Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.2.1
Date: $Date: 2006/01/11 02:01:20 $
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Author: Dirk Eddelbuettel <edd@debian.org> with contributions from
        Dominick Samperi
Description: The RQuantLib package makes selected parts of QuantLib
        visible to the R user. Currently some basic option pricing
        functions are included, as well as fixed-income functions that
        can be used for interest rate curve construction and Bermuda
        swaption pricing. Further software contributions are welcome. .
        The QuantLib project aims to provide a comprehensive software
        framework for quantitative finance. The goal is to provide a
        standard open source library for quantitative analysis,
        modeling, trading, and risk management of financial assets. .
        The Windows binary version is self-contained and does not
        require a QuantLib (or Boost) installation. QuantLib and Boost
        libraries and header files are needed to build RQuantLib from
        source. . Parts of RQuantLib use the Rcpp R/C++ interface class
        library. The code and documentation for Rcpp can be found in
        the Rcpp demo package (named Rcpp) on CRAN.
Depends: R (>= 2.2.0)
SystemRequirements: QuantLib library from http://quantlib.org, Boost
        library from http://www.boost.org
License: GPL Version 2 or later for RQuantLib; QuantLib itself is
        released under an Open Source license as well (see
        QuantLib-License.txt).
URL: http://quantlib.org
        http://dirk.eddelbuettel.com/code/rquantlib.html
Packaged: Tue Jan 10 20:01:56 2006; edd
Built: R 2.2.1; hppa-unknown-linux-gnu; 2006-05-11 02:29:42; unix
