[R] [R-pkgs] New version of RQuantLib

From: Dirk Eddelbuettel <edd_at_debian.org>
Date: Mon 31 Oct 2005 - 14:12:03 EST

A new version of RQuantLib has been uploaded to CRAN a few days ago (and should be available at http://cran.r-project.org and all mirrors). Debian binaries are also available.

Among the new features in version 0.2.0, all of which are due to excellent contributions by Dominick Samperi, are
- new functions for Fixed Income support:

Windows users can now install RQuantLib via the menu just like any other package. Debian users can still say 'apt-get install r-cran-rquantlib'. All others can compile manually (which still requires Boost and QuantLib headers).

We also have an experimental OpenGL demo of option analytics visualisation via the rgl package. However, there are some concerns over stability, especially on platforms with ATI graphics card. If you want to try it, do  

> library(RQuantLib)
> source(url("http://basebud.nulle.part/~edd/code/rquantlib/OptionSurfaces.R"))

and let us know how it worked (or not) and what your platform is. We still would like to release this in an upcoming revision. A more fail-safe way, using animated gifs of the demo's output, is available at


Special thanks to Dominick Sapieri for the new code and all his testing and building help, and to Uwe Ligges for help with the Windows binaries.

With best regards, Dirk

Statistics: The (futile) attempt to offer certainty about uncertainty.
         -- Roger Koenker, 'Dictionary of Received Ideas of Statistics'

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Received on Sat Nov 05 01:03:52 2005

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