What is this?
RQuantLib is an R [
http://www.r-project.org ] package to access the
QuantLib [
http://quantlib.org ] libraries for quantitative finance.
What is new?
Minor documentation updates, fixes and corrections were made in release
0.1.1 with a small brown-bag one added for good measure in 0.1.2. The
only new code adds a BarrierOption function.
Maybe more interestingly, Tsvetan Stoyanov reported that he got this
to work on Windows 2000 using the MingW/MSYS toolkit. This might not
be for the faint of heart as you need to be familiar with building
binary R packages on Windows. Still, my hat is off to Tsvetan.
Where do I get it from?
http://dirk.eddelbuettel.com/code/rquantlib.html
The RQuantLib tarball is also on CRAN and its mirrors. QuantLib is
at Sourceforge.
Regards, Dirk
--
Better to have an approximate answer to the right question than a precise
answer to the wrong question. -- John Tukey as quoted by John Chambers
Locked
