'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').
Version: | 0.0.12 |
Imports: | Rcpp |
LinkingTo: | Rcpp, BH |
Published: | 2024-07-23 |
DOI: | 10.32614/CRAN.package.qlcal |
Author: | Dirk Eddelbuettel; the authors and contributors of QuantLib qlcal author details |
Maintainer: | Dirk Eddelbuettel <edd at debian.org> |
BugReports: | https://github.com/qlcal/qlcal-r/issues |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
Copyright: | see file COPYRIGHTS |
URL: | https://github.com/qlcal/qlcal-r, https://dirk.eddelbuettel.com/code/qlcal-r.html |
NeedsCompilation: | yes |
Materials: | README NEWS ChangeLog |
In views: | TimeSeries |
CRAN checks: | qlcal results |
Reference manual: | qlcal.pdf |
Package source: | qlcal_0.0.12.tar.gz |
Windows binaries: | r-devel: qlcal_0.0.12.zip, r-release: qlcal_0.0.12.zip, r-oldrel: qlcal_0.0.12.zip |
macOS binaries: | r-release (arm64): qlcal_0.0.12.tgz, r-oldrel (arm64): qlcal_0.0.12.tgz, r-release (x86_64): qlcal_0.0.12.tgz, r-oldrel (x86_64): qlcal_0.0.12.tgz |
Old sources: | qlcal archive |
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