R Bindings to the 'Quantuccia' Header-Only Essentials of 'QuantLib'

cleanup

README.md
MD5

ChangeLog

NAMESPACE

DESCRIPTION

src/Makevars

src/RcppExports.cpp

src/dates.cpp

src/utils.cpp

inst/NEWS.Rd

inst/AUTHORS

inst/COPYRIGHTS

inst/include/RcppQuantuccia_RcppExports.h

inst/include/RcppQuantuccia_declarations.h

inst/include/RcppQuantuccia_types.h

inst/include/RcppQuantuccia.h

inst/include/RcppQuantuccia_as_wrap.h

inst/include/ql/config.ansi.hpp

inst/include/ql/config.mingw.hpp

inst/include/ql/currency.hpp

inst/include/ql/version.hpp

inst/include/ql/config.sun.hpp

inst/include/ql/compounding.hpp

inst/include/ql/errors.hpp

inst/include/ql/qldefines.hpp

inst/include/ql/types.hpp

inst/include/ql/userconfig.hpp

inst/include/ql/mathconstants.hpp

inst/include/ql/stochasticprocess.hpp

inst/include/ql/handle.hpp

inst/include/ql/settings.hpp

inst/include/ql/timegrid.hpp

inst/include/ql/quantlib.hpp

inst/include/ql/config.msvc.hpp

inst/include/ql/patterns/all.hpp

inst/include/ql/patterns/curiouslyrecurring.hpp

inst/include/ql/patterns/lazyobject.hpp

inst/include/ql/patterns/observable.hpp

inst/include/ql/patterns/singleton.hpp

inst/include/ql/time/frequency.hpp

inst/include/ql/time/calendar.hpp

inst/include/ql/time/daycounter.hpp

inst/include/ql/time/imm.hpp

inst/include/ql/time/weekday.hpp

inst/include/ql/time/businessdayconvention.hpp

inst/include/ql/time/timeunit.hpp

inst/include/ql/time/period.hpp

inst/include/ql/time/dategenerationrule.hpp

inst/include/ql/time/date.hpp

inst/include/ql/time/all.hpp

inst/include/ql/time/schedule.hpp

inst/include/ql/time/daycounters/actualactual.hpp

inst/include/ql/time/daycounters/actual360.hpp

inst/include/ql/time/daycounters/actual365fixed.hpp

inst/include/ql/time/daycounters/all.hpp

inst/include/ql/time/daycounters/thirty360.hpp

inst/include/ql/time/calendars/unitedkingdom.hpp

inst/include/ql/time/calendars/jointcalendar.hpp

inst/include/ql/time/calendars/bespokecalendar.hpp

inst/include/ql/time/calendars/canada.hpp

inst/include/ql/time/calendars/japan.hpp

inst/include/ql/time/calendars/all.hpp

inst/include/ql/time/calendars/nullcalendar.hpp

inst/include/ql/time/calendars/china.hpp

inst/include/ql/time/calendars/target.hpp

inst/include/ql/time/calendars/unitedstates.hpp

inst/include/ql/time/calendars/germany.hpp

inst/include/ql/utilities/all.hpp

inst/include/ql/utilities/dataparsers.hpp

inst/include/ql/utilities/steppingiterator.hpp

inst/include/ql/utilities/observablevalue.hpp

inst/include/ql/utilities/vectors.hpp

inst/include/ql/utilities/null.hpp

inst/include/ql/utilities/disposable.hpp

inst/include/ql/utilities/dataformatters.hpp

inst/include/ql/methods/all.hpp

inst/include/ql/methods/montecarlo/path.hpp

inst/include/ql/methods/montecarlo/sample.hpp

inst/include/ql/methods/montecarlo/all.hpp

inst/include/ql/methods/montecarlo/brownianbridge.hpp

inst/include/ql/methods/montecarlo/pathgenerator.hpp

inst/include/ql/methods/finitedifferences/all.hpp

inst/include/ql/methods/finitedifferences/tridiagonaloperator.hpp

inst/include/ql/models/all.hpp

inst/include/ql/models/marketmodels/all.hpp

inst/include/ql/models/marketmodels/browniangenerator.hpp

inst/include/ql/models/marketmodels/browniangenerators/sobolbrowniangenerator.hpp

