New year, new RQuantLib! A new release 0.4.11 of RQuantLib arrived overnight on CRAN; and a Debian upload will follow shortly.
QuantLib is a very comprehensice free/open-source library for quantitative finance; RQuantLib connects it to the R environment and language.
This version does three new things. First, we fixed an oversight on our end and now allow a null calendar (as the C++ API). Second, the package switched to tinytest as a few of my other packages have done, allowing for very flexible testing during development and deployment—three cheers for easily testing installed packages too. Third, and per a kind nag from Kurt Hornik I updated a few calls which the current QuantLib 1.17 marks as deprecated. That lead to a compile issue with 1.16 so the change is conditional in one part. The complete set of changes is listed below:
Changes in RQuantLib version 0.4.11 (2020-01-15)
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.
If you like this or other open-source work I do, you can now sponsor me at GitHub. For the first year, GitHub will match your contributions.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.