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binaryop
2002 Feb 26
1
RQuantLib -- Interfacing QuantLib from R
I just uploaded an initial RQuantLib package to R's site in Vienna.
RQuantLib is an R [ http://www.r-project.org ] package to access the powerful
QuantLib [ http://quantlib.org ] libraries for quantitative finance.
RQuantLib is at an early stage: I only defined two basic classes Option and
ImpliedVolatility with print and summary methods, and European and American
options on top of them.