qlcal0.0.12 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

qlcal-package

tools:::Rd_package_title("qlcal")

setCalendar

Set a calendar

Download source packageRead PDF manual

'QuantLib' bindings are provided for R using 'Rcpp' via an evolved version of the initial header-only 'Quantuccia' project offering an subset of 'QuantLib' (now maintained separately just for the calendaring subset). See the included file 'AUTHORS' for a full list of contributors to 'QuantLib' (and hence also 'Quantuccia').

  • Maintainer: Dirk Eddelbuettel
  • License: GPL (>= 2)
  • Last published: 2024-07-23

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