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Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions
Using RQuantLib to create a bond analytics calculator
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Updated Nov 20, 2017
❗ This is a read-only mirror of the CRAN R package repository. RQuantLib — R Interface to the 'QuantLib' Library. Homepage: https://github.com/eddelbuettel/rquantlib, https://dirk.eddelbuettel.com/…