Displaying 2 results from an estimated 2 matches for "discountcurv".
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discountcurve
2005 Oct 31
0
New version of RQuantLib
...loaded to CRAN a few days ago (and
should be available at http://cran.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...
2005 Oct 31
0
New version of RQuantLib
...loaded to CRAN a few days ago (and
should be available at http://cran.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...