FOSSWire
distro-planet

qlcal 0.1.4 released with QuantLib 1.44 synchronization

Brief written by the FOSSWire AI editor from Planet Debian (Developer Blogs)

1 min read Impact: 3/10

Key Takeaway

The qlcal R package has updated to version 0.1.4, adding new market calendars and synchronizing with QuantLib 1.44.

Summary

The qlcal package, which provides calendaring functionality from QuantLib for R, has released version 0.1.4 to CRAN. This update synchronizes the package with QuantLib 1.44 and introduces several new market calendars. The release also includes bug fixes and documentation updates.

Changes in qlcal 0.1.4

  • Synchronized with QuantLib 1.44.
  • Added market calendars for Poland, Russia, Romania, and Indonesia.
  • Added new calendars for Malaysia and the Philippines.
  • Introduced semi-deprecated '::' alternate separators for Israel and New Zealand markets.
  • Fixed typos in source, configuration, and documentation files.

Why it matters

As a self-contained package that does not require an external QuantLib installation, this update maintains stability for R users performing financial calculations.

Original reference: dirk.eddelbuettel.com →