RcppQuantuccia0.1.4 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'. Note that this package provided an initial viability proof, current work is done (via approximately quarterly releases tracking 'QuantLib') in the smaller package 'qlcal' which is generally preferred.

  • Maintainer: Dirk Eddelbuettel
  • License: GPL (>= 2)
  • Last published: 2026-01-17

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