Dirk Eddelbuettel
2002-Nov-15 03:19 UTC
[R] RQuantLib [ an interface to QuantLib from R ] updated
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 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._