R Bindings to the 'Quantuccia' Header-Only Essentials of 'QuantLib'

'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'.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.0.1 by Dirk Eddelbuettel, 5 months ago

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

Authors: Dirk Eddelbuettel; the authors and contributors of QuantLib

Documentation:   PDF Manual  

Task views: Empirical Finance

GPL (>= 2) license

Imports Rcpp

Linking to Rcpp, BH

See at CRAN