QuantLib is a rather comprehensice free/open-source library for quantitative finance. RQuantLib connects (some parts of) it to the R environment and language, and has been part of CRAN for more than twenty years (!!) as it was one of the first packages I uploaded there.
This release of RQuantLib
brings a few more updates for nags triggered by recent changes in the
upcoming R release (aka ‘r-devel’, usually due in April). The Rd parser
now identifies curly braces that lack a preceding macro, usually a typo
as it was here which affected three files. The
alike) format checker found two more small issues. The run-time checker
for examples was unhappy with the callable bond example so we only run
it in interactive mode now. Lastly I had alread commented-out the
setting for a C++14 compilation (required by the remaining Boost
headers) as C++14 has been the default since R 4.2.0 (with suitable
compilers, at least). Those who need it explicitly will have to
uncomment the line in
src/Makevars.in. Lastly, the expand
printf format strings also found a need for a small change
in Rcpp so the development version
(now 126.96.36.199) has that addressed; the change will be part of Rcpp
1.0.12 in January.
Changes in RQuantLib version 0.4.20 (2023-11-26)
Correct three help pages with stray curly braces
Correct two printf format strings
Comment-out explicit selection of C++14
Wrap one example inside 'if (interactive())' to not exceed total running time limit at CRAN checks
Courtesy of my CRANberries, there is also a diffstat report for the this release 0.4.20. As always, more detailed information is on the RQuantLib page. Questions, comments etc should go to the rquantlib-devel mailing list. Issue tickets can be filed at the GitHub repo.
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