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qlcal: R Bindings to the Calendaring Functionality of 'QuantLib'
'QuantLib' bindings are provided for R using 'Rcpp' via an evolved version of the initial header-only 'Quantuccia' project offering an subset of 'QuantLib' (now maintained separately just for the calendaring subset). See the included file 'AUTHORS' for a full list of contributors to 'QuantLib' (and hence also 'Quantuccia').
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Package details |
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| Author | Dirk Eddelbuettel [aut, cre] (ORCID: <https://orcid.org/0000-0001-6419-907X>), QuantLib Authors [aut] |
| Maintainer | Dirk Eddelbuettel <edd@debian.org> |
| License | GPL (>= 2) |
| Version | 0.0.17 |
| URL | https://github.com/qlcal/qlcal-r https://dirk.eddelbuettel.com/code/qlcal-r.html |
| Package repository | View on CRAN |
| Installation |
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