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Which R packages (in this list or not) do you use in quant finance, why not an alternative, do you use it in production and if so, how?
There is a list of most of the R packages related to Finance by Dirk Eddelbuettel:
http://cran.r-project.org/web/views/Finance.html
In addition:
I like Quantlib
http://quantlib.org/index.shtml
http://cran.r-project.org/web/packages/RQuantLib/index.html
The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.
QuantLib is written in C++ with a clean object model, and is then exported to different languages such as C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme. The QuantLibAddin/QuantLibXL project uses ObjectHandler to export an object-oriented QuantLib interface to a variety of end-user platforms including Microsoft Excel and OpenOffice.org Calc. Bindings to other languages and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, COM/CORBA/SOAP architectures, FpML, are under consideration.