A new minor release 0.4.23 of RQuantLib just arrived at CRAN earlier today, and will be uploaded to Debian in due course.
QuantLib is a rather comprehensice free/open-source library for quantitative finance. RQuantLib connects (some parts of) it to the R environment and language, and has been part of CRAN for more than twenty-two years (!!) as it was one of the first packages I uploaded.
This release of RQuantLib
updates to QuantLib version 1.35
released this morning. It accommodates some removals following earlier
deprecations, and also updates most of the code in the function for a
more readable and compact form of creating shared pointers via
make_shared() along with auto.
Changes in RQuantLib version 0.4.23 (2024-07-23)
Adjustments for QuantLib 1.35 and removal of deprecated code (in utility functions and dividend case of vanilla options)
Adjustments for new changes in QuantLib 1.35
Refactoring most C++ files making more use of both
autoandmake_sharedto simplify and shorten expressions
Courtesy of my CRANberries, there is also a diffstat report for the this release. As always, more detailed information is on the RQuantLib page. Questions, comments etc should go to the rquantlib-devel mailing list. Issue tickets can be filed at the GitHub repo.
If you like this or other open-source work I do, you can now sponsor me at GitHub.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.
The twelveth release of the qlcal package arrivied at CRAN today.
qlcal delivers the calendaring parts of QuantLib. It is provided (for the R package) as a set of included files, so the package is self-contained and does not depend on an external QuantLib library (which can be demanding to build). qlcal covers over sixty country / market calendars and can compute holiday lists, its complement (i.e. business day lists) and much more. Examples are in the README at the repository, the package page, and course at the CRAN package page.
This releases synchronizes qlcal with the QuantLib release 1.35 (made today) and contains more updates to 2024 calendars.
Changes in version 0.0.12 (2024-07-22)
Synchronized with QuantLib 1.35 released today
Calendar updates for Chile, India, United States, Brazil
Courtesy of my CRANberries, there is a diffstat report for this release. See the project page and package documentation for more details, and more examples. If you like this or other open-source work I do, you can sponsor me at GitHub.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.