RQuantLib 0.4.5: Windows is back, and small updates

August 10, 2018

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

A brand new release of RQuantLib, now at version 0.4.5, just arrived on CRAN, and will get to Debian shortly. This release re-enables Windows builds thanks to a PR by Jeroen who now supplies a QuantLib library build in his rwinlib repositories. (Sadly, though, it is already one QuantLib release behind, so it would be awesome if a volunteer could step forward to help Jeroen keeping this current.) A few other smaller fixes were made, see below for more.

The complete set of changes is listed below:

Changes in RQuantLib version 0.4.5 (2018-08-10)

  • Changes in RQuantLib code:

    • The old rquantlib.h header is deprecated and moved to a subdirectory. (Some OS confuse it with RQuantLib.h which Rcpp Attributes like to be the same name as the package.) (Dirk in #100 addressing #99).

    • The files in src/ now include rquantlib_internal.h directly.

    • Several ‘unused variable’ warnings have been taken care of.

    • The Windows build has been updated, and now uses an external QuantLib library from ‘rwinlib’ (Jeroen Ooms in #105).

    • Three curve-building example are no longer running by default as win32 has seen some numerical issues.

    • Two Rcpp::compileAttributes generated files have been updated.

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 rquantlib-devel mailing list off the R-Forge page. 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.

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