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RcppQuantuccia: R Bindings to the 'Quantuccia' Header-Only Essentials of 'QuantLib'
'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'.
Getting started
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Package details |
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| Author | Dirk Eddelbuettel; the authors and contributors of QuantLib |
| Maintainer | Dirk Eddelbuettel <[email protected]> |
| License | GPL (>= 2) |
| Version | 0.0.3 |
| Package repository | View on CRAN |
| Installation |
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