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'.

Package details

AuthorDirk Eddelbuettel; the authors and contributors of QuantLib
MaintainerDirk Eddelbuettel <edd@debian.org>
LicenseGPL (>= 2)
Version0.1.0
URL https://github.com/eddelbuettel/rcppquantuccia https://dirk.eddelbuettel.com/code/rcpp.quantuccia.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RcppQuantuccia")

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RcppQuantuccia documentation built on Oct. 30, 2021, 5:09 p.m.