RcppQuantuccia-package {RcppQuantuccia}

R Bindings to the Calendaring Functionality of 'QuantLib'

Description

'QuantLib' bindings are provided for R using 'Rcpp' via an updated variant of the header-only 'Quantuccia' project (put together initially by Peter Caspers) offering an essential subset of 'QuantLib' (and now maintained separately for the calendaring subset). See the included file 'AUTHORS' for a full list of contributors to both 'QuantLib' and 'Quantuccia'.

Details

The DESCRIPTION file:

Package:	RcppQuantuccia
Type:	Package
Title:	R Bindings to the Calendaring Functionality of 'QuantLib'
Version:	0.1.2
Date:	2023-11-29
Author:	Dirk Eddelbuettel; the authors and contributors of QuantLib
Maintainer:	Dirk Eddelbuettel <[e-mail]>
Description:	'QuantLib' bindings are provided for R using 'Rcpp' via an updated variant of the header-only 'Quantuccia' project (put together initially by Peter Caspers) offering an essential subset of 'QuantLib' (and now maintained separately for the calendaring subset). See the included file 'AUTHORS' for a full list of contributors to both 'QuantLib' and 'Quantuccia'.
URL:	https://github.com/eddelbuettel/rcppquantuccia, https://dirk.eddelbuettel.com/code/rcpp.quantuccia.html
BugReports:	https://github.com/eddelbuettel/rcppquantuccia/issues
License:	GPL (>= 2)
Imports:	Rcpp
LinkingTo:	Rcpp, BH
RoxygenNote:	6.0.1
NeedsCompilation:	yes
Encoding:	UTF-8

Package Content

Index of help topics:

RcppQuantuccia-package
                        R Bindings to the Calendaring Functionality of
                        'QuantLib'
adjust_cpp              Compute adjusted dates
advanceDate             Advance a date
advanceUnits_cpp        Compute adjusted dates
businessDaysBetween     Compute number of business dates between
                        calendar dates
calendars               The 'calendars' vector contains all calendar
                        identifiers.
getEndOfMonth           Compute end-of-month
getHolidays             Compute holidays or business days
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
setCalendar             Set a calendar

Maintainer

Dirk Eddelbuettel <[e-mail]>

Author(s)

Dirk Eddelbuettel; the authors and contributors of QuantLib

References

https://www.quantlib.org/