RcppQuantuccia 0.0.1 – (This article was


RcppQuantuccia 0.0.1 – (This article was first published on Thinking inside the box , and kindly contributed to R-bloggers) New package! And, as it happens, a effectively a subset or variant of one my oldest packages, RQuantLib. Fairly recently, Peter Caspers started to put together a header-only subset of QuantLib. He called this Quantuccia, and, upon me asking, said that it stands for “little sister” of QuantLib. Very nice. One design goal is to keep Quantuccia header… http://ow.ly/iVh750aXHNP

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