# RQuantLib

The RQuantLib package makes parts of [QuantLib](https://github.com/lballabio/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.

## Authors

Dirk Eddelbuettel and Khanh Nguyen (during 2009-2010)

## License

GPL (>= 2)

