R Development Page
Contributed R Packages
Below is a list of all packages provided by project RQuantLib - R interface to QuantLib.
Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).
Packages
| QuantLib | QuantLib bindings for R | |||||||||
| This package provides the SWIG-generated binding from QuantLib to R | ||||||||||
| Version: 1.2-1 | Last change: 2013-06-05 04:51:26+02 | Rev.: 334 | ||||||||||
Download:
 (.tar.gz) |
 (.zip) |
Build status: Current | ||||||||||
R install command:
install.packages("QuantLib", repos="http://R-Forge.R-project.org") | ||||||||||
|
| RQuantLib | R interface to the QuantLib library | |||||||||
| The RQuantLib package makes parts of QuantLib visible to the R user. Currently a number option pricing functions are included, both vanilla and exotic, as well as a broad range of fixed-income functions. Also included are general calendaring and holiday utilities. Further software contributions are welcome. The QuantLib project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, and risk management of financial assets. The Windows binary version is self-contained and does not require a QuantLib (or Boost) installation. RQuantLib uses the Rcpp R/C++ interface class library. See the Rcpp package on CRAN (or R-Forge) for more information on Rcpp. Note that while RQuantLibs code is licensed under the GPL (v2 or later), QuantLib itself is released under a somewhat less restrictive Open Source license (see QuantLib-License.txt). | ||||||||||
| Version: 0.3.10.1 | Last change: 2014-01-16 04:43:18+01 | Rev.: 340 | ||||||||||
|
Download:
(.tar.gz) |
(.zip) |
Build status: Current | Stable Release: Get RQuantLib 0.4.9 from CRAN | ||||||||||
R install command:
install.packages("RQuantLib", repos="http://R-Forge.R-project.org") | ||||||||||
|
| RQuantLibGUI | A GUI for the RQuantLib interface to the QuantLib library | |||||||||
| The RQuantLibGUI provide a graphical user interface to the RQuantLib package, which itself provides an interface from R to QuantLib. | ||||||||||
| Version: 0.1.0 | Last change: 2010-06-10 23:52:41+02 | Rev.: 239 | ||||||||||
|
Download:
(.tar.gz) |
(.zip) |
Build status: Current | ||||||||||
R install command:
install.packages("RQuantLibGUI", repos="http://R-Forge.R-project.org") | ||||||||||
|
Build status codes
0 - Current: the package is available for download. The corresponding package passed checks on the Linux and Windows platform without ERRORs.
1 - Scheduled for build: the package has been recognized by the build system and provided in the staging area.
2 - Building: the package has been sent to the build machines. It will be built and checked using the latest patched version of R. Note that it is included in a batch of several packages. Thus, this process will take some time to finish.
3 - Failed to build: the package failed to build or did not pass the checks on the Linux and/or Windows platform. It is not made available since it does not meet the policies.
4 - Conflicts: two or more packages of the same name exist. None of them will be built. Maintainers are asked to negotiate further actions.
5 - Offline: the package is not available. The build system may be offline or the package maintainer did not trigger a rebuild (done e.g., via committing to the package repository).
If your package is not shown on this page or not building, then check the build system status report.
