R Observatory: Metrics for RQuantLib version 0.4.29

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

RQuantLib

0.4.29Package record

R Interface to the 'QuantLib' Library

0packages dependsuggested by 1

23.3Kdownloads / year

30.0%test coverage

12/12flavors OK

Overview

About

Maintained by Dirk EddelbuettelCRAN page ↗GitHub ↗Website ↗Issues ↗

The 'RQuantLib' package makes parts of 'QuantLib' accessible from R The 'QuantLib' project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, and risk management of financial assets.

Changes in 0.4.29

Configure check for outdated QuantLib version updated,
Adjust two instantiations on macOS x86_64 with old compilers
Correct Euribor2W and Euribor3W tenors setters (Maximilian Muecke in 196)
Accect Euribor1W as alias for EuriborSW tenor (Maximilian Muecke in 197)
Correct default handling of the payFixed parameter (Maximilian Muecke in 198)
Assign missing S3 class to American option implied volatitly return (Maximilian Muecke in 199)
Correct spelling in manual pages and R code (Maximilian Muecke in 202, 203)
Support additional Polish settlements (Maximilian Muecke in 204)
Check for curve parameters in FittedBondCurve (Dirk in 205 fixing 201)
Reflect two deprecations in QuantLib 1.44 and adjust code in two spot (Dirk in 206)

From inst/NEWS.Rd in the release

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)

install.packages("RQuantLib", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("eddelbuettel/rquantlib")

Development version from eddelbuettel/rquantlib. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-rquantlib

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-RQuantLib

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

Health

CRAN checks

12OK

CRAN check page ↗

Slowest check: 15.7 min · r-devel-windows-x86_64

Status changes

OK12 OK2026-09-08
ERROR11 OK, 1 ERROR2026-09-07
OK12 OK2026-08-05
NOTE11 OK, 1 NOTE2026-08-01
OK12 OK2026-07-25

Show 7 earlier changesHide 7 earlier changes

ERROR8 OK, 2 WARNING, 2 ERROR2026-07-12
WARNING11 OK, 1 WARNING2026-07-10
OK12 OK2026-05-02
ERROR10 OK, 1 ERROR2026-04-25
NOTE10 OK, 3 NOTE2026-04-22
ERROR9 OK, 3 NOTE, 1 ERROR2026-04-18
NOTE10 OK, 3 NOTE2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.4.29

READMEYes · 287 wordsVignettesNoNEWSYes · mentions 0.4.29Citation fileNoWebsiteYes

Help pages: 30
Examples that run: 77%20 run in a plain check (1 of them under a condition) · 6 never run
Exported functions with examples: 96%
Documented parameters: 81%
Return-value docs: 100%
Help pages citing references: 93%

Also includes 2 demo scripts (run with demo())

How these are measured

Downloads

23.3K

CRAN downloads in the past year

Rank #2,272 · ~64/day · ~1.9K/mo

Releases R versions

Daily download trend is not available in this view yet.

4.5K30 days

7.4K90 days

23.3K1 year

Compare downloads with other packages →

Also on457 r2u168 c2d4u

How downloads are counted

Repository

eddelbuettel/rquantlib ↗Account: eddelbuettel

136Stars

52Forks

9Open issues

0Open PRs

0Releases

746Commits

18Commit identities

quantlibrcranr-packagecpp

746 commits · Last activity 2026-10-13 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 83%
Median days to close, 50 most recently updated closed issues: 1
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2025-10-07 · 1302026-07-31 · 136

How these are measured

PracticesBeta

5 development-tooling and community-health practices detected across 3 families in the upstream repository

Checks run against github.com/eddelbuettel/rquantlib on 2026-10-11.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Windows, and on R-devel

Governance and community (2)

Contributing guide

The repository owner accepts GitHub Sponsors

Lint, format, editor (1)

EditorConfig

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

6 external dependencies (excludes base and recommended)

Installing RQuantLib adds 2 packages (2 with compiled code, 2.5 MB of source tarballs). Heaviest: Rcpp 1.8 MB, zoo 675 KB.

