Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.3.2
Date: $Date: 2010-01-14 22:09:45 -0600 (Thu, 14 Jan 2010) $
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Author: Dirk Eddelbuettel <edd@debian.org> and Khanh Nguyen <knguyen@cs.umb.edu>
Description: 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, as well a
 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 RQuantLib's 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).
Depends: R (>= 2.7.0), Rcpp (>= 0.7.0)
SystemRequirements: QuantLib library (>= 0.9.9) from http://quantlib.org, 
 Boost library (>= 1.34.0) from http://www.boost.org
License: GPL (>= 2)
URL: http://quantlib.org http://dirk.eddelbuettel.com/code/rquantlib.html
Packaged: 2010-01-15 04:16:01 UTC; edd
