The third release of the still pretty 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 fixes a small bug affecting one function, brings calendar updates from QuantLib 1.27 and 1.28, and applies a little bit of polish to appease clang++-15.
Changes in version 0.0.3 (2022-10-19)
Correct the
isBusinessDay()functionality (Fixes #2)Update Australia and Saudi Arabia calendars from QuantLib 1.27
Update United Kingdom calendar from QuantLib 1.28
Convert one source file to utf-8 to appease
clang-15
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.
A minor release of RcppQuantuccia arrived on CRAN today. RcppQuantuccia started from the Quantuccia header-only subset / variant of QuantLib which it brings it to R. This project validated the idea of making the calendaring functionality of QuantLib available in a more compact and standalone project – which we now do with qlcal which can be seen as a successor to this.
This release merely updates a source file to proper encoding as clang++-15 would otherwise warn.
The complete list changes for this release follows.
Changes in version 0.1.1 (2022-10-19)
Minor code reorganization splitting off
calendars.cppConvert the Argentinian calendar sources files as utf-8 to appease
clang++-15Advertise the qlcal package as an alternative
Courtesy of CRANberries, there is also a diffstat report relative to the previous release. More information is on the RcppQuantuccia page. Issues and bugreports should go to the GitHub issue tracker.
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.