RcppQuantuccia-package: R Bindings to the Calendaring Functionality of 'QuantLib'

In RcppQuantuccia: R Bindings to the Calendaring Functionality of 'QuantLib'

R Bindings to the Calendaring Functionality of 'QuantLib'

Description

'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'. Note that this package provided an initial viability proof, current work is done (via approximately quarterly releases tracking 'QuantLib') in the smaller package 'qlcal' which is generally preferred.

Details

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Package Content

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Maintainer

Dirk Eddelbuettel <[e-mail]>

Author(s)

Dirk Eddelbuettel [aut, cre] (ORCID: <https://orcid.org/0000-0001-6419-907X>), QuantLib Authors [aut]

References

https://www.quantlib.org/

RcppQuantuccia documentation built on Jan. 17, 2026, 5:07 p.m.