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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 scriptseddelbuettel
RcppBDT:'Rcpp' Bindings for the Boost Date_Time Library
Access to Boost Date_Time functionality for dates, durations (both for days and date time objects), time zones, and posix time ('ptime') is provided by using 'Rcpp modules'. The posix time implementation can support high-resolution of up to nano-second precision by using 96 bits (instead of 64 with R) to present a 'ptime' object (but this needs recompilation with a #define set).
Maintained by Dirk Eddelbuettel. Last updated 18 days ago.
17 stars 5.01 score 6 scripts 1 dependents
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