A new version 0.4.8 of RQuantLib reached CRAN and Debian. This release was triggered by a CRAN request for an update to the configure.ac script which was easy enough (and which, as it happens, did not result in changes in the configure script produced). I also belatedly updated the internals of RQuantLib to follow suit to an upstream change in QuantLib. We now seamlessly switch between shared_ptr<> from Boost and from C++11 – Luigi wrote about the how and why in an excellent blog post that is part of a larger (and also excellent) series of posts on QuantLib internals.

QuantLib is a very comprehensice free/open-source library for quantitative finance, and RQuantLib connects it to the R environment and language.

In other news, we finally have a macOS binary package on CRAN. After several rather frustrating months of inaction on the pull request put together to enable this, it finally happened last week. Yay. So CRAN currently has an 0.4.7 macOS binary and should get one based on this release shortly. With Windows restored with the 0.4.7 release, we are in the best shape we have been in years. Yay and three cheers for Open Source and open collaboration models!

The complete set of changes is listed below:

Changes in RQuantLib version 0.4.8 (2019-03-17)

• Changes in RQuantLib code:

  • Source code supports Boost shared_ptr and C+11 shared_ptr via QuantLib::ext namespace like upstream.

• Changes in RQuantLib build system:

  • The configure.ac file no longer upsets R CMD check; the change does not actually change configure.

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.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.