As version 0.9.6 of
QuantLib, which was
released a couple of days ag, is now in
Debian, I just uploaded an updated version
of RQuantLib. Only minor API changes to
src/curves.cpp
were needed.
This new version 0.2.9 is currently in the queue at
R's master
CRAN host and should hit the CRAN
mirrors shortly; likewise the
Debian package has
been uploaded and should also propagate to Debian mirrors in due course. As
usual, source are also available locally
on my
site. Lastly, RQuantLib is
hosted on
R-Forge and potential contributors are encouraged to register at R-Forge
and to get in touch -- this is a great way to learn how to combine C++ and
R.
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