rquantlib | R interface to the QuantLib library | Development Tools library

by eddelbuettel C++ Version: Current License: No License

X-Ray Key Features Code Snippets Community Discussions(3)Vulnerabilities Install Support

kandi X-RAY | rquantlib Summary

rquantlib is a C++ library typically used in Utilities, Development Tools applications. rquantlib has no bugs, it has no vulnerabilities and it has low support. You can download it from GitHub.

The RQuantLib package makes parts of 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.

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Support

rquantlib has a low active ecosystem.

It has 109 star(s) with 48 fork(s). There are 29 watchers for this library.

It had no major release in the last 6 months.

There are 9 open issues and 87 have been closed. On average issues are closed in 33 days. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of rquantlib is current.

Quality

rquantlib has 0 bugs and 0 code smells.

Security

rquantlib has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

rquantlib code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

rquantlib does not have a standard license declared.

Check the repository for any license declaration and review the terms closely.

Without a license, all rights are reserved, and you cannot use the library in your applications.

Reuse

rquantlib releases are not available. You will need to build from source code and install.

Installation instructions, examples and code snippets are available.

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rquantlib Key Features

No Key Features are available at this moment for rquantlib.

rquantlib Examples and Code Snippets

No Code Snippets are available at this moment for rquantlib.

Community Discussions

Trending Discussions on rquantlib

Creating a new column in dataframe using row values as variables in a function in R

New object within for loop

Accessing the entire source code of a function that has "useMethod("packagefunction") in Rstudio?

QUESTION

Creating a new column in dataframe using row values as variables in a function in R

Asked 2021-Nov-12 at 01:28

I have a data frame:

...

ANSWER

Answered 2021-Nov-11 at 22:24

You can use the following solution. You have to apply AmericanOptionImpliedVolatility function in a rowwise operation since the function is not a vectorize function. pmap_dbl function applies a function on a variety of arguments in parallel and if you notice I used ..1, ..2 and ... to refer to the respective values of each variable in a row containing 4 variables in your data set:

Source https://stackoverflow.com/questions/69935389

QUESTION

New object within for loop

Asked 2021-Aug-05 at 10:30

What's wrong with my code? I wanted to make a new xts object to store data from the first loop and to be used in subsequent loops but I got this error message:

...

ANSWER

Answered 2021-Aug-05 at 10:30

if(i < 1){
        fund_table_xts_fin <- fund_table_xts
      } else {
        fund_table_xts_fin <- merge(fund_table_xts, fund_table_xts_fin)
      }


In the above section when i = 1 then you are in the else block but there is no 'fund_table_xts_fin' object created yet. You can try this:

`if(i == 1){
    fund_table_xts_fin <- fund_table_xts
  } else {
    fund_table_xts_fin <- merge(fund_table_xts, fund_table_xts_fin)
  }`

Source https://stackoverflow.com/questions/68664408

QUESTION

Accessing the entire source code of a function that has "useMethod("packagefunction") in Rstudio?

Asked 2020-Aug-10 at 01:00

I am trying to extend the functionality of a package and therefore trying to access the entire code behind one of the functions.

The package in question is RQuantLib and I am trying to see the entire code used in the function "DiscountCurve"

The result I get is simply:

...

ANSWER

Answered 2020-Aug-09 at 20:57

If you do:

Source https://stackoverflow.com/questions/63330881

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install rquantlib

The package is on CRAN and can be installed as usual:. Windows binary packages are available via CRAN thanks to the work by Joshua Ulrich and Jeroen Ooms providing a QuantLib binary for the CRAN builders. Similarly, binaries for macOS can be provided when a suitable macOS library of QuantLib is prepared, possibly via s-u/recipes. If and when these binary libraries may be outdated, please raise the issue on the rquantlib mailing list. For more OS-specific installation options, please see the wiki.