Dirk Eddelbuettel: qlcal 0.1.2 on CRAN: Fresh Upstream Updates

The twentieth release of the qlcal package arrivied at CRAN today, and has been built for r2u. This version synchronises with QuantLib 1.43 released today as well. qlcal delivers the calendaring parts of QuantLib. It is provided (for the R package) as a set of included files, so the package is self-contained and does not depend on an external QuantLib library (which can be demanding to build). qlcal covers over seventy country / market calendars and can compute holiday lists,…
Quelle: Originalartikel öffnen




