RQuantLib 0.4.4 for Windows

January 5, 2018
By

(This article was first published on FOSS Trading, and kindly contributed to R-bloggers)

I’m pleased to announce that the RQuantLib Windows binaries are now up to 0.4.4!  The RQuantLib pre-built Windows binaries have been frozen on CRAN since 0.4.2, but now you can get version 0.4.4 binaries on Dirk’s ghrr drat repo.

Installation is as simple as:

drat::addRepo(“ghrr”) # maybe use ‘install.packages(“drat”)’ first 
install.packages(“RQuantLib”, type=”binary”)
I will be able to create Windows binaries for future RQuantLib versions too, now that I have a Windows QuantLib build (version 1.11) to link against.
Dirk and I plan to talk with CRAN about getting the new binaries hosted there.  Regardless, they will always be available via the drat repo.

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