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

[Khanh Nguyen]

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).

-k

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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