RQuantLib 0.3.7

April 4, 2011

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

A build-fix release RQuantLib 0.3.7
is now on CRAN and
in Debian.
combines (some of) the quantitative analytics of
QuantLib with the
R statistical computing environment and language.

Thanks to the help by Brian Ripley
(who compiled QuantLib for 64 bit Windows),
Josh Ulrich (who did the same for 32 bit Windows, and arranged the Windows builds) and
Uwe Ligges (who runs win-builder
for R
) we once again have Windows binaries as well as the usual source distribution
(and Debian binaries).

The only other change was minor fix to the documentation files. We had found that the pdf reference manual build would break for Uwe and
Kurt (using A4 paper settings) but not myself (using letter). Uwe finally tracked that down: we had some arguments to \url{}
with over seventy characters, and that broke typesetting. I commented those out (as the entries were in doxygen-generated QuantLib page
which have volatile names anyway) and fully automated builds now resume as usual. Thanks again to Uwe for that too. No other changes were made.

Thanks to
CRANberries, there is
also a
diff to the previous release 0.3.6.
Full changelog details, examples and more details about this package are at
my RQuantLib page.

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