Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.4.22 by Dirk Eddelbuettel, 3 months ago,

Report a bug at

Browse source code at

Authors: Dirk Eddelbuettel , Khanh Nguyen (2009-2010) , Terry Leitch (since 2016)

Documentation:   PDF Manual  

GPL (>= 2) license

Imports methods, Rcpp, stats, graphics, zoo

Suggests tinytest, rgl, shiny

Linking to Rcpp

System requirements: QuantLib library (>= 1.14) from, Boost library from

Suggested by bizdays, rtsdata.

See at CRAN