A new release (now at version 0.3.3) of RQuantLib
is now on CRAN
combines (some of) the quantitative analytics of QuantLib
with the R
statistical computing environment and language.
Many of the changes in this new version are internal. The code was re-written using the new Rcpp API throughout, and the build system was
further simplified using the LinkingTo: mechanism. The arithmetic average-price asian option pricer
was added. A few other code updates were made as well.
Full changelog details, examples and more details about this package are at
my RQuantLib page.
offers daily e-mail updates
news and tutorials
on topics such as: visualization (ggplot2
), programming (RStudio
, Web Scraping
) statistics (regression
, time series
) and more...
If you got this far, why not subscribe for updates
from the site? Choose your flavor: e-mail
, or facebook