R interface to the QuantLib library

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Documentation for package `RQuantLib' version 0.2.7

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AmericanOption American Option evaluation using Finite Differences
AmericanOptionImpliedVolatility Implied Volatility calculation for American Option
BarrierOption Barrier Option evaluation using Closed-Form solution
BermudanSwaption Bermudan swaption valuation using several short-rate models
BinaryOption Binary Option evaluation using Closed-Form solution
BinaryOptionImpliedVolatility Implied Volatility calculation for Binary Option
DiscountCurve Returns the discount curve (with zero rates and forwards) given times
EuropeanOption European Option evaluation using Closed-Form solution
EuropeanOptionArrays European Option evaluation using Closed-Form solution
EuropeanOptionImpliedVolatility Implied Volatility calculation for European Option
ImpliedVolatility Base class for option-price implied volatility evalution
Option Base class for option price evalution
plot.DiscountCurve Returns the discount curve (with zero rates and forwards) given times
plot.Option Base class for option price evalution
print.ImpliedVolatility Base class for option-price implied volatility evalution
print.Option Base class for option price evalution
RcppVersion Rcpp Version and License Information
summary.BKTree Bermudan swaption valuation using several short-rate models
summary.G2Analytic Bermudan swaption valuation using several short-rate models
summary.HWAnalytic Bermudan swaption valuation using several short-rate models
summary.HWTree Bermudan swaption valuation using several short-rate models
summary.ImpliedVolatility Base class for option-price implied volatility evalution
summary.Option Base class for option price evalution