RQuantLib 0.3.3

August 4, 2010
By

(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

A new release (now at version 0.3.3) of RQuantLib
is now on CRAN and
in Debian.
RQuantLib
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.

To leave a comment for the author, please follow the link and comment on their blog: Thinking inside the box .

R-bloggers.com offers daily e-mail updates about R news and tutorials on topics such as: Data science, Big Data, R jobs, visualization (ggplot2, Boxplots, maps, animation), programming (RStudio, Sweave, LaTeX, SQL, Eclipse, git, hadoop, Web Scraping) statistics (regression, PCA, time series, trading) and more...



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Comments are closed.

Sponsors

Mango solutions



RStudio homepage



Zero Inflated Models and Generalized Linear Mixed Models with R

Quantide: statistical consulting and training

datasociety

http://www.eoda.de





ODSC

ODSC

CRC R books series





Six Sigma Online Training









Contact us if you wish to help support R-bloggers, and place your banner here.

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)