GSoC/GCI Archive
Google Summer of Code 2009 R Foundation for Statistical Computing

RQuantLib - Bridging R and QuantLib

by Khanh Nguyen for R Foundation for Statistical Computing

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.