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RcppQuantuccia
View on CRAN: Click
here
Download and install RcppQuantuccia package within the R console
Install from CRAN:
install.packages("RcppQuantuccia")
Install from Github:
library("remotes")
install_github("cran/RcppQuantuccia") Install by package version:
library("remotes")
install_version("RcppQuantuccia", "0.1.4") Attach the package and use:
library("RcppQuantuccia")
Maintained by
Dirk Eddelbuettel
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-04-18
Latest Update: 2023-11-29
Description:
'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'.
How to cite:
Dirk Eddelbuettel (2017). RcppQuantuccia: R Bindings to the Calendaring Functionality of 'QuantLib'. R package version 0.1.4, https://cran.r-project.org/web/packages/RcppQuantuccia. Accessed 16 Jul. 2026.
Previous versions and publish date:
Other packages that cited RcppQuantuccia R package
View RcppQuantuccia citation profile
Other R packages that RcppQuantuccia depends,
imports, suggests or enhances
Complete documentation for RcppQuantuccia
Functions, R codes and Examples using
the RcppQuantuccia R package
Some associated functions: RcppQuantuccia-package . adjust . advanceDate . advanceUnits . businessDaysBetween . calendars . getEndOfMonth . getHolidays . getName . isBusinessDay . isEndOfMonth . isHoliday . isWeekend . setCalendar .
Some associated R codes: RcppExports.R . calendars.R . dates.R . init.R . Full RcppQuantuccia package functions and examples
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