Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.2.11
Date: $Date: 2009-03-03 19:36:28 -0600 (Tue, 03 Mar 2009) $
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Author: Dirk Eddelbuettel <edd@debian.org>
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.
 .
 RQuantLib use the Rcpp R/C++ interface class library.  See the Rcpp
        package on CRAN (or R-Forge) for more information on Rcpp.
 .
 Note that while RQuantLib's code is licensed under the GPL (v2 or
        later), QuantLib itself is released under a somewhat less
        restrictive Open Source license (see QuantLib-License.txt).
Depends: R (>= 2.7.0), Rcpp (>= 0.6.4)
SystemRequirements: QuantLib library (>= 0.9.7) from
        http://quantlib.org, Boost library (>= 1.34.0) from
        http://www.boost.org
License: GPL (>= 2)
URL: http://quantlib.org
        http://dirk.eddelbuettel.com/code/rquantlib.html
Packaged: Tue Mar 3 19:42:14 2009; edd
Built: R 2.9.1; powerpc-unknown-linux-gnu; 2009-07-29 06:48:12 UTC; unix
