Show Student Project RQuantLib - Bridging R and QuantLib for R Foundation for Statistical Computing
| Student Name: | Khanh Nguyen |
| Mentor Name: | Dirk Eddelbuettel |
| Title: | RQuantLib - Bridging R and QuantLib |
| Abstract: | Since statistical computing plays a major role in all financial modeling and risk-management tasks, it is highly desirable to combine the features and power of R and QuantLib. This project aims to provide a major extension to the existing RQuantLib package, includes expanding instruments coverage and integrating R's graphical engine for better visualization of modeling. |
