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'.

Package details

AuthorDirk Eddelbuettel; the authors and contributors of QuantLib
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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RcppQuantuccia documentation built on Aug. 19, 2019, 5:03 p.m.