RcppQuantuccia

R Bindings to the Calendaring Functionality of 'QuantLib'

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'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'.

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  • Imports1 package
  • Linking To2 packages