Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.3.11
Date: 2014-01-26
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. 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 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 (>= 2.10.0)
Suggests: rgl, zoo, RUnit
Imports: methods, Rcpp
LinkingTo: Rcpp
SystemRequirements: QuantLib library (>= 0.9.9) from
        http://quantlib.org, Boost library from http://www.boost.org
License: GPL (>= 2)
URL: http://quantlib.org
        http://dirk.eddelbuettel.com/code/rquantlib.html
Packaged: 2014-01-27 03:12:21.548993 UTC; edd
Built: R 3.0.2; x86_64-pc-linux-gnu; 2014-02-04 13:50:25 UTC; unix
