Wed, 19 Oct 2022

qlcal 0.0.3 on CRAN: Maintenance and Updates

The third release of the still pretty new qlcal package arrivied at CRAN today.

qlcal is based on the calendaring subset 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.

This release fixes a small bug affecting one function, brings calendar updates from QuantLib 1.27 and 1.28, and applies a little bit of polish to appease clang++-15.

Changes in version 0.0.3 (2022-10-19)

  • Correct the isBusinessDay() functionality (Fixes #2)

  • Update Australia and Saudi Arabia calendars from QuantLib 1.27

  • Update United Kingdom calendar from QuantLib 1.28

  • Convert one source file to utf-8 to appease clang-15

See the project page and package documentation for more details, and more examples.

If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/qlcal | permanent link

Fri, 21 Jan 2022

qlcal 0.0.2 on CRAN: Updates

The second release of the still fairly new qlcal package arrivied at CRAN today.

qlcal is based on the calendaring subset 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.

This release brings a further package simplification from removing a few more files not needed for just calendaring, as well as an update 2022 calendar for China from the just-release 1.25 version of QuantLib.

Changes in version 0.0.2 (2022-01-21)

  • Further minimize set of files needed for calendaring

  • Update China calendar from QuantLib 1.25 release

See the project page and package documentation for more details, and more examples.

If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/qlcal | permanent link

Thu, 09 Dec 2021

qlcal 0.0.1 on CRAN: New Package

A new package of mine arrived on CRAN yesterday in its inaugural 0.0.1 upload: qlcal.

qlcal is based on the calendaring subset 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 challenging to build). The only build requirements are Rcpp for the seamless R/C++ integration, and BH for Boost headers.

qlcal covers over sixty country / market calendars and can compute holiday lists, its complement (i.e. business day lists) and much more. As a teaser see this two-liner for 2022 holiday for the Federal Reserve calendar in the United States, now including Juneteenth (on June 20 next year) as the most recently added holiday:

> library(qlcal)
> setCalendar("UnitedStates/FederalReserve")
> getHolidays(as.Date("2022-01-01"), as.Date("2022-12-31"))
 [1] "2022-01-17" "2022-02-21" "2022-05-30" "2022-06-20" "2022-07-04" "2022-09-05" "2022-10-10"
 [8] "2022-11-11" "2022-11-24" "2022-12-26"
> 

See the project page and package documentation for more details, and more examples.

Going forward, and time permitting, it would be nice to slowly reduce the Boost dependency to make the underlying qlcal C++ library more self-sufficient.

If you like this or other open-source work I do, you can now sponsor me at GitHub.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.

/code/qlcal | permanent link