cran/rquantlib

:exclamation: This is a read-only mirror of the CRAN R package repository. RQuantLib — R Interface to the 'QuantLib' Library. Homepage: https://github.com/eddelbuettel/rquantlib, https://dirk.eddelbuettel.com/code/rquantlib.html Report bugs for this package: https://github.com/eddelbuettel/rquantlib/issues

RQuantLib: R Interface to the QuantLib Library

About

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.

Status

The package is actively maintained, and is still being extended. Contributions are welcome, and initial discussions via GitHub issue tickets are encouraged as suggested in the Contributing guide.

The package is always tested against the most recent version of QuantLib itself, and it generally updated (should a change be needed) when QuantLib releases updates.

Installation

From Source

The package is on CRAN and can be installed as usual:

install.packages("RQuantLib")

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 If and when these binary libraries may be outdated, please raise the issue on the rquantlib mailing list.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.

Support

Come to the friendly and low-volume rquantlib mailing list for help.

See Also

The qlcal R package provides the calendaring functionality of QuantLib in a standalone R package that does not require QuantLib.

Authors

Dirk Eddelbuettel, Khanh Nguyen (during 2009-2010) and Terry Leitch (since 2016)

License

GPL (>= 2)

rquantlib's Issues

Fedora 30 update

Sorry to bother you, I was updating my R and RQuantlib on my Fedora 30 computers. I recieved the following error after trying to manually install using R CMD INSTALL RQuantLib_0.4.10.tar.gz

I did not see any error messages prior to this section. And the cpp linking found the /usr/local/lib/ -lQuantLib

** testing if installed package can be loaded from temporary location
Error: package or namespace load failed for ‘RQuantLib’ in dyn.load(file, DLLpath = DLLpath, ...):
unable to load shared object '/usr/lib64/R/library/00LOCK-RQuantLib/00new/RQuantLib/libs/RQuantLib.so':
libQuantLib.so.0: cannot open shared object file: No such file or directory
Error: loading failed
Execution halted
ERROR: loading failed

• removing ‘/usr/lib64/R/library/RQuantLib’
• restoring previous ‘/usr/lib64/R/library/RQuantLib’

I have libQuantlib.so install from source at
[root@osu-lt1 RQuantLib] $ locate libQuantLib.so
/usr/local/lib/libQuantLib.so
/usr/local/lib/libQuantLib.so.0
/usr/local/lib/libQuantLib.so.0.0.0
I am sorry to both you and I appreciate the help.

RQuantLib package can't be installed (error: unable to be loaded) on Mac

Hi, i'm new to R and QuantLib. After both (latest versions) installed on mac (latest), i was trying to install RQuantLib until the following issue came up. I read some q&a, but still cant fixed it. Any one can help pls? Thanks.
`
installing to /Library/Frameworks/R.framework/Versions/3.3/Resources/library/RQuantLib/libs
** R
** data
** demo
** inst
** preparing package for lazy loading
** help
*** installing help indices
** building package indices
** testing if installed package can be loaded
Error in dyn.load(file, DLLpath = DLLpath, ...) :
unable to load shared object '/Library/Frameworks/R.framework/Versions/3.3/Resources/library/RQuantLib/libs/RQuantLib.so':
dlopen(/Library/Frameworks/R.framework/Versions/3.3/Resources/library/RQuantLib/libs/RQuantLib.so, 6): Symbol not found: __ZN8QuantLib13FixedRateBondC1EjdRKNS_8ScheduleERKNSt3__16vectorIdNS4_9allocatorIdEEEERKNS_10DayCounterENS_21BusinessDayConventionEdRKNS_4DateERKNS_8CalendarERKNS_6PeriodESK_SE_b
Referenced from: /Library/Frameworks/R.framework/Versions/3.3/Resources/library/RQuantLib/libs/RQuantLib.so
Expected in: flat namespace
in /Library/Frameworks/R.framework/Versions/3.3/Resources/library/RQuantLib/libs/RQuantLib.so
Error: loading failed
Execution halted
ERROR: loading failed

• removing ‘/Library/Frameworks/R.framework/Versions/3.3/Resources/library/RQuantLib’
  `

AL