[R-SIG-Finance] Financial Basket Options

[Brian G. Peterson]

MAB wrote:
> My appologies if this is a question with an obvious answer:
> 
> I'm used to getting R code libraries by looking 
> on http://www.cran.r-project.org/
> link Packages
> 
> Where do I find QuantLib?

Same place:

http://cran.r-project.org/src/contrib/Descriptions/RQuantLib.html

Should be available from install.packages() from inside R as well.

   - Brian