A new minor release 0.4.24 of RQuantLib arrived on CRAN this afternoon (just before the CRAN summer break starting tomorrow), and has been uploaded to Debian too.
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-one years (!!) as it was one of the first packages I uploaded.
This release of RQuantLib
follows the recent release from last
week which updated to QuantLib version 1.35 released that
week, and solidifies conditional code for older QuantLib versions in one source
file. We also updated and extended the configure source
file, and increased the mininum version of QuantLib to 1.25.
Changes in RQuantLib version 0.4.24 (2024-07-31)
Updated detection of QuantLib libraries in configure
The minimum version has been increased to QuantLib 1.25, and DESCRIPTION has been updated to state it too
The dividend case for vanilla options still accommodates deprecated older QuantLib versions if needed (up to QuantLib 1.25)
The configure script now uses
PKG_CXXFLAGSandPKG_LIBSinternally, and shows the values it sets
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.