'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'.
| Version: | 0.1.2 |
| Imports: | Rcpp |
| LinkingTo: | Rcpp, BH |
| Published: | 2023-11-29 |
| DOI: | 10.32614/CRAN.package.RcppQuantuccia |
| Author: | Dirk Eddelbuettel; the authors and contributors of QuantLib RcppQuantuccia author details |
| Maintainer: | Dirk Eddelbuettel <edd at debian.org> |
| BugReports: | https://github.com/eddelbuettel/rcppquantuccia/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: | see file COPYRIGHTS |
| URL: | https://github.com/eddelbuettel/rcppquantuccia, https://dirk.eddelbuettel.com/code/rcpp.quantuccia.html |
| NeedsCompilation: | yes |
| Materials: | README NEWS ChangeLog |
| In views: | Finance |
| CRAN checks: | RcppQuantuccia results |
| Reference manual: | RcppQuantuccia.pdf |
| Package source: | RcppQuantuccia_0.1.2.tar.gz |
| Windows binaries: | r-devel: RcppQuantuccia_0.1.2.zip, r-release: RcppQuantuccia_0.1.2.zip, r-oldrel: RcppQuantuccia_0.1.2.zip |
| macOS binaries: | r-release (arm64): RcppQuantuccia_0.1.2.tgz, r-oldrel (arm64): RcppQuantuccia_0.1.2.tgz, r-release (x86_64): RcppQuantuccia_0.1.2.tgz, r-oldrel (x86_64): RcppQuantuccia_0.1.2.tgz |
| Old sources: | RcppQuantuccia archive |
Please use the canonical form https://CRAN.R-project.org/package=RcppQuantuccia to link to this page.