RQuantLib 0.3.6

February 23, 2011

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

A bug-fix release RQuantLib 0.3.6 is now on CRAN and in Debian. RQuantLib combines (some of) the quantitative analytics of QuantLib with the R statistical computing environment and language.

There are only two changes to two files where an explicit conversion as per Rcpp::as<double> was called for. A Debian archive rebuild had triggered one of those fails to build from source bug reports as the compiler version seems to be more finicky now than when version 0.3.5 was uploaded in November. No other changes were made.

Thanks to CRANberries, there is also a diff to the previous release 0.3.5. Full changelog details, examples and more details about this package are at my RQuantLib page.

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