{"id":13741290,"url":"https://github.com/eddelbuettel/rquantlib","last_synced_at":"2025-05-15T20:00:34.880Z","repository":{"id":13574025,"uuid":"16266508","full_name":"eddelbuettel/rquantlib","owner":"eddelbuettel","description":"R interface to the QuantLib library","archived":false,"fork":false,"pushed_at":"2025-04-23T20:20:59.000Z","size":1931,"stargazers_count":124,"open_issues_count":10,"forks_count":51,"subscribers_count":27,"default_branch":"master","last_synced_at":"2025-04-23T21:29:16.768Z","etag":null,"topics":["cpp","cran","quantlib","r","r-package"],"latest_commit_sha":null,"homepage":"","language":"C++","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/eddelbuettel.png","metadata":{"files":{"readme":"README.md","changelog":"ChangeLog","contributing":"Contributing.md","funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null}},"created_at":"2014-01-27T01:46:59.000Z","updated_at":"2025-04-23T20:21:03.000Z","dependencies_parsed_at":"2023-01-14T12:30:23.156Z","dependency_job_id":"f827b433-311e-46f0-88f1-080f03d5fb51","html_url":"https://github.com/eddelbuettel/rquantlib","commit_stats":{"total_commits":598,"total_committers":17,"mean_commits":35.1764705882353,"dds":"0.17892976588628762","last_synced_commit":"1dcf471db861f44daec94fe414433a4ae9301034"},"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frquantlib","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frquantlib/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frquantlib/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/eddelbuettel%2Frquantlib/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/eddelbuettel","download_url":"https://codeload.github.com/eddelbuettel/rquantlib/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":254414454,"owners_count":22067261,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["cpp","cran","quantlib","r","r-package"],"created_at":"2024-08-03T04:00:57.535Z","updated_at":"2025-05-15T20:00:33.853Z","avatar_url":"https://github.com/eddelbuettel.png","language":"C++","readme":"## RQuantLib: R Interface to the [QuantLib](https://www.quantlib.org) Library\n\n[![CI](https://github.com/eddelbuettel/rquantlib/workflows/ci/badge.svg)](https://github.com/eddelbuettel/rquantlib/actions?query=workflow%3Aci)\n[![License](https://img.shields.io/badge/license-GPL%20%28%3E=%202%29-brightgreen.svg?style=flat)](http://www.gnu.org/licenses/gpl-2.0.html)\n[![CRAN](https://www.r-pkg.org/badges/version/RQuantLib)](https://cran.r-project.org/package=RQuantLib)\n[![r-universe](https://eddelbuettel.r-universe.dev/badges/RQuantLib)](https://eddelbuettel.r-universe.dev/RQuantLib)\n[![Debian package](https://img.shields.io/debian/v/r-cran-rquantlib/sid?color=brightgreen)](https://packages.debian.org/sid/r-cran-rquantlib)\n[![Dependencies](https://tinyverse.netlify.app/badge/RQuantLib)](https://cran.r-project.org/package=RQuantLib)\n[![Downloads](https://cranlogs.r-pkg.org/badges/RQuantLib?color=brightgreen)](https://www.r-pkg.org:443/pkg/RQuantLib)\n[![Last Commit](https://img.shields.io/github/last-commit/eddelbuettel/rquantlib)](https://github.com/eddelbuettel/rquantlib)\n\n### About\n\nThe RQuantLib package makes parts of\n[QuantLib](https://github.com/lballabio/quantlib) visible to the R\nuser. Currently a number option pricing functions are included, both\nvanilla and exotic, as well as a broad range of fixed-income\nfunctions. Also included are general calendaring and holiday\nutilities. Further software contributions are welcome.\n\nThe QuantLib project aims to provide a comprehensive software framework for\nquantitative finance. The goal is to provide a standard open source library\nfor quantitative analysis, modeling, trading, and risk management of\nfinancial assets.\n\n### Status\n\nThe package is actively maintained, and is still being\nextended. Contributions are welcome, and initial discussions via\n[GitHub issue tickets](https://github.com/eddelbuettel/rquantlib/issues)\nare encouraged as suggested in the\n[Contributing guide](https://github.com/eddelbuettel/rquantlib/blob/master/Contributing.md).\n\nThe package is always tested against the most recent version of QuantLib itself, and\nit generally updated (should a change be needed) when QuantLib releases updates.\n\n### Installation\n\n#### From Source\n\nThe package is on [CRAN](https://cran.r-project.org) and can be installed as usual:\n\n```{r}\ninstall.packages(\"RQuantLib\")\n```\n\nWindows binary packages are available via [CRAN](https://cran.r-project.org) thanks to the work by\n[Joshua Ulrich](https://about.me/joshuaulrich) and [Jeroen Ooms](https://github.com/jeroen)\nproviding a QuantLib binary for the CRAN builders. Similarly, binaries for macOS _can_ be provided\nwhen a suitable macOS library of QuantLib is prepared, possibly via\n[s-u/recipes](https://github.com/R-macos/recipes).  If and when these binary libraries may be outdated,\nplease raise the issue on the [rquantlib mailing list](http://rquantlib.groups.io).\n\nFor more OS-specific installation options, please see [the wiki](https://github.com/eddelbuettel/rquantlib/wiki/RQuantLib).\n\n### Support\n\nCome to the friendly and low-volume [rquantlib mailing list](http://rquantlib.groups.io) for help.\n\n### See Also\n\nThe [qlcal](https://github.com/qlcal/qlcal-r) R package provides the calendaring functionality of\n[QuantLib](https://github.com/lballabio/quantlib) in a standalone R package that does not require\n[QuantLib](https://github.com/lballabio/quantlib).\n\n### Authors\n\nDirk Eddelbuettel, Khanh Nguyen (during 2009-2010) and Terry Leitch (since 2016)\n\n### License\n\nGPL (\u003e= 2)\n","funding_links":[],"categories":["R"],"sub_categories":["Financial Instruments and Pricing"],"project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Feddelbuettel%2Frquantlib","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Feddelbuettel%2Frquantlib","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Feddelbuettel%2Frquantlib/lists"}