RcppQuantuccia0.1.2 package

R Bindings to the Calendaring Functionality of 'QuantLib'

adjust

Compute adjusted dates

advanceDate

Advance a date

advanceUnits

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

RcppQuantuccia-package

tools:::Rd_package_title("RcppQuantuccia")

setCalendar

Set a calendar

Download source packageRead PDF manual

'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'.

  • Maintainer: Dirk Eddelbuettel
  • License: GPL (>= 2)
  • Last published: 2023-11-29

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