'QuantLib' bindings are provided for R using 'Rcpp' and the header-only 'Quantuccia' variant (put together by Peter Caspers) offering an essential subset of 'QuantLib'. See the included file 'AUTHORS' for a full list of contributors to both 'QuantLib' and 'Quantuccia'.
Version: | 0.0.3 |
Imports: | Rcpp |
LinkingTo: | Rcpp, BH |
Published: | 2019-08-19 |
Author: | Dirk Eddelbuettel; the authors and contributors of QuantLib RcppQuantuccia author details |
Maintainer: | Dirk Eddelbuettel <edd at debian.org> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
Copyright: | see file COPYRIGHTS |
NeedsCompilation: | yes |
Materials: | README NEWS ChangeLog |
In views: | Finance |
CRAN checks: | RcppQuantuccia results |
Reference manual: | RcppQuantuccia.pdf |
Package source: | RcppQuantuccia_0.0.3.tar.gz |
Windows binaries: | r-devel: RcppQuantuccia_0.0.3.zip, r-release: RcppQuantuccia_0.0.3.zip, r-oldrel: RcppQuantuccia_0.0.3.zip |
macOS binaries: | r-release: RcppQuantuccia_0.0.3.tgz, r-oldrel: RcppQuantuccia_0.0.3.tgz |
Old sources: | RcppQuantuccia archive |
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