# R interface to the QuantLib library

## Documentation for package ‘RQuantLib’ version 0.3.8

- DESCRIPTION file.
- Code demos. Use demo() to run them.

## Help Pages

adjust | Calendar functions from QuantLib
advance | Calendar functions from QuantLib
AmericanOption | American Option evaluation using Finite Differences
AmericanOption.default | American Option evaluation using Finite Differences
AmericanOptionImpliedVolatility | Implied Volatility calculation for American Option
AmericanOptionImpliedVolatility.default | Implied Volatility calculation for American Option
AsianOption | Asian Option evaluation using Closed-Form solution
AsianOption.default | Asian Option evaluation using Closed-Form solution
BarrierOption | Barrier Option evaluation using Closed-Form solution
BarrierOption.default | Barrier Option evaluation using Closed-Form solution
BermudanSwaption | Bermudan swaption valuation using several short-rate models
BermudanSwaption.default | Bermudan swaption valuation using several short-rate models
BinaryOption | Binary Option evaluation using Closed-Form solution
BinaryOption.default | Binary Option evaluation using Closed-Form solution
BinaryOptionImpliedVolatility | Implied Volatility calculation for Binary Option
BinaryOptionImpliedVolatility.default | Implied Volatility calculation for Binary Option
Bond | Base class for Bond price evalution
businessDay | Calendar functions from QuantLib
businessDaysBetween | Calendar functions from QuantLib
CallableBond | CallableBond evaluation
CallableBond.default | CallableBond evaluation
ConvertibleFixedCouponBond | Convertible Bond evaluation for Fixed, Floating and Zero Coupon
ConvertibleFixedCouponBond.default | Convertible Bond evaluation for Fixed, Floating and Zero Coupon
ConvertibleFloatingCouponBond | Convertible Bond evaluation for Fixed, Floating and Zero Coupon
ConvertibleFloatingCouponBond.default | Convertible Bond evaluation for Fixed, Floating and Zero Coupon
ConvertibleZeroCouponBond | Convertible Bond evaluation for Fixed, Floating and Zero Coupon
ConvertibleZeroCouponBond.default | Convertible Bond evaluation for Fixed, Floating and Zero Coupon
dayCount | Calendar functions from QuantLib
DiscountCurve | Returns the discount curve (with zero rates and forwards) given times
DiscountCurve.default | Returns the discount curve (with zero rates and forwards) given times
endOfMonth | Calendar functions from QuantLib
Enum | Documentation for parameters
EuropeanOption | European Option evaluation using Closed-Form solution
EuropeanOption.default | European Option evaluation using Closed-Form solution
EuropeanOptionArrays | European Option evaluation using Closed-Form solution
EuropeanOptionImpliedVolatility | Implied Volatility calculation for European Option
EuropeanOptionImpliedVolatility.default | Implied Volatility calculation for European Option
FittedBondCurve | Returns the discount curve (with zero rates and forwards) given set of bonds
FittedBondCurve.default | Returns the discount curve (with zero rates and forwards) given set of bonds
FixedRateBond | Fixed-Rate bond pricing
FixedRateBond.default | Fixed-Rate bond pricing
FixedRateBondPriceByYield | Fixed-Rate bond pricing
FixedRateBondPriceByYield.default | Fixed-Rate bond pricing
FixedRateBondYield | Fixed-Rate bond pricing
FixedRateBondYield.default | Fixed-Rate bond pricing
FloatingRateBond | Floating rate bond pricing
FloatingRateBond.default | Floating rate bond pricing
getEndOfMonth | Calendar functions from QuantLib
getHolidayList | Calendar functions from QuantLib
holidayList | Calendar functions from QuantLib
ImpliedVolatility | Base class for option-price implied volatility evalution
isBusinessDay | Calendar functions from QuantLib
isEndOfMonth | Calendar functions from QuantLib
isHoliday | Calendar functions from QuantLib
isWeekend | Calendar functions from QuantLib
matchBDC | Bond parameter conversion utilities
matchCompounding | Bond parameter conversion utilities
matchDateGen | Bond parameter conversion utilities
matchDayCounter | Bond parameter conversion utilities
matchFrequency | Bond parameter conversion utilities
matchParams | Bond parameter conversion utilities
oldEuropeanOptionArrays | European Option evaluation using Closed-Form solution
Option | Base class for option price evalution
plot.Bond | Base class for Bond price evalution
plot.DiscountCurve | Returns the discount curve (with zero rates and forwards) given times
plot.FittedBondCurve | Returns the discount curve (with zero rates and forwards) given set of bonds
plot.Option | Base class for option price evalution
plotOptionSurface | European Option evaluation using Closed-Form solution
print.Bond | Base class for Bond price evalution
print.ImpliedVolatility | Base class for option-price implied volatility evalution
print.Option | Base class for option price evalution
setCalendarContext | Calendar functions from QuantLib
setEvaluationDate | Calendar functions from QuantLib
summary.BKTree | Bermudan swaption valuation using several short-rate models
summary.Bond | Base class for Bond price evalution
summary.G2Analytic | Bermudan swaption valuation using several short-rate models
summary.HWAnalytic | Bermudan swaption valuation using several short-rate models
summary.HWTree | Bermudan swaption valuation using several short-rate models
summary.ImpliedVolatility | Base class for option-price implied volatility evalution
summary.Option | Base class for option price evalution
yearFraction | Calendar functions from QuantLib
ZeroCouponBond | Zero-Coupon bond pricing
ZeroCouponBond.default | Zero-Coupon bond pricing
ZeroPriceByYield | Zero-Coupon bond pricing
ZeroPriceByYield.default | Zero-Coupon bond pricing
ZeroYield | Zero-Coupon bond pricing
ZeroYield.default | Zero-Coupon bond pricing