qlcal (Q81845)
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R Bindings to the Calendaring Functionality of 'QuantLib'
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | qlcal |
R Bindings to the Calendaring Functionality of 'QuantLib' |
Statements
24 January 2024
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'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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expanded from: GPL (≥ 2) (English)
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