RcppQuantuccia (Q92982)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: RcppQuantuccia |
R Bindings to the Calendaring Functionality of 'QuantLib'
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RcppQuantuccia |
R Bindings to the Calendaring Functionality of 'QuantLib' |
Statements
29 November 2023
0 references
'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'.
0 references
expanded from: GPL (≥ 2) (English)
0 references
