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
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)
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