This versions brings a few cleanups due to minor
Rcpp changes (in
essence: we now define the macro R_NO_REMAP before including R's
headers and this separate non-namespaced functions like error()
or length() out into prefixed-versions Rf_error()
and Rf_length() which is a good thing).
It also adds a number of calendaring and holiday utilities that Khanh just added: tests for weekend, holiday, endOfMonth as well dayCount, date advancement and year fraction functions commonly used in fixed income.
Full changelog details, examples and more details about this package are at my RQuantLib page.