A new release 0.4.16 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 agaain about four months after the previous release, and brings a a few small updates for daycounters, all thanks to Kai Lin, plus a small parameter change to avoid an error in an example, and small updates to the Docker files.
Changes in RQuantLib version 0.4.16 (2022-05-05)
Documentationn for daycounters was updated and extended (Kai Lin)
Deprecated daycounters were approtiately updated (Kai Lin)
One example parameterization was changed to avoid error (Dirk)
The Docker files were updated
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.