The fourteenth release of the qlcal package arrivied at CRAN today, following the QuantLib 1.37 release two days ago.
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 1.37 (made
this week), and moves a demo/ file to
examples/.
Changes in version 0.0.14 (2025-01-23)
Synchronized with QuantLib 1.37 released two days ago
Calendar updates for United States and New Zealand
The
demo/file is now ininst/examples/
This update includes the inclusion of the January 9, 2025, holiday
for the memorial of President Carter that was observed at the NYSE and
shown by the allUScalendars.R example:
edd@rob:~/git/qlcal-r/inst/examples(master)$ Rscript allUScalendars.R
LiborImpact NYSE GovernmentBond NERC FederalReserve SOFR
2025-01-01 TRUE TRUE TRUE TRUE TRUE TRUE
2025-01-09 NA TRUE NA NA NA NA
2025-01-20 TRUE TRUE TRUE NA TRUE TRUE
2025-02-17 TRUE TRUE TRUE NA TRUE TRUE
2025-04-18 NA TRUE TRUE NA NA TRUE
2025-05-26 TRUE TRUE TRUE TRUE TRUE TRUE
2025-06-19 TRUE TRUE TRUE NA TRUE TRUE
2025-07-04 TRUE TRUE TRUE TRUE TRUE TRUE
2025-09-01 TRUE TRUE TRUE TRUE TRUE TRUE
2025-10-13 TRUE NA TRUE NA TRUE TRUE
2025-11-11 TRUE NA TRUE NA TRUE TRUE
2025-11-27 TRUE TRUE TRUE TRUE TRUE TRUE
2025-12-25 TRUE TRUE TRUE TRUE TRUE TRUE
edd@rob:~/git/qlcal-r/inst/examples(master)$ 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.