Sat, 27 Apr 2024

qlcal 0.0.11 on CRAN: Calendar Updates

The eleventh release of the qlcal package arrivied at CRAN today.

qlcal delivers the calendaring parts of QuantLib. It is provided (for the R package) as a set of included files, so the package is self-contained and does not depend on an external QuantLib library (which can be demanding to build). qlcal covers over sixty country / market calendars and can compute holiday lists, its complement (i.e. business day lists) and much more. Examples are in the README at the repository, the package page, and course at the CRAN package page.

This releases synchronizes qlcal with the QuantLib release 1.34 and contains more updates to 2024 calendars.

Changes in version 0.0.11 (2024-04-27)

  • Synchronized with QuantLib 1.34

  • Calendar updates for Brazil, India, Singapore, South Africa, Thailand, United States

  • Minor continuous integration update

Courtesy of my CRANberries, there is a diffstat report for this release. See the project page and package documentation for more details, and more examples. If you like this or other open-source work I do, you can 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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