Sun, 26 Nov 2023

RQuantLib 0.4.20 on CRAN: More Maintenance

A new release 0.4.20 of RQuantLib arrived at CRAN earlier today, and has already been uploaded to Debian as well.

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 printf (or 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/ Lastly, the expand printf format strings also found a need for a small change in Rcpp so the development version (now 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.

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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