A bug-fix release RQuantLib 0.3.6
is now on CRAN and
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
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.
CRANberries, there is
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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