added Readme.md file

DESCRIPTION

@@ -1,13 +1,17 @@
 Package: RHestonSLV
 Type: Package
-Title: What the Package Does (Title Case)
+Title: R Implementation of the Heston Stochastic Local Volatility Model
 Version: 0.1.0
 Author: Klaus Spanderen
 Maintainer: <[email protected]>
-Description: Heston Stochastic local volatility calibration
+Description: The RHestonSLV package makes the implementation of the 
+Heston Stochastic Local Volatility Model within QuantLib accessible from R
 License: GPL 2.0
 LazyData: TRUE
 Imports:
     Rcpp (>= 0.11.0)
 LinkingTo:
     Rcpp
+SystemRequirements: QuantLib library (>= 1.8.0) from
+    http://quantlib.org, Boost library from http://www.boost.org
+NeedsCompilation: yes

README.md

@@ -0,0 +1,28 @@
+## RHestonSLV
+
+### About
+
+The RHestonSLV package makes the implementation of the Heston
+Stochastic Local Volatility model in  
+[QuantLib](https://github.com/lballabio/quantlib) visible to the R
+user. 
+
+Local Stochastic Volatility (LSV) models have become the industry standard
+for FX and equity markets. The local volatility extension of the popular Heston 
+stochastic volatility model is a promising candidate within the zoo of LSV models.
+But the calibration of this model is not only computational demanding but also tricky 
+from an algorithmic point of view, especially if the Feller constraint is violated 
+The two main solutions to tackle the calibration problem are either solving the 
+Fokker-Planck forward equation via finite difference methods or based on 
+efficient Monte-Carlo simulations. Pricing and greek calculations for vanilla and more 
+exotic options are also supported. 
+
+
+### Authors
+
+Klaus Spanderen
+
+### License
+
+GPL2
+