RQuantLib 0.3.5

November 30, 2010

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

The new RQuantLib release 0.3.5
is now on CRAN and
in Debian.
combines (some of) the quantitative analytics of
QuantLib with the
R statistical computing environment and language.

Most of the changes were made two and four weeks ago: first in response to
some warnings triggered by R 2.12.0 on the included manual pages which needed
a brush-up, and then again is some consolidation of manual pages and some
other minor tweaks. The release was
then held back at CRAN as we noticed that manual pages, when collated to a
single large document, triggered a segmentation fault in the latex
compiler. Oddly enough only in Europe (if the a4paper option was
used) and not here (where I use uspaper). Long story short, this
turns out to be a bug in the latex toolchain (which we reported as
Debian bug report 604754)
which is apparently is known but has no known fix yet (a sample file was
supplied with the bug report if you want to take a look).

With that, special thanks go to Kurt Hornik and Brian Ripley on the R Core
team who made a change to how R processes the manual which made it resilient
to the latex bug so that normal release of the package could proceed (and the
shiny manual
is available too).

Thanks to
CRANberries, there is
also a
diff to the previous release 0.3.4.
Full changelog details, examples and more details about this package are at
my RQuantLib page.

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