Tue, 25 Oct 2022

RQuantLib 0.4.17 on CRAN: Maintenance

A new release 0.4.17 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 five months after the previous maintenance, and brings a somewhat humurous upgrade from a default C++ standard of C++11 to C++14. We waited so long for C++11 to become available for R (which happened “eventually” when g++ 4.9 was no longer the default on Windows) and now it has become a constraint!! QuantLib 1.28, released today actually switched to C++14 as a minimum required. R also supports this as the default, but we still had C++11 hardwired so this quick maintenance release does away with that.

Changes in RQuantLib version 0.4.17 (2022-10-25)

  • Switch compilation to C++14 which is required by QuantLib 1.28 and, while standard with R 4.2.*, may be needed for R 4.1.*

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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