RcppQuantuccia: R Bindings to the 'Quantuccia' Header-Only Essentials of 'QuantLib'
Version 0.0.2

'QuantLib' bindings are provided for R using 'Rcpp' and the header-only 'Quantuccia' variant (put together by Peter Caspers) offering an essential subset of 'QuantLib'. See the included file 'AUTHORS' for a full list of contributors to both 'QuantLib' and 'Quantuccia'.

Package details

AuthorDirk Eddelbuettel; the authors and contributors of QuantLib
Date of publication2017-11-06 14:13:38 UTC
MaintainerDirk Eddelbuettel <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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RcppQuantuccia documentation built on Nov. 17, 2017, 7:44 a.m.