A new minor release 0.4.28 of RQuantLib arrived on CRAN this evening, has been uploaded to Debian, and is being built for r2u as well.
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-three years (!!) as it was one of the first packages I uploaded to CRAN.
This release of RQuantLib brings a minor update to the calendars for Israel which in QuantLib 1.43 can now use one of three different exchange choices. However, using ‘settlement’ is now deprecated so we adjusted our code. This came up as we had packaged the 1.43-rc version of the (upcoming) 1.43 release a few days ago, and it is now in testing requiring RQuantLib to catch up. Full details from the NEWS file follow as usual.
Changes in RQuantLib version 0.4.28 (2026-07-10)
Adjust to Israel calendar constructor change in QuantLib 1.43
Continuous integration uses ccache-with-R action
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.