# eddelbuettel/rquantlib

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132 stars · 52 forks · C++

## Links

- GitHub: https://github.com/eddelbuettel/rquantlib
- awesome-repositories: https://awesome-repositories.com/repository/eddelbuettel-rquantlib.md

## Topics

`cpp` `cran` `quantlib` `r` `r-package`

## Description

R interface to the QuantLib library

## Tags

### Part of an Awesome List

- [Financial Instruments and Pricing](https://awesome-repositories.com/f/awesome-lists/data/financial-instruments-and-pricing.md) — R interface for the QuantLib pricing engine.
- [Cross-Language Frameworks](https://awesome-repositories.com/f/awesome-lists/devtools/cross-language-frameworks.md) — R language port of the quantitative finance framework.