Installation
About
'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'.
| github.com/eddelbuettel/rcppquantuccia | |
| dirk.eddelbuettel.com/code/rcpp.quantuccia.html | |
| Copyright | see file COPYRIGHTS |
| Bug report | File report |
Key Metrics
Downloads
| Yesterday | 5 0% |
| Last 7 days | 68 -6% |
| Last 30 days | 283 -1% |
| Last 90 days | 865 -19% |
| Last 365 days | 4.065 -17% |
Maintainer
| Maintainer | Dirk Eddelbuettel |