QuantLib 1.4 packages also available for Ubuntu and Windoze

March 11, 2014

(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

QuantLib release 1.4 came out a couple of days ago. Sticking with standard practice, I immediately updated the Debian packages I have been maintaining for over a dozen years now, and corresponding binaries are available for Debian flavors unstable ("sid") and testing ("jessie"). I also updated my RQuantLib package accordingly (though it needed no changes -- yay to stable APIs).

However, I also run Ubuntu on a few machines at work and home, and proceeded to create local packages for both 32-bit ("i386") and 64-bit ("amd64") variants of the current release 13.10 ("saucy"). As these may be of use to others, I am now making these available here from my box so that folks can run a current QuantLib version on those machines.

Lastly, Brian Ripley was kind enough to also fire up his cross-compilation setup on his Linux box to create similar Windows binaries, These are e.g. used on CRAN and by the win-builder service to compile the RQuantLib CRAN Windows builds of RQuantLib. That corresponding archive file can be obtained as Quantlib14.zip see this short page for details. My thanks to Brian for helping with this.

I hope this may be useful to the few people wishing to compile and/or extend RQuantLib and QuantLib.

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

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