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CRANqlcalMaRDI QIDQ81845FDOQ81845

R Bindings to the Calendaring Functionality of 'QuantLib'

Dirk Eddelbuettel; the Authors

Last update: 24 January 2024

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

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

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').

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