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  "Title": "R Interface to the 'QuantLib' Library",
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  "Description": "The 'RQuantLib' package makes parts of 'QuantLib'\naccessible from R The 'QuantLib' project aims to provide a\ncomprehensive software framework for quantitative finance. The\ngoal is to provide a standard open source library for\nquantitative analysis, modeling, trading, and risk management\nof financial assets.",
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  "_exports": [
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    "adjust",
    "advance",
    "advanceDate",
    "AffineSwaption",
    "AmericanOption",
    "AmericanOptionImpliedVolatility",
    "AsianOption",
    "BarrierOption",
    "BermudanSwaption",
    "BinaryOption",
    "BinaryOptionImpliedVolatility",
    "businessDay",
    "businessDayList",
    "businessDaysBetween",
    "calendars",
    "CallableBond",
    "ConvertibleFixedCouponBond",
    "ConvertibleFloatingCouponBond",
    "ConvertibleZeroCouponBond",
    "dayCount",
    "DiscountCurve",
    "endOfMonth",
    "EuropeanOption",
    "EuropeanOptionArrays",
    "EuropeanOptionImpliedVolatility",
    "FittedBondCurve",
    "FixedRateBond",
    "FixedRateBondPriceByYield",
    "FixedRateBondYield",
    "FloatingRateBond",
    "getBusinessDayList",
    "getEndOfMonth",
    "getHolidayList",
    "getQuantLibCapabilities",
    "getQuantLibVersion",
    "holidayList",
    "isBusinessDay",
    "isEndOfMonth",
    "isHoliday",
    "isWeekend",
    "matchParams",
    "oldEuropeanOptionArrays",
    "plot.DiscountCurve",
    "plotOptionSurface",
    "removeHolidays",
    "SabrSwaption",
    "Schedule",
    "setCalendarContext",
    "setEvaluationDate",
    "summary.BKTree",
    "summary.G2Analytic",
    "summary.HWAnalytic",
    "summary.HWTree",
    "yearFraction",
    "ZeroCouponBond",
    "ZeroPriceByYield",
    "ZeroYield"
  ],
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      "name": "tsQuotes",
      "title": "Vol Cube Example Data Short time series examples",
      "object": "tsQuotes",
      "file": "tsQuotes.RData",
      "class": [
        "list"
      ],
      "fields": [],
      "table": true,
      "tojson": true
    },
    {
      "name": "vcube",
      "title": "Vol Cube Example Data",
      "object": "vcube",
      "file": "vcube.RData",
      "class": [
        "data.table",
        "data.frame"
      ],
      "fields": [
        "Expiry",
        "Tenor",
        "Spread",
        "LogNormalVol"
      ],
      "rows": 1343,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "AffineSwaption",
      "title": "Affine swaption valuation using several short-rate models",
      "topics": [
        "AffineSwaption",
        "AffineSwaption.default",
        "summary.BKTreeAffineSwaption",
        "summary.G2AnalyticAffineSwaption",
        "summary.HWAnalyticAffineSwaption",
        "summary.HWTreeAffineSwaption"
      ]
    },
    {
      "page": "AmericanOption",
      "title": "American Option evaluation using Finite Differences",
      "topics": [
        "AmericanOption",
        "AmericanOption.default"
      ]
    },
    {
      "page": "AmericanOptionImpliedVolatility",
      "title": "Implied Volatility calculation for American Option",
      "topics": [
        "AmericanOptionImpliedVolatility",
        "AmericanOptionImpliedVolatility.default"
      ]
    },
    {
      "page": "AsianOption",
      "title": "Asian Option evaluation using Closed-Form solution",
      "topics": [
        "AsianOption",
        "AsianOption.default"
      ]
    },
    {
      "page": "BarrierOption",
      "title": "Barrier Option evaluation using Closed-Form solution",
      "topics": [
        "BarrierOption",
        "BarrierOption.default"
      ]
    },
    {
      "page": "BermudanSwaption",
      "title": "Bermudan swaption valuation using several short-rate models",
      "topics": [
        "BermudanSwaption",
        "BermudanSwaption.default",
        "summary.BKTree",
        "summary.G2Analytic",
        "summary.HWAnalytic",
        "summary.HWTree"
      ]
    },
    {
      "page": "BinaryOption",
      "title": "Binary Option evaluation using Closed-Form solution",
      "topics": [
        "BinaryOption",
        "BinaryOption.default"
      ]
    },
    {
      "page": "BinaryOptionImpliedVolatility",
      "title": "Implied Volatility calculation for Binary Option",
      "topics": [
        "BinaryOptionImpliedVolatility",
        "BinaryOptionImpliedVolatility.default"
      ]
    },
    {
      "page": "Bond",
      "title": "Base class for Bond price evaluation",
      "topics": [
        "Bond",
        "plot.Bond",
        "print.Bond",
        "print.FixedRateBond",
        "summary.Bond"
      ]
    },
    {
      "page": "BondUtilities",
      "title": "Bond parameter conversion utilities",
      "topics": [
        "matchBDC",
        "matchCompounding",
        "matchDateGen",
        "matchDayCounter",
        "matchFrequency",
        "matchParams"
      ]
    },
    {
      "page": "Calendars",
      "title": "Calendar functions from QuantLib",
      "topics": [
        "addHolidays",
        "adjust",
        "advance",
        "advanceDate",
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