According to the QRMlib package pdf, 

http://www.mirrorservice.org/sites/lib.stat.cmu.edu/R/CRAN/doc/packages/QRMlib.pdf

the package depennds on methods, fCalendar, fEcofin, mvtnorm,
chron,its,Hmisc. I have installed all of these (some were retrieved from
archive and some were retrieved from CRAN) and still getting errors.

I'm just wondering whether anyone has successfully loaded QRMlib??

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