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 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 version 0.4.5 (2018-08-10)

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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