[R-SIG-Finance] For pricing Bond Library ?
knguyen at cs.umb.edu
Fri Jul 24 08:02:02 CEST 2009
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.
> [[alternative HTML version deleted]]
> R-SIG-Finance at stat.math.ethz.ch mailing list
> -- Subscriber-posting only.
> -- If you want to post, subscribe first.
More information about the R-SIG-Finance