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'.


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Reference manual

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install.packages("RcppQuantuccia")

0.0.2 by Dirk Eddelbuettel, 17 days 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