| NEWS | R Documentation |
RcppExports.cpp has been regenerated under an updated
Rcpp to address a format string warning under R-devel
Minor code reorganization splitting off calendars.cpp
Convert the Argentinian calendar sources files as utf-8 to
appease clang++-15
Advertise the qlcal package as an alternative
Code reorganized to have minimal (documented) changes relative to upstream, essentially just removing unused headers, and pragma
Added example for full calendaring to README.md
Refocused on calendaring functionality only, removed daycounters/, math/, methods/, models/, plus other unused headers
Fully updated to (current) QuantLib release 0.2.4
Added getBusinessDays() to retrieve range of dates
Added Brazil calendar
Allow for 'Null' calendar without weekends or holidays
Switch CI use to r-ci
Updated UnitedStates calendar to current QuantLib calendar
Small updates to DESCRIPTION and README.md
Updated Travis CI test file (#8)).
Updated US holiday calendar data with G H Bush funeral date (#9).
Updated C++ use to not trigger warnings [CRAN request] (#9).
Comment-out pragmas to suppress warnings [CRAN Policy] (#9).
Change build to exclude Sobol sequence reducing file size for source and shared library, at the cost of excluding market models (#10).
Added calendars for Canada, China, Germany, Japan and United Kingdom.
Added bespoke and joint calendars.
Using new date(time) vectors (#6).
Initial release with a number of date and calendar functions