A new version 0.4.7 of RQuantLib reached CRAN and Debian. Following up on the recent 0.4.6 release post which contained a dual call for help: RQuantLib was (is !!) still in need of a macOS library build, but also experienced issues on Windows.
Since then we set up a new (open) mailing list for RQuantLib and, I am happy to report, sorted that Windows issue out! In short, with the older
g++ 4.9.3 imposed for R via Rtools, we must add an explicit C++11 flag at configuration time. Special thanks to Josh Ulrich for tireless and excellent help with testing these configurations, and to everybody else on the list!
This release re-enable most examples and tests that were disabled when Windows performance was shaky (due to, as we now know, as misconfiguration of ours for the windows binary library used). With the exception of the
AffineSwaption example when running Windows i386, everything is back!
The complete set of changes is listed below:
Changes in RQuantLib version 0.4.7 (2018-12-10)
Changes in RQuantLib tests:
Changes in RQuantLib documentation:
Changes in RQuantLib build system:
src/Makevars.winfile was updated to reflect the new layout used by the upstream build.
-DBOOST_NO_AUTO_PTRcompilation flag is now set.
As stated above, we are still looking for macOS help though. Please get in touch on-list if you can help build a library for Simon’s recipes repo.
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 new rquantlib-devel mailing list. Issue tickets can be filed at the GitHub repo.