A new release 0.4.13 of RQuantLib arrived on CRAN yesterday, and has been uploaded to Debian as well.
QuantLib is a very comprehensice free/open-source library for quantitative finance; RQuantLib connects it to the R environment and language.
This updates RQuantLib to a few now-deprecated (daycount convention) interfaces in QuantLib release 1.23. As the last release was sixteen months ago, we also updated a few standard packaging aspects (such as use of r-ci), updated
DESCRIPTION and fixed an old typo. No other changes, no new interfaces.
Changes in RQuantLib version 0.4.13 (2021-09-02)
Changes in RQuantLib code:
Small updates to
Switch CI use to r-ci
An eleven-year old typo was correct in a manual page (Dirk in #156 fixing #155 with thanks to @klin133)
Daycount convention calls deprecated in QuantLib 1.23 were updated (Dirk in #157)
Updated remaining http:// URLs in documentation to https://
Courtesy of my 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.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.