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RcppQuantuccia  

R Bindings to the Calendaring Functionality of 'QuantLib'
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]
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 26 Oct. 2026.
Previous versions and publish date:
(2026-07-09 08:22), 0.0.1 (2017-04-18 19:42), 0.0.2 (2017-11-06 15:13), 0.0.3 (2019-08-19 15:00), 0.0.4 (2021-10-12 15:40), 0.0.5 (2021-10-23 16:30), 0.1.0 (2021-10-30 16:30), 0.1.1 (2022-10-19 21:37), 0.1.2 (2023-11-29 17:40), 0.1.3 (2025-11-24 20:10)
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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