Showing 4 of total 4 results (show query)
wilsonfreitas
bizdays:Business Days Calculations and Utilities
Business days calculations based on a list of holidays and nonworking weekdays. Quite useful for fixed income and derivatives pricing.
Maintained by Wilson Freitas. Last updated 3 months ago.
bizdaysbusiness-dayscalendarholidaysmarket-calendar
55 stars 9.89 score 426 scripts 3 dependents
eddelbuettel
RQuantLib:R Interface to the 'QuantLib' Library
The 'RQuantLib' package makes parts of 'QuantLib' accessible from R The 'QuantLib' project aims to provide a comprehensive software framework for quantitative finance. The goal is to provide a standard open source library for quantitative analysis, modeling, trading, and risk management of financial assets.
Maintained by Dirk Eddelbuettel. Last updated 3 days ago.
123 stars 8.44 score 194 scripts
qlcal
qlcal:R Bindings to the Calendaring Functionality of 'QuantLib'
'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').
Maintained by Dirk Eddelbuettel. Last updated 1 months ago.
7 stars 4.99 score 28 scriptseddelbuettel
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'.
Maintained by Dirk Eddelbuettel. Last updated 4 months ago.
12 stars 4.62 score 23 scripts