The eighteenth release of the qlcal package arrivied at CRAN today. There have been no calendar updates in QuantLib 1.41 or 1.42 so it has been relatively quiet since the last release last summer but we now added a nice new feature (more below) leading to a new minor release version.
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 makes it (much) easier to work with multiple calendars. The previous setup remains: the package keeps one ‘global’ (and hidden) calendar object which can be set, queried, altered, etc. But now we added the ability to hold instantiated calendar objects in R. These are external pointer objects, and we can pass them to functions requiring a calendar. If no such optional argument is given, we fall back to the global default as before. Similarly for functions operating on one or more dates, we now simply default to the current date if none is given. That means we can now say
> sapply(c("UnitedStates/NYSE", "Canada/TSX", "Australia/ASX"),
\(x) qlcal::isBusinessDay(xp=qlcal::getCalendar(x)))
UnitedStates/NYSE Canada/TSX Australia/ASX
TRUE TRUE TRUE
> to query today (February 18) in several markets, or compare to two days ago when Canada and the US both observed a holiday
> sapply(c("UnitedStates/NYSE", "Canada/TSX", "Australia/ASX"),
\(x) qlcal::isBusinessDay(as.Date("2026-02-16"), xp=qlcal::getCalendar(x)))
UnitedStates/NYSE Canada/TSX Australia/ASX
FALSE FALSE TRUE
> The full details from NEWS.Rd follow.
Changes in version 0.1.0 (2026-02-18)
Invalid calendars return id ‘TARGET’ now
Calendar object can be created on the fly and passed to the date-calculating functions; if missing global one used
For several functions a missing date object now implies computation on the current date, e.g.
isBusinessDay()
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.
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 sponsor me at GitHub.