I just uploaded an initial RQuantLib package to R's site in Vienna. RQuantLib is an R [ http://www.r-project.org ] package to access the powerful QuantLib [ http://quantlib.org ] libraries for quantitative finance. RQuantLib is at an early stage: I only defined two basic classes Option and ImpliedVolatility with print and summary methods, and European and American options on top of them. Binary Options are also available for the option calculator. I opted for (named) lists as input and output types. These functions are "scalar" and operate on one option at a time. One other cute function is EuropeanOptionArrays which allows for vectors of any of the numeric input variables, and returns an appropriate multidimensional array of all possible valuation combinations. The example() function plots a few combinations. The package, and well as a little more documentation, is also at http://dirk.eddelbuettel.com/code/rquantlib.html Comments, questions, feedback welcome! Dirk
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