CRAN/E | RcppQuantuccia

RcppQuantuccia

R Bindings to the Calendaring Functionality of 'QuantLib'

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

Version 0.1.2
Published 2023-11-29 197 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks RcppQuantuccia results

Downloads

Yesterday 4
Last 7 days 30 -63%
Last 30 days 258 -31%
Last 90 days 911 -29%
Last 365 days 4.063 -20%

Maintainer

Maintainer

Dirk Eddelbuettel

Authors

Dirk Eddelbuettel; the authors
contributors of QuantLib

Material

README
NEWS
ChangeLog
Reference manual
Package source

In Views

Finance

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

RcppQuantuccia archive

Imports

Rcpp

LinkingTo

Rcpp
BH