Package: RQuantLib
Title: R interface to the QuantLib library
Version: 0.2.1
Date: $Date: 2006/01/11 02:01:20 $
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. QuantLib and Boost libraries 
	and header files are needed to build RQuantLib from source.
	.
	Parts of RQuantLib use the Rcpp R/C++ interface class library.
	The code and documentation for Rcpp can be found in the Rcpp
	demo package (named Rcpp) on CRAN.
Depends: R (>= 2.2.0)
SystemRequirements: QuantLib library from http://quantlib.org, Boost library
	from http://www.boost.org
License: GPL Version 2 or later for RQuantLib; QuantLib itself is released
	under an Open Source license as well (see QuantLib-License.txt).
URL: http://quantlib.org http://dirk.eddelbuettel.com/code/rquantlib.html
Packaged: Tue Jan 10 20:01:56 2006; edd