Depends (0)

none

Imports (5)

methodsRcppstatsgraphicszoo

LinkingTo (1)

Rcpp

Suggests (3)

tinytest rgl shiny

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Suggested by 1

Suggests, most downloaded first

bizdays

How these are counted

Code & Tests

Datasets

People & History

People (3)

Dirk Eddelbuettel

Author, Maintainer · added in 0.2.0

Terry Leitch

Author · added in 0.4.3

since 2016

Khanh Nguyen

Author · added in 0.3.0

2009-2010

Maintainer since 0.1.0

Listed in earlier versions (3)

Show 3 peopleHide 3 people

the QuantLib group for QuantLib

no longer listed · 0.1.0 to 0.1.13

Dirk Eddelbuettel for the R interface

no longer listed · 0.1.0 to 0.1.13

Dominick Samperi

no longer listed · 0.2.0 to 0.2.10

Releases (69)

Pick two releases to compare their code metrics.

0.4.29Latest
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2026-10-13 · current release · diff ↗
0.4.28
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2026-07-11 · diff ↗
0.4.27
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2026-06-07 · diff ↗
R
R 4.6.0 released · 2026-04-24
0.4.26
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2025-04-24 · diff ↗
R
R 4.5.0 released · 2025-04-11
0.4.25
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2025-03-25 · diff ↗
0.4.24
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2024-07-31 · diff ↗
0.4.23
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2024-07-24 · diff ↗
0.4.22
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2024-04-25 · diff ↗
R
R 4.4.0 released · 2024-04-24
0.4.21
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2024-02-02 · diff ↗
0.4.20
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2023-11-26 · diff ↗
0.4.19
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2023-08-07 · diff ↗
0.4.18
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2023-05-01 · diff ↗
R
R 4.3.0 released · 2023-04-21

Show 88 earlier eventsHide 88 earlier events

0.4.17
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2022-10-26 · diff ↗
0.4.16
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2022-05-05 · diff ↗
R
R 4.2.0 released · 2022-04-22
0.4.15
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2022-01-20 · diff ↗ ·
added 3 exports
calendars, getBusinessDayList, businessDayList
0.4.14
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2021-10-06 · diff ↗
0.4.13
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2021-09-03 · diff ↗
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
0.4.12
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2020-04-02 · diff ↗
0.4.11
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2020-01-15 · diff ↗
0.4.10
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2019-08-07 · diff ↗
0.4.9
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2019-05-19 · diff ↗
R
R 3.6.0 released · 2019-04-26
0.4.8
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2019-03-17 · diff ↗
0.4.7
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2018-12-10 · diff ↗
0.4.6
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2018-11-25 · diff ↗ ·
added 2 exports
addHolidays, removeHolidays
0.4.5
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2018-08-10 · diff ↗
R
R 3.5.0 released · 2018-04-23
0.4.4
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2017-11-08 · diff ↗
R
R 3.4.0 released · 2017-04-21
0.4.3
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2016-08-19 · diff ↗ ·
added 3 exports
matchParams, AffineSwaption, SabrSwaption
R
R 3.3.0 released · 2016-05-03
0.4.2
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2015-12-03 · diff ↗ ·
added 2 exports
getQuantLibVersion, getQuantLibCapabilities
0.4.1
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2015-09-11 · diff ↗ ·
removed 2 exports
pattern:\\.default$, AmericanOption.default
R
R 3.2.0 released · 2015-04-16
0.4.0
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2014-12-02 · diff ↗ ·
removed 1 export
pattern:*.default

