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

Dirk Eddelbuettel edd at debian.org
Fri Jul 24 13:22:55 CEST 2009


On 24 July 2009 at 13:02, Khanh Nguyen wrote:
| 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).

And because RQuantLib is changing pretty rapidly right now during Khanh's
Google Summer of Code work on it, we have no made a new release in a while.
So to take advantage of the new code, you currently need to go to the R-Forge
page at https://r-forge.r-project.org/R/?group_id=117 to get packages or
tarballs.  Thanks to work by Stefan this should now include a working windows
binary.

Dirk

-- 
Three out of two people have difficulties with fractions.



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