CRAN/E | qlcal

qlcal

R Bindings to the Calendaring Functionality of 'QuantLib'

Installation

About

'QuantLib' bindings are provided for R using 'Rcpp' via an evolved version of the initial header-only 'Quantuccia' project offering an subset of 'QuantLib' (now maintained separately just for the calendaring subset). See the included file 'AUTHORS' for a full list of contributors to 'QuantLib' (and hence also 'Quantuccia').

github.com/qlcal/qlcal-r
dirk.eddelbuettel.com/code/qlcal-r.html
Copyright see file COPYRIGHTS
Bug report File report

Key Metrics

Version 0.0.11
Published 2024-04-27 142 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks qlcal results

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Maintainer

Maintainer

Dirk Eddelbuettel

Authors

Dirk Eddelbuettel; the authors
contributors of QuantLib

Material

README
NEWS
ChangeLog
Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

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arm64

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x86_64

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x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

qlcal archive

Imports

Rcpp

LinkingTo

Rcpp
BH