Thu, 25 Apr 2024

RQuantLib 0.4.22 on CRAN: Maintenance

A new minor release 0.4.22 of RQuantLib arrived at CRAN earlier today, and has been uploaded to Debian.

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 updates to QuantLib version 1.34 which was just released yesterday, and deprecates use of an access point / type for price/yield conversion for bonds. We also made two minor earlier changes.

Changes in RQuantLib version 0.4.22 (2024-04-25)

  • Small code cleanup removing duplicate R code

  • Small improvements to C++ compilation flags

  • Robustify internal version comparison to accommodate RC releases

  • Adjustments to two C++ files for QuantLib 1.34

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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