TARGET Calendar
DavideMagno opened this issue · comments
Davide Magno commented
Hi when I look at the range of calendars available from RQuantLib, I can't find the TARGET one, which is the standard for interest rate derivatives in Europa.
Can you please include it in the set?
Thanks,
Davide
Wilson Freitas commented
Hi @DavideMagno, thanks for reporting this.
It's done!
Wilson Freitas commented
Will be in CRAN soon.