A new release 0.4.15 of RQuantLib arrived at CRAN earlier today, 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.
The release of RQuantLib comes four months after the previous release, and brings a momitor update for the just-released QuantLib 1.2.5 version along with a few small cleanups to calendars and daycounters.
Changes in RQuantLib version 0.4.15 (2022-01-19)
Changes in RQuantLib code:
Changes in RQuantLib package and setup:
- Some package metadata was removed from the README.md (Dirk)
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.