A new minor release 0.4.26 of RQuantLib arrived on CRAN this morning, and has just now 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 nearly twenty-two years (!!) as it was one of the first packages I uploaded to CRAN.
This release of RQuantLib brings updated Windows build support taking advantage of updated Rtools, thanks to a PR by Tomas Kalibera. We also updated expected results for three of the ‘schedule’ tests (in a way that is dependent on the upstream library version) as the just-released QuantLib 1.38 differs slightly.
Changes in RQuantLib version 0.4.26 (2025-04-24)
Use system QuantLib (if found by pkg-config) on Windows too (Tomas Kalibera in #192)
Accommodate same test changes for schedules in QuantLib 1.38
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.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. If you like this or other open-source work I do, you can now sponsor me at GitHub.