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'.

Details

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Package Content

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Maintainer

Dirk Eddelbuettel <[e-mail]>

Author(s)

Dirk Eddelbuettel; the authors and contributors of QuantLib

References

https://www.quantlib.org/

RcppQuantuccia documentation built on Oct. 20, 2022, 1:07 a.m.