Package: RcppQuantuccia 0.1.4.1
RcppQuantuccia: R Bindings to the Calendaring Functionality of 'QuantLib'
'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.
Authors:
RcppQuantuccia_0.1.4.1.tar.gz
RcppQuantuccia_0.1.4.1.zip(r-4.7)RcppQuantuccia_0.1.4.1.zip(r-4.6)RcppQuantuccia_0.1.4.1.zip(r-4.5)
RcppQuantuccia_0.1.4.1.tgz(r-4.6-x86_64)RcppQuantuccia_0.1.4.1.tgz(r-4.6-arm64)RcppQuantuccia_0.1.4.1.tgz(r-4.5-x86_64)RcppQuantuccia_0.1.4.1.tgz(r-4.5-arm64)
RcppQuantuccia_0.1.4.1.tar.gz(r-4.7-arm64)RcppQuantuccia_0.1.4.1.tar.gz(r-4.7-x86_64)RcppQuantuccia_0.1.4.1.tar.gz(r-4.6-arm64)RcppQuantuccia_0.1.4.1.tar.gz(r-4.6-x86_64)
RcppQuantuccia_0.1.4.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
RcppQuantuccia/json (API)
| # Install 'RcppQuantuccia' in R: |
| install.packages('RcppQuantuccia', repos = c('https://eddelbuettel.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/eddelbuettel/rcppquantuccia/issues
Last updated from:61bd335e5f. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 204 | ||
| linux-devel-x86_64 | OK | 182 | ||
| source / vignettes | OK | 308 | ||
| linux-release-arm64 | OK | 191 | ||
| linux-release-x86_64 | OK | 173 | ||
| macos-release-arm64 | OK | 223 | ||
| macos-release-x86_64 | OK | 373 | ||
| macos-oldrel-arm64 | OK | 121 | ||
| macos-oldrel-x86_64 | OK | 367 | ||
| windows-devel | OK | 240 | ||
| windows-release | OK | 253 | ||
| windows-oldrel | OK | 203 | ||
| wasm-release | OK | 186 |
Exports:adjustadvanceDateadvanceUnitsbusinessDaysBetweencalendarsgetBusinessDaysgetEndOfMonthgetHolidaysgetIdgetNameisBusinessDayisEndOfMonthisHolidayisWeekendsetCalendar
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| R Bindings to the Calendaring Functionality of 'QuantLib' | RcppQuantuccia-package RcppQuantuccia |
| Compute adjusted dates | adjust adjust_cpp |
| Advance a date | advanceDate |
| Compute adjusted dates | advanceUnits advanceUnits_cpp |
| Compute number of business dates between calendar dates | businessDaysBetween |
| The 'calendars' vector contains all calendar identifiers. | calendars |
| Compute end-of-month | getEndOfMonth |
| Compute holidays or business days | getBusinessDays getHolidays |
| Get calendar name, or id | getId getName |
| Test for business days | isBusinessDay |
| Test for end-of-month | isEndOfMonth |
| Test for holidays | isHoliday |
| Test for weekends | isWeekend |
| Set a calendar | setCalendar |
