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Authors Dirk Eddelbuettel, Dirk Eddelbuettel; the Authors, QuantLib Authors

Last update 13 October 2026

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

Software version identifier 0.0.4, 0.0.5, 0.0.6, 0.0.1, 0.0.2, 0.0.3, 0.0.5, 0.0.7, 0.0.8, 0.0.9, 0.0.10, PACKAGES.rds, 0.0.11, 0.0.12, 0.0.13, 0.0.14, 0.0.15, 0.0.16, 0.0.17, 0.1.0, 0.1.1, 0.1.2, 0.1.3, PACKAGES.rds, 0.1.4

Description

'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').

Cited in

(1)

FinanceGraphs

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