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').


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Reference manual

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install.packages("qlcal")

0.0.1 by Dirk Eddelbuettel, a month ago


https://github.com/qlcal/qlcal-r, https://dirk.eddelbuettel.com/code/rcpp.quantuccia.html


Report a bug at https://github.com/qlcal/qlcal-r/issues


Browse source code at https://github.com/cran/qlcal


Authors: Dirk Eddelbuettel; the authors and contributors of QuantLib


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Linking to Rcpp, BH


See at CRAN