Wed, 26 Oct 2005

RQuantLib release 0.2.0

An update of my RQuantLib package with R bindings for QuantLib went to the incoming directories of CRAN and Debian earlier and should progagate to mirrors shortly.

This release contains new code interfacing QuantLib curve generation and a BermudanSwaption pricer contributed by Dominick Samperi. Dominick also wrote a new R/C++ interface class which may prove useful in other contexts. More details are at the RQuantLib page.

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