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RcppQuantuccia: R Bindings to the Calendaring Functionality of 'QuantLib'
'QuantLib' bindings are provided for R using 'Rcpp' via an updated variant of the header-only 'Quantuccia' project (put together initially by Peter Caspers) offering an essential subset of 'QuantLib' (and now maintained separately for the calendaring subset). See the included file 'AUTHORS' for a full list of contributors to both 'QuantLib' and 'Quantuccia'.
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Package details |
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| Author | Dirk Eddelbuettel; the authors and contributors of QuantLib |
| Maintainer | Dirk Eddelbuettel <edd@debian.org> |
| License | GPL (>= 2) |
| Version | 0.1.1 |
| URL | https://github.com/eddelbuettel/rcppquantuccia https://dirk.eddelbuettel.com/code/rcpp.quantuccia.html |
| Package repository | View on CRAN |
| Installation |
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