The sixth release of the still new-ish qlcal package arrivied at CRAN today.
qlcal delivers the calendaring parts 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 updates to a few calendars which happened since the QuantLib 1.30 release, and also updates a several of the (few) non-calendaring functions.
Changes in version 0.0.6 (2023-05-24)
Last release, we also added a quick little demo using
xts to column-bind calendars produced from each of the
different US sub-calendars. This is a slightly updated version of the
tooted a few days ago. The output now is
> print(Reduce(cbind, Map(makeHol, cals))) LiborImpact NYSE GovernmentBond NERC FederalReserve2023-01-02 TRUE TRUE TRUE TRUE TRUE 2023-01-16 TRUE TRUE TRUE NA TRUE 2023-02-20 TRUE TRUE TRUE NA TRUE 2023-04-07 NA TRUE NA NA NA 2023-05-29 TRUE TRUE TRUE TRUE TRUE 2023-06-19 TRUE TRUE TRUE NA TRUE 2023-07-04 TRUE TRUE TRUE TRUE TRUE 2023-09-04 TRUE TRUE TRUE TRUE TRUE 2023-10-09 TRUE NA TRUE NA TRUE 2023-11-10 TRUE NA NA NA NA 2023-11-23 TRUE TRUE TRUE TRUE TRUE 2023-12-25 TRUE TRUE TRUE TRUE TRUE >
Courtesy of my CRANberries, there is a diffstat report for this release. See the project page and package documentation for more details, and more examples.
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This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.