Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.3.8
Date: $Date: 2011-09-11 21:24:54 -0500 (Sun, 11 Sep 2011) $
Maintainer: Dirk Eddelbuettel <edd@debian.org>
Author: Dirk Eddelbuettel <edd@debian.org> and Khanh Nguyen
        <knguyen@cs.umb.edu>
Description: The RQuantLib package makes parts of QuantLib visible to
        the R user. Currently a number option pricing functions are
        included, both vanilla and exotic, as well as a broad range of
        fixed-income functions. Also included are general calendaring
        and holiday utilities. 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 uses 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 (>= 2.10.0), Rcpp (>= 0.8.7)
Suggests: rgl, zoo, RUnit
LinkingTo: Rcpp
SystemRequirements: QuantLib library (>= 0.9.9) from
        http://quantlib.org, Boost library from http://www.boost.org
License: GPL (>= 2)
URL: http://quantlib.org
        http://dirk.eddelbuettel.com/code/rquantlib.html
Packaged: 2011-09-12 02:25:21.670612 UTC; edd
Repository: CRAN
Date/Publication: 2011-09-12 06:23:24
Built: R 2.12.2; i386-pc-mingw32; 2011-10-30 03:07:28 UTC; windows
Archs: i386, x64
