Thu, 05 May 2022

RQuantLib 0.4.16 on CRAN: Small Updates

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.

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