Sat, 21 Oct 2023

qlcal 0.0.8 on CRAN: QuantLib 1.32 Updates

The eighth release of the still fairly new 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 from the just-released QuantLib 1.32 version. It also avoids a nag from R during build (“only specify C++14 if you really need it”) but switching to a versioned depends on R 4.2.0 or later. This implies C++14 or later as the default. If you need qlcal on an older R, grab the sources, edit DESCRIPTION to remove this constraint and set the standard as before in src/Makevars (or src/

Changes in version 0.0.8 (2023-10-21)

  • A small set of updates from QuantLib 1.32 have been applied

  • The explicit C++14 compilation standard has been replaced with an implicit one by relying on R (>= 4.2.0)

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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