Mon, 27 Jan 2014

RQuantLib 0.3.11

A new minor / maintenance release RQuantLib 0.3.11 is now on CRAN and in Debian.

Like the RcppClassic upload two days ago and the RcppZiggurat and RcppEigen uploads yesterday, this release was motivated at least in part by an upcoming Rcpp release about which I should have more to day soon. A few things got polished and updated, and we added a plugin which should make use via Rcpp Attribute easier.

RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language.

Thanks to CRANberries, there is also a diff to the previous release 0.3.10. Full changelog details, examples and more details about this package are at my RQuantLib page.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/rquantlib | permanent link