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News for Package QlCal
Changes in version 0.0.13 (2024-10-15)
Synchronized with QuantLib 1.36 released yesterday
Calendar updates for South Korea and Poland
Changes in version 0.0.12 (2024-07-22)
Synchronized with QuantLib 1.35 released today
Calendar updates for Chile, India, United States, Brazil
Changes in version 0.0.11 (2024-04-27)
Synchronized with QuantLib 1.34
Calendar updates for Brazil, India, Singapore, South Africa, Thailand, United States
Minor continuous integration update
Changes in version 0.0.10 (2024-01-24)
Synchronized with QuantLib 1.33
Changes in version 0.0.9 (2023-11-29)
-
configure
now uses a new helper script to only set a compilation standard when needed for R versions older than 4.2.0 The file
RcppExports.cpp
was regenerated to avoid a string format warning from R-devel
Changes in version 0.0.8 (2023-10-21)
A small set of updates from QuantLib 1.32 have been applied
The explicit C++14 compilation standard has been replaced with an implicit one by relying on R (>= 4.2.0)
Synchronized with QuantLib 1.32
Changes in version 0.0.7 (2023-07-19)
Updates, extensions and corrections to calendars from South Korea, Hong Kong, Singapore, India, Taiwan, South Africa, Denmark and Finland from QuantLib 1.31
Added support for UnitedStates/SOFR calendar
Changes in version 0.0.6 (2023-05-24)
Several calendars (India, Singapore, South Africa, South Korea) updated with post-QuantLib 1.30 changes (Sebastian Schmidt in #6)
Three now-used scheduled files were removed (Dirk in #7))
A number of non-calendaring files used were synchronised with the current QuantLib repo (Dirk in #8)
Changes in version 0.0.5 (2023-04-19)
Calendars routines for Australia, Denmark, New Zealand, Turkey and the US have been updated from QuantLib 1.30.
Support for 'Australia/ASX' has been added.
Added demo showing all US holidays in current year
Changes in version 0.0.4 (2023-01-11)
The
advanceDate{}
function can now selects a business day convention, a time unit and an end-of-month conventionCalendars routines for Australia, China, South Africa, UK, US have been updated to current versions from QuantLib 1.29.
Changes in version 0.0.3 (2022-10-19)
Correct the
isBusinessDay()
functionality (Fixes #2)Update Australia and Saudi Arabia calendars from QuantLib 1.27
Update United Kingdom calendar from QuantLib 1.28
Convert one source file to utf-8 to appease
clang-15
Changes in version 0.0.2 (2022-01-21)
Further minimize set of files needed for calendaring
Update China calendar from QuantLib 1.25 release
Changes in version 0.0.1 (2021-12-07)
Initial release