The twenty-second release of the qlcal package arrivied at CRAN yesterday, and has been built for r2u as well as on r-universe.
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 release is based on the changes in the QuantLib 1.44 release also made
yesterday. It includes two new calendars for Malaysia and the
Philippines, updates to around a dozen calendars, and a few other
updates to internal files. Maxmilian Muecke spotted and
fixed a few small bugs just as he did for the RQuantLib release we made
yesterday;
this is equally appreciated! The full details from NEWS.Rd
follow.
Changes in version 0.1.4 (2026-10-13)
Add missing market calendars for Poland, Russia, Romania, Indonesia (Maximilian Muecke in #21)
Add (semi-deprecated) alternate separators '::' for Israel and New Zealand markets (Maximilian Muecke in #22)
Fix several typos across source, configuration and documentation files (Maximilian Muecke in #23)
Synchronize with QuantLib 1.44, add two new calendars, update several others, and update general utility files (Dirk in #24)
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.