qlcal - R Bindings to the Calendaring Functionality of 'QuantLib'
'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').
Last updated 1 months ago
6 stars 4.88 score 2 dependencies