Another new release of RcppQuantuccia arrived on CRAN today, just a couple of days after the previous release. RcppQuantuccia started from the Quantuccia header-only subset / variant of QuantLib which it brings it to R.
As of this release, it concentrates on calendaring functionality taking advantage of the extensive collection of country-specific holiday information in QuantLib. The release updates the included code to the most recent QuantLib release. We added one calendar (for Brazil) and one utility function (of exporting all business days in a given range, which is the simple complement to the existing holiday list getter).
The complete list changes follows.
Changes in version 0.0.5 (2021-10-23)
Refocused on calendaring functionality only, removed daycounters/, math/, methods/, models/, plus other unused headers
Fully updated to (current) QuantLib release 0.2.4
Added getBusinessDays() to retrieve range of dates
Added Brazil calendar
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