The twentieth release of the qlcal package arrivied at CRAN today, and has been built for r2u. This version synchronises with QuantLib 1.43 released today as well.
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 seventy 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 updates to several new calendars (see below), and
extends the calendars for Israel to some added new conventions, updates
a few helper functions, and turns on ccache for continuous
integration builds.
The full details from NEWS.Rd follow.
Changes in version 0.1.2 (2026-07-14)
Synchronized with QuantLib 1.43
Calendar updates for India, Israel, and South Korea; small interface update for Israle
New calendars for Croatia, Malta, Montenegro, North Macedonia, Serbia, Slovenia, Uzebekistan
Updates to a number of QuantLib helper functions
Continuous integration now uses ccache via a setup action
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.