inst/include/ql/models/marketmodels/browniangenerators/all.hpp

inst/include/ql/math/linearleastsquaresregression.hpp

inst/include/ql/math/errorfunction.hpp

inst/include/ql/math/functional.hpp

inst/include/ql/math/factorial.hpp

inst/include/ql/math/generallinearleastsquares.hpp

inst/include/ql/math/interpolation.hpp

inst/include/ql/math/matrix.hpp

inst/include/ql/math/rounding.hpp

inst/include/ql/math/comparison.hpp

inst/include/ql/math/incompletegamma.hpp

inst/include/ql/math/all.hpp

inst/include/ql/math/array.hpp

inst/include/ql/math/solver1d.hpp

inst/include/ql/math/optimization/simplex.hpp

inst/include/ql/math/optimization/endcriteria.hpp

inst/include/ql/math/optimization/levenbergmarquardt.hpp

inst/include/ql/math/optimization/linesearchbasedmethod.hpp

inst/include/ql/math/optimization/costfunction.hpp

inst/include/ql/math/optimization/linesearch.hpp

inst/include/ql/math/optimization/lmdif.hpp

inst/include/ql/math/optimization/all.hpp

inst/include/ql/math/optimization/constraint.hpp

inst/include/ql/math/optimization/conjugategradient.hpp

inst/include/ql/math/optimization/differentialevolution.hpp

inst/include/ql/math/optimization/armijo.hpp

inst/include/ql/math/optimization/problem.hpp

inst/include/ql/math/optimization/method.hpp

inst/include/ql/math/matrixutilities/choleskydecomposition.hpp

inst/include/ql/math/matrixutilities/pseudosqrt.hpp

inst/include/ql/math/matrixutilities/tqreigendecomposition.hpp

inst/include/ql/math/matrixutilities/qrdecomposition.hpp

inst/include/ql/math/matrixutilities/symmetricschurdecomposition.hpp

inst/include/ql/math/matrixutilities/svd.hpp

inst/include/ql/math/matrixutilities/all.hpp

inst/include/ql/math/interpolations/cubicinterpolation.hpp

inst/include/ql/math/interpolations/backwardflatinterpolation.hpp

inst/include/ql/math/interpolations/extrapolation.hpp

inst/include/ql/math/interpolations/bilinearinterpolation.hpp

inst/include/ql/math/interpolations/all.hpp

inst/include/ql/math/interpolations/interpolation2d.hpp

inst/include/ql/math/interpolations/linearinterpolation.hpp

inst/include/ql/math/integrals/integral.hpp

inst/include/ql/math/integrals/all.hpp

inst/include/ql/math/integrals/gaussianquadratures.hpp

inst/include/ql/math/integrals/simpsonintegral.hpp

inst/include/ql/math/integrals/gaussianorthogonalpolynomial.hpp

inst/include/ql/math/integrals/segmentintegral.hpp

inst/include/ql/math/integrals/gausslobattointegral.hpp

inst/include/ql/math/integrals/trapezoidintegral.hpp

inst/include/ql/math/randomnumbers/rngtraits.hpp

inst/include/ql/math/randomnumbers/sobolbrownianbridgersg.hpp

inst/include/ql/math/randomnumbers/mt19937uniformrng.hpp

inst/include/ql/math/randomnumbers/seedgenerator.hpp

inst/include/ql/math/randomnumbers/all.hpp

inst/include/ql/math/randomnumbers/inversecumulativersg.hpp

inst/include/ql/math/randomnumbers/primitivepolynomials.hpp

inst/include/ql/math/randomnumbers/inversecumulativerng.hpp

inst/include/ql/math/randomnumbers/randomsequencegenerator.hpp

inst/include/ql/math/randomnumbers/sobolrsg.hpp

inst/include/ql/math/distributions/poissondistribution.hpp

inst/include/ql/math/distributions/all.hpp

inst/include/ql/math/distributions/normaldistribution.hpp

inst/include/ql/math/distributions/gammadistribution.hpp

inst/include/ql/math/solvers1d/bisection.hpp

inst/include/ql/math/solvers1d/newton.hpp

inst/include/ql/math/solvers1d/newtonsafe.hpp

inst/include/ql/math/solvers1d/brent.hpp

inst/include/ql/math/solvers1d/all.hpp

inst/include/ql/math/statistics/incrementalstatistics.hpp

inst/include/ql/math/statistics/all.hpp

tests/calendars.R
build/partial.rdb

R/dates.R
R/RcppExports.R
man/advanceUnits.Rd
man/getEndOfMonth.Rd
man/isHoliday.Rd
man/setCalendar.Rd
man/RcppQuantuccia-package.Rd
man/isBusinessDay.Rd
man/advanceDate.Rd
man/isWeekend.Rd
man/getHolidays.Rd
man/adjust.Rd
man/businessDaysBetween.Rd
man/isEndOfMonth.Rd
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