search for: impliedvolatil

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. Binary Options are also available for the option calculator. I opted for (named) lists as input and output types. These functions are "scalar" and operate on one option at a time. One other cute function...