RcppQuantuccia

CRANRcppQuantucciaMaRDI QIDQ92982

R Bindings to the Calendaring Functionality of 'QuantLib'

Dirk Eddelbuettel; the Authors

Last update: 29 November 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.1.1, 0.0.1, 0.0.2, 0.0.3, 0.0.4, 0.0.5, 0.1.0, 0.1.2

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'.

This page was built for software: RcppQuantuccia