[R-SIG-Finance] For pricing Bond Library ?

Khanh Nguyen knguyen at cs.umb.edu
Fri Jul 24 08:02:02 CEST 2009

Hi Josh,

You can check out RQuantLib, for some simple bond pricing. Currently,
we have Zero, Fixed Rate, Floating, CallableBond, Convertible
(Floating, Zero, Fixed Rate).


On Fri, Jul 24, 2009 at 10:57 AM, Josh C. Chien<joshcchien at yahoo.com> wrote:
> Hi R-Finance users,
> Does anyone know what library is for pricing bond or fixed income products ?
> Thanks a lot.
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