search for: bermudanswapt

...n.r-project.org and all mirrors). Debian binaries are also available. Among the new features in version 0.2.0, all of which are due to excellent contributions by Dominick Samperi, are - new functions for Fixed Income support: * DiscountCurve for discount / forward / zero curve construction * BermudanSwaption provding several QuantLib pricers for Swaptions - new internal R / C++ interface class RCpp - Windows binary packages on CRAN Windows users can now install RQuantLib via the menu just like any other package. Debian users can still say 'apt-get install r-cran-rquantlib'. All others can...

...n.r-project.org and all mirrors). Debian binaries are also available. Among the new features in version 0.2.0, all of which are due to excellent contributions by Dominick Samperi, are - new functions for Fixed Income support: * DiscountCurve for discount / forward / zero curve construction * BermudanSwaption provding several QuantLib pricers for Swaptions - new internal R / C++ interface class RCpp - Windows binary packages on CRAN Windows users can now install RQuantLib via the menu just like any other package. Debian users can still say 'apt-get install r-cran-rquantlib'. All others can...