A new minor release 0.4.21 of RQuantLib arrived at CRAN this afternoon, 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 benefits from some kind attention that Jeroen has been paying to how we build (especially at CRAN) on both macOS and Windows. So the build processes are a little better now, and no internal code changed. QuantLib 1.33 built unchanged.
Changes in RQuantLib version 0.4.21 (2024-02-01)
Courtesy of my CRANberries, there is also a diffstat report for the this release. 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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This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.