/code/rquantlib.html
BugReports: https://github.com/eddelbuettel/rquantlib/issues
RoxygenNote: 6.0.1
LazyLoad: true