Package: qlcal 0.0.12
Dirk Eddelbuettel
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').
Authors:
qlcal_0.0.12.tar.gz
qlcal_0.0.12.tar.gz(r-4.5-noble)qlcal_0.0.12.tar.gz(r-4.4-noble)
qlcal_0.0.12.tgz(r-4.4-emscripten)qlcal_0.0.12.tgz(r-4.3-emscripten)
qlcal.pdf |qlcal.html✨
qlcal/json (API)
NEWS
| # Install 'qlcal' in R: |
| install.packages('qlcal', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/qlcal/qlcal-r/issues
Last updated 2 months agofrom:f3dee3b315. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 23 2024 |
| R-4.5-linux-x86_64 | OK | Aug 23 2024 |
Exports:adjustadvanceDateadvanceUnitsbusinessDaysBetweencalendarsgetBusinessDaysgetEndOfMonthgetHolidaysgetIdgetNameisBusinessDayisEndOfMonthisHolidayisWeekendsetCalendar
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| R Bindings to the Calendaring Functionality of 'QuantLib' | qlcal-package qlcal |
| 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 |
