Displaying 2 results from an estimated 2 matches for "bermudanswaption".
2005 Oct 31
0
New version of RQuantLib
...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 co...
2005 Oct 31
0
New version of RQuantLib
...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 co...