Thu, 20 Jan 2022

RQuantLib 0.4.15: Regular Update

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:

    • Calendar support has been updated and completed to current QuantLib standards (Dirk in #161)

    • More daycounters have been added (Kai Lin in #163 fixing #162, #164)

    • The bonds pricers were update to changes in QuantLib 1.25 (Dirk)

  • Changes in RQuantLib package and setup:

    • Some package metadata was removed from the (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.

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