Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.2.8
Date: $Date: 2007/12/31 01:35:14 $
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. This version of RQuantLib for
        Windows was built using QuantLib 0.8.1 and Boost 1.34.0.
 .
 Parts of RQuantLib use the Rcpp R/C++ interface class library. See the
        RcppTemplate package on CRAN 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 (>= 2.5.0)
SystemRequirements: QuantLib library (>= 0.9.0) 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: Sat Jan 5 05:51:38 2008; edd
Built: R 2.6.1; ia64-unknown-linux-gnu; 2008-01-05 16:09:31; unix
