Package: RcppQuantuccia 0.1.2
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'.
Authors:
RcppQuantuccia_0.1.2.tar.gz
RcppQuantuccia_0.1.2.zip(r-4.5)RcppQuantuccia_0.1.2.zip(r-4.4)RcppQuantuccia_0.1.2.zip(r-4.3)
RcppQuantuccia_0.1.2.tgz(r-4.4-x86_64)RcppQuantuccia_0.1.2.tgz(r-4.4-arm64)RcppQuantuccia_0.1.2.tgz(r-4.3-x86_64)RcppQuantuccia_0.1.2.tgz(r-4.3-arm64)
RcppQuantuccia_0.1.2.tar.gz(r-4.5-noble)RcppQuantuccia_0.1.2.tar.gz(r-4.4-noble)
RcppQuantuccia_0.1.2.tgz(r-4.4-emscripten)RcppQuantuccia_0.1.2.tgz(r-4.3-emscripten)
RcppQuantuccia.pdf |RcppQuantuccia.html✨
RcppQuantuccia/json (API)
NEWS
| # 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 7 days agofrom:263b5e88ee. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 14 2024 |
| R-4.5-win-x86_64 | OK | Nov 14 2024 |
| R-4.5-linux-x86_64 | OK | Nov 14 2024 |
| R-4.4-win-x86_64 | OK | Nov 14 2024 |
| R-4.4-mac-x86_64 | OK | Nov 14 2024 |
| R-4.4-mac-aarch64 | OK | Nov 14 2024 |
| R-4.3-win-x86_64 | OK | Nov 14 2024 |
| R-4.3-mac-x86_64 | OK | Nov 14 2024 |
| R-4.3-mac-aarch64 | OK | Nov 14 2024 |
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 |
