Sat, 06 Aug 2005

RQuantLib updated

A minor update of my RQuantLib package with R bindings for QuantLib.

This release main initial purpose was to remain in sync with the Debian transition to G++ 4.0.1. It turns out that G++ 3.4.* and 4.0.* make a genuine Heisenbug disappear: the interaction of R, QuantLib and Boost had lead to spurious segfaults on the otherwise simple problem of computing implied volatilities. Well, with newer G++ versions this appears to be a thing of the past, and this warrants a new minor release in the implied volatility code which is once again reactivated. Thanks goes to Dominick Samperi for help with the debugging attempts.

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