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

In qlcal: 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 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').

Details

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Package Content

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Maintainer

Dirk Eddelbuettel <[e-mail]>

Author(s)

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

References

https://www.quantlib.org/

qlcal documentation built on June 8, 2025, 1:48 p.m.