My RQuantLib wasn't installed correctly.
I had to install it this way:
Run terminal window as administrator:
C:/Program Files/R/R-3.4.0/bin/x64/Rterm.exe (run as administrator)
run these commands:
install.packages("drat")
drat::addRepo("ghrr")
install.packages("RQuantLib", type="binary")
The result in the terminal window should look somehow like this:
R> drat::addRepo("ghrr")
R> options("repos")
$repos
CRAN ghrr
"https://cloud.r-project.org" "https://ghrr.github.io/drat/"
R> install.packages("RQuantLib", type="binary")
Installing package into c:/opt/R-library
(as lib is unspecified)
trying URL 'https://ghrr.github.io/drat/bin/windows/contrib/3.3/RQuantLib_0.4.3.zip'
Content type 'application/zip' length 7993848 bytes (7.6 MB)
downloaded 7.6 MB
package RQuantLib successfully unpacked and MD5 sums checked
The downloaded binary packages are in
C:Users[redacted]AppDataLocalTempRtmpAHvBmodownloaded_packages
R>