RcppQuantuccia
R Bindings to the Calendaring Functionality of 'QuantLib'
Description
'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'. Note that this package provided an initial viability proof, current work is done (via approximately quarterly releases tracking 'QuantLib') in the smaller package 'qlcal' which is generally preferred.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
installed package size
installed size is 8.1Mb
sub-directories of 1Mb or more:
libs 8.0Mb
installed package size
installed size is 8.3Mb
sub-directories of 1Mb or more:
libs 8.2Mb
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 8.1Mb
sub-directories of 1Mb or more:
libs 8.0Mb
installed package size
installed size is 8.3Mb
sub-directories of 1Mb or more:
libs 8.2Mb