Thu, 01 Feb 2024

RQuantLib 0.4.21 on CRAN: Maintenance

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)

  • Generalize macOS build to universal build (Jeroen in #179)

  • Generalize Windows build to arm64 (Jeroen in #181)

  • Generalize version string use to support cmake use (Jeroen in #181 fixing #180)

  • Minor update to 'ci.yaml' github action (Dirk)

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.

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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