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


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Documentation for package ‘RcppQuantuccia’ version 0.0.2

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RcppQuantuccia-package R Bindings to the 'Quantuccia' Header-Only Essentials of 'QuantLib'
adjust Compute adjusted dates
adjust_cpp Compute adjusted dates
advanceDate Advance a date
advanceUnits Compute adjusted dates
advanceUnits_cpp Compute adjusted dates
businessDaysBetween Compute number of business dates between calendar dates
getEndOfMonth Compute end-of-month
getHolidays Compute holidays
isBusinessDay Test for business days
isEndOfMonth Test for end-of-month
isHoliday Test for holidays
isWeekend Test for weekends
RcppQuantuccia R Bindings to the 'Quantuccia' Header-Only Essentials of 'QuantLib'
setCalendar Set a calendar