added 3 exports
pattern:\\.default$, advanceDate, Schedule
R
R 3.1.0 released · 2014-04-10
0.3.12
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2014-03-09 · diff ↗
0.3.11
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2014-02-03 · diff ↗
R
R 3.0.0 released · 2013-04-03
0.3.10
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2013-02-18 · diff ↗
0.3.9
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2012-12-02 · diff ↗
R
R 2.15.0 released · 2012-03-30
R
R 2.14.0 released · 2011-10-31
0.3.8
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2011-09-12 · diff ↗ ·
added 1 export
setEvaluationDate
R
R 2.13.0 released · 2011-04-13
0.3.7
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2011-04-04 · diff ↗
0.3.6
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2011-02-23 · diff ↗
0.3.5
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2010-11-30 · diff ↗
R
R 2.12.0 released · 2010-10-15
0.3.4
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2010-08-09 · diff ↗ ·
added 2 exports
oldEuropeanOptionArrays, plotOptionSurface
0.3.3
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2010-08-04 · diff ↗ ·
added 45 exports
pattern:*.default, EuropeanOptionArrays, AsianOption, BermudanSwaption, summary.G2Analytic, summary.HWAnalytic, summary.HWTree, summary.BKTree, ZeroCouponBond, ZeroPriceByYield, ZeroYield, FixedRateBond, FixedRateBondYield, FixedRateBondPriceByYield, FloatingRateBond, ConvertibleZeroCouponBond, ConvertibleFixedCouponBond, ConvertibleFloatingCouponBond, CallableBond, FittedBondCurve, isBusinessDay, businessDay, isHoliday, isWeekend, isEndOfMonth, getEndOfMonth, endOfMonth, adjust, advance, businessDaysBetween and 15 more
R
R 2.11.0 released · 2010-04-22
0.3.2
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2010-01-15 · diff ↗
0.3.1
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2009-12-13 · diff ↗
R
R 2.10.0 released · 2009-10-26
0.3.0
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2009-09-06 · diff ↗
R
R 2.9.0 released · 2009-04-17
0.2.11
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2009-03-04 · diff ↗
0.2.10
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2008-12-04 · diff ↗
R
R 2.8.0 released · 2008-10-20
0.2.9
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2008-08-11 · diff ↗
R
R 2.7.0 released · 2008-04-22
0.2.8
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2008-01-08 · diff ↗
R
R 2.6.0 released · 2007-10-03
0.2.7
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2007-07-09 · diff ↗
R
R 2.5.0 released · 2007-04-24
0.2.6
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2007-03-01 · diff ↗
0.2.5
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2006-11-09 · diff ↗
R
R 2.4.0 released · 2006-10-03
0.2.4
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2006-08-19 · diff ↗
0.2.3
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2006-07-24 · diff ↗
R
R 2.3.0 released · 2006-04-24
0.2.2
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2006-03-31 · diff ↗
0.2.1
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2006-01-11 · diff ↗
0.2.0
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2005-10-27 · diff ↗
R
R 2.2.0 released · 2005-10-06
0.1.13
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2005-08-07 · diff ↗
0.1.12
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2005-04-28 · diff ↗
R
R 2.1.0 released · 2005-04-18
0.1.11
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2004-12-29 · diff ↗
R
R 2.0.0 released · 2004-10-04
0.1.10
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2004-09-13 · diff ↗
0.1.9
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2004-05-27 · diff ↗
R
R 1.9.0 released · 2004-04-12
0.1.8
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2004-04-07 · diff ↗
0.1.7
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2003-11-29 · diff ↗
R
R 1.8.0 released · 2003-10-08
0.1.6
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2003-08-01 · diff ↗
0.1.5
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2003-06-01 · diff ↗
R
R 1.7.0 released · 2003-04-16
0.1.4
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2003-03-26 · diff ↗
0.1.3
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2003-02-06 · diff ↗
0.1.2
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2002-11-14 · diff ↗
0.1.1
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2002-11-12 · diff ↗
R
R 1.6.0 released · 2002-10-01
R
R 1.5.0 released · 2002-04-29
0.1.0
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2002-02-27

Package metadata

First published: 2002-02-27
Total releases: 69 / 24 yrs
License: GPL (>= 2) OSI
Bundled data: 6.1 KB / 2 files
Download size: 196 KB

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("RQuantLib")

Format

Eddelbuettel, D., Leitch, T., & Nguyen, K. (2026). RQuantLib: R Interface to the 'QuantLib' Library (Version 0.4.29) [Computer software]. https://doi.org/10.32614/CRAN.package.RQuantLib

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for RQuantLib version 0.4.29 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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