A new release 0.4.29 of RQuantLib arrived on CRAN this evening, had already been built for r2u as well as on r-universe and has just been uploaded to Debian.
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 twenty-three years (!!) as it was one of the first packages I uploaded to CRAN.
This release of RQuantLib brings two new calendars (Malaysia, Philippines), updates to a number of other calendars as well to other files, and two deprecations we are reflecting in this release. It also benefits from a number of careful and attentive pull requests by Maximilian Muecke cleaning up an (astonishing !!) number of likely rather old little bugs. Full details from the NEWS file follow as usual.
Changes in RQuantLib version 0.4.29 (2026-10-13)
Configure check for outdated QuantLib version updated,
Adjust two instantiations on macOS x86_64 with old compilers
Correct Euribor2W and Euribor3W tenors setters (Maximilian Muecke in #196)
Accect Euribor1W as alias for EuriborSW tenor (Maximilian Muecke in #197)
Correct default handling of the payFixed parameter (Maximilian Muecke in #198)
Assign missing S3 class to American option implied volatitly return (Maximilian Muecke in #199)
Correct spelling in manual pages and R code (Maximilian Muecke in #202, #203)
Support additional Polish settlements (Maximilian Muecke in #204)
Check for curve parameters in FittedBondCurve (Dirk in #205 fixing #201)
Reflect two deprecations in QuantLib 1.44 and adjust code in two spot (Dirk in #206)
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.