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Written inR, C/C++, Fortran
Operating systemCross-platform: Windows, macOS, Linux
PlatformR programming language
TypeComputational finance

Rmetrics is a free, open-source and open development software project for teaching computational finance. Rmetrics is based primarily on the statistical R programming language, but does contain contributions in other programming languages, Fortran, C, and C++. The project was started in 2001 by Diethelm Wuertz, based at the Swiss Federal Institute of Technology in Zurich.

Rmetrics Packages

Most Rmetrics components are distributed as R packages, which are add-on modules for R.


The broad goals of the projects are

R/Rmetrics Project

Rmetrics and the R package system provides a broad range of advantages to the Rmetrics project including

Open Source Commitment

The Rmetrics project has a commitment to full open source discipline, with distribution via a platform. All software contributions are expected to exist under an open source license such as GPL2, Artistic 2.0, or BSD. There are many different reasons why open—source software is beneficial to a software project in finance. The reasons include

Rmetrics Repository

The Rmetrics Repository is hosted by R-forge. The following developers (in alphabetical order) contribute or have contributed to the Rmetrics packages: Andrew Ellis, Christophe Dutang, David Lüthi, David Scott, Diethelm Würtz, Francesco Gochez, Juri Hinz, Marco Perlin, Martin Mächler, Maxime Debon, Petr Savicky, Philipp Erb, Pierre Chausse, Sergio Guirreri, Spencer Graves, Yohan Chalabi


See also