A new version 0.4.10 of RQuantLib just got onto CRAN; a Debian upload will follow in due course.

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

This version does two things related to the new upstream QuantLib release 1.16. First, it updates the Windows build script in two ways: it uses binaries for the brand new 1.16 release as prepapred by Jeroen, and it sets win-builder up for the current and “prospective next version”, also set up by Jeroen. I also updated the Dockerfile used for CI to pick QuantLib 1.16 from Debian’s unstable repo as it is too new to have moved to testing (which the r-base container we build on defaults to). The complete set of changes is listed below:

Changes in RQuantLib version 0.4.10 (2019-08-07)

• Changes in RQuantLib build system:

  • The src/Makevars.win and tools/winlibs.R file get QuantLib 1.16 for either toolchain (Jeroes in #136).

  • The custom Docker container now downloads QuantLib from Debian unstable to get release 1.16 (from yesterday, no less)

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.