[R] RQuantLib [ an interface to QuantLib from R ] updated

Dirk Eddelbuettel edd at debian.org
Fri Nov 15 04:19:34 CET 2002

What is this?

    RQuantLib is an R [ http://www.r-project.org ] package to access the
    QuantLib [ http://quantlib.org ] libraries for quantitative finance. 

What is new?

    Minor documentation updates, fixes and corrections were made in release 
    0.1.1 with a small brown-bag one added for good measure in 0.1.2. The
    only new code adds a BarrierOption function.

    Maybe more interestingly, Tsvetan Stoyanov reported that he got this
    to work on Windows 2000 using the MingW/MSYS toolkit. This might not 
    be for the faint of heart as you need to be familiar with building 
    binary R packages on Windows. Still, my hat is off to Tsvetan.

Where do I get it from?


    The RQuantLib tarball is also on CRAN and its mirrors. QuantLib is
    at Sourceforge.

Regards, Dirk

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answer to the wrong question.  --  John Tukey as quoted by John Chambers
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