RcppQuantuccia-package |
R Bindings to the Calendaring Functionality of 'QuantLib' |
adjust |
Compute adjusted dates |
adjust_cpp |
Compute adjusted dates |
advanceDate |
Advance a date |
advanceUnits |
Compute adjusted dates |
advanceUnits_cpp |
Compute adjusted dates |
businessDaysBetween |
Compute number of business dates between calendar dates |
calendars |
The 'calendars' vector contains all calendar identifiers. |
getBusinessDays |
Compute holidays or business days |
getEndOfMonth |
Compute end-of-month |
getHolidays |
Compute holidays or business days |
getId |
Get calendar name, or id |
getName |
Get calendar name, or id |
isBusinessDay |
Test for business days |
isEndOfMonth |
Test for end-of-month |
isHoliday |
Test for holidays |
isWeekend |
Test for weekends |
RcppQuantuccia |
R Bindings to the Calendaring Functionality of 'QuantLib' |
setCalendar |
Set a calendar |