RQuantLib 0.4.12: Small QuantLib 1.18 update

April 2, 2020
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[This article was first published on Thinking inside the box , and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
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A new release 0.4.12 of RQuantLib arrived on CRAN today, and was uploaded to Debian as well.

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

This version does relatively little. When QuantLib 1.18 came out, I immediately did my usual bit of packaging it for Debian as well creating binaries via my Ubuntu PPA so that I could test the package against it. And a few call from RQuantLib are now hitting interface functions marked as ‘deprecated’ leading to compiler nags. So I fixed that in PR #146. And today CRAN sent me email to please fix in the released version—so I rolled this up as 0.4.12. Not other changes.

Changes in RQuantLib version 0.4.12 (2020-04-01)

  • Changes in RQuantLib code:

    • Calls deprecated-in-QuantLib 1.18 were updated (Dirk in #146).

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.

If you like this or other open-source work I do, you can now sponsor me at GitHub. For the first year, GitHub will match your contributions.

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

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