RQuantLib 0.3.8

September 12, 2011

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

A bug-fix release RQuantLib 0.3.8
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 Helmut Heiming who noticed a side-effec t from the
DiscountCurve functions: the Quantlib-global variable
determining the evaluation date was overriden; this could affect subsequent
curve-related pricers. This is now fixed, and we added a new function
setEvaluationDate to set this date from R too. We added this
call in some of the examples in the manual pages. Otherwise two very minor
build system tweaks were added, but no other changes were made

Thanks to
CRANberries, there is
also a
diff to the previous release 0.3.7.
Full changelog details, examples and more details about this package are at
my RQuantLib page.

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