||Thinking inside the box|
Wed, 04 Aug 2010
Many of the changes in this new version are internal. The code was re-written using the new Rcpp API throughout, and the build system was further simplified using the LinkingTo: mechanism. The arithmetic average-price asian option pricer was added. A few other code updates were made as well.
Full changelog details, examples and more details about this package are at my RQuantLib page.