Fri, 21 Jan 2022

qlcal 0.0.2 on CRAN: Updates

The second release of the still fairly new qlcal package arrivied at CRAN today.

qlcal is based on the calendaring subset of QuantLib. It is provided (for the R package) as a set of included files, so the package is self-contained and does not depend on an external QuantLib library (which can be demanding to build). qlcal covers over sixty country / market calendars and can compute holiday lists, its complement (i.e. business day lists) and much more.

This release brings a further package simplification from removing a few more files not needed for just calendaring, as well as an update 2022 calendar for China from the just-release 1.25 version of QuantLib.

Changes in version 0.0.2 (2022-01-21)

  • Further minimize set of files needed for calendaring

  • Update China calendar from QuantLib 1.25 release

See the project page and package documentation for more details, and more examples.

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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