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'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 |
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Author | Dirk Eddelbuettel; the authors and contributors of QuantLib |
Date of publication | 2017-11-06 14:13:38 UTC |
Maintainer | Dirk Eddelbuettel <[email protected]> |
License | GPL (>= 2) |
Version | 0.0.2 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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