This version, the first in a new ‘0.3.*’ release series, contains all the
work that Khanh Nguyen did during his Google Summer of Code participation
which I had mentioned a while
back and for which I acted as mentor.
And Khanh did great. We now have a lot more Fixed Income
functionality; I include the full ChangeLog entry below. I also added some
simple calendaring support and the odd fix here or there while mentoring.
All of this had been available while technically ‘in progress’ thanks to
support provided by the R-Forge project
hosting where SVN checkouts as well as nightly binaries are provided.
A few more details are on the RQuantLib page
and I hope to add a few more examples.
As promised, the ChangeLog entry:
2009-09-05 Dirk Eddelbuettel * DESCRIPTION: Release 0.3.0 reflecting all the excellent Google Summer of Code 2009 work by Khanh Nguyen as well as other small enhancements [ Changes by Khanh Nguyen below ] * R/bond.R: Added pricing functionality for various new instrument * R/discount.R: Idem * src/bonds.cpp: Idem * src/discount.cpp: Idem * src/utils.cpp: Idem * man/Bond.Rd: Added documentaiont for new functions * man/CallableBond.Rd: Idem * man/ConvertibleFixedCouponBond.Rd: Idem * man/ConvertibleFloatingCouponBond.Rd: Idem * man/ConvertibleZeroCouponBond.Rd: Idem * man/Enum.Rd: Idem * man/FittedBondCurve.Rd: Idem * man/FixedRateBond.Rd: Idem * man/FixedRateBondCurve.Rd: Idem * man/FixedRateBondPriceByYield.Rd: Idem * man/FixedRateBondYield.Rd: Idem * man/FloatingRateBond.Rd: Idem * man/ZeroCouponBond.Rd: Idem * man/ZeroPriceByYield.Rd: Idem * man/ZeroYield.Rd: Idem * rests/RQuantLib.R: Added tests for new functions * rests/RQuantLib.Rout.save: Added tests ouput for new functions [ Changes by Dirk Eddelbuettel below ] * man/BondUtilities.Rd: Added documentation for new function * R/calendars.R: Add support to access QuantLib calendars from R * src/calendars.cpp Idem * man/Calendars.Rd: Idem * src/bonds.cpp: Small C++ fixes to suppres g++ warnings * INDEX: Updated via 'R CMD build --force' * inst/QuantLib-License.txt: Updated to version from QL 0.9.7