The RQuantLib package provides quite a lot of chance-pricing features along with some mounted-earnings performance from the QuantLib venture to R. The RcppQuantuccia gives a smaller subset of QuantLib performance as a header-solely library; at current just some calendaring performance is uncovered.
Darryl joined BMO in 1994, and has held plenty of senior management positions, along with Government Managing Director & Head of Funding & Firm Banking Montreal, International Head of Equity Capital Markets & Deputy Head of Funding & Company Banking Canada, and Worldwide Head of Funding & Company Banking. In 2014, he was named Group Head, BMO Capital Markets and served as CEO of BMO Nesbitt Burns legal entity until 2016. Darryl was appointed Chief Working Officer, BMO Monetary Group in 2016.
The RQuantLib bundle deal gives quite a few chance-pricing features in addition to some mounted-revenue functionality from the QuantLib enterprise to R. The RcppQuantuccia offers a …Continue reading