A brand new release of RQuantLib, now at version 0.4.5, just arrived on CRAN, and will get to Debian shortly. This release re-enables Windows builds thanks to a PR by Jeroen who now supplies a QuantLib library build in his rwinlib repositories. (Sadly, though, it is already one QuantLib release behind, so it would be awesome if a volunteer could step forward to help Jeroen keeping this current.) A few other smaller fixes were made, see below for more.
The complete set of changes is listed below:
Changes in RQuantLib version 0.4.5 (2018-08-10)
Changes in RQuantLib code:
rquantlib.hheader is deprecated and moved to a subdirectory. (Some OS confuse it with
RQuantLib.hwhich Rcpp Attributes like to be the same name as the package.) (Dirk in #100 addressing #99).
The files in
Several ‘unused variable’ warnings have been taken care of.
The Windows build has been updated, and now uses an external QuantLib library from ‘rwinlib’ (Jeroen Ooms in #105).
Three curve-building example are no longer running by default as win32 has seen some numerical issues.
Rcpp::compileAttributesgenerated files have been updated.
Courtesy of CRANberries, there is also a diffstat report for the this release. As always, more detailed information is on the RQuantLib page. Questions, comments etc should go to the rquantlib-devel mailing list off the R-Forge page. Issue tickets can be filed at the GitHub repo.