A new RQuantLib package just went out with updates corresponding to the new
QuantLib 0.3.5 release. All pricing functions now use the new (and
fancy, if you're into modern C++) pricers. The one minor inconvenience is that the binomial pricers currently don't have 'greeks', so there is a little less
coming back to the caller.
/computers/linux/debian/packages |
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