RcppQuantuccia (0.0.1)

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R Bindings to the 'Quantuccia' Header-Only Essentials of 'QuantLib'.

http://cran.r-project.org/web/packages/RcppQuantuccia

'QuantLib' bindings are provided for R using 'Rcpp' and the header-only 'Quantuccia' variant (put together by Peter Caspers) offering an essential subset of 'QuantLib'. See the included file 'AUTHORS' for a full list of contributors to both 'QuantLib' and 'Quantuccia'.

Maintainer: Dirk Eddelbuettel
Author(s): Dirk Eddelbuettel; the authors and contributors of QuantLib

License: GPL (>= 2)

Uses: Rcpp

Released 4 months ago.


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