A new version 0.4.9 of RQuantLib reached CRAN and Debian. It completes the change of some internals of RQuantLib to follow suit to an upstream change in QuantLib. We can now seamlessly switch between shared_ptr<> from Boost and from C++11 – Luigi wrote about the how and why in an excellent blog post that is part of a larger (and also excellent) series of posts on QuantLib internals.
QuantLib is a very comprehensice free/open-source library for quantitative finance, and RQuantLib connects it to the R environment and language.
The complete set of changes is listed below:
Changes in RQuantLib version 0.4.9 (2019-05-15)
Changes in RQuantLib code:
- Completed switch to
QuantLib::extnamespace wrappers for eithershared_ptruse started in 0.4.8.
Courtesy of CRANberries, there is also a diffstat report for the this release. As always, more detailed information is on the RQuantLib page. Questions, comments etc should go to the new rquantlib-devel mailing list. Issue tickets can be filed at the GitHub repo.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.