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(This article was first published on <strong><a href="http://dirk.eddelbuettel.com/blog/2018/11/25#rquantlib_0.4.6"> Thinking inside the box </a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
<p>The new 0.4.6 release of <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rquantlib.html" target="_blank">RQuantLib</a> arrived on <a rel="nofollow" href="http://cran.r-project.org/" target="_blank">CRAN</a> and <a rel="nofollow" href="http://www.debian.org/" target="_blank">Debian</a> earlier today. It is two-fold update: catching up <a rel="nofollow" href="https://quantlib.org/" target="_blank">QuantLib</a> 1.14 while also updating to <a rel="nofollow" href="https://www.boost.org/" target="_blank">Boost</a> 1.67 (and newer).</p>
<p>A special thanks goes to <a rel="nofollow" href="https://about.me/joshuaulrich" target="_blank">Josh</a> for updating to the binary windows library in the <a rel="nofollow" href="https://github.com/rwinlib/quantlib" target="_blank">rwinlib</a> repository allowing us a seamless <a rel="nofollow" href="http://cran.r-project.org/" target="_blank">CRAN</a> update.</p>
<p>The package needs some help, though. There are two open issues. First, while it builds on Windows, many functions currently throw errors. This may be related to upstream switching to a <a rel="nofollow" href="https://www.implementingquantlib.com/2018/04/going-to-11-shared-ptr.html" target="_blank">choice of C++11 or Boost smart pointers</a> though this throws no spanners on Linux. So it may simply be that some of the old curve-building code shows its age. It could also be something completely different—but we need something with a bit of time, debugging stamina, at least a little C++ knowledge and a working Windows setup for testing. I have a few of the former attributes and can help, but no suitable windows (or mac, see below) machine. If you are, or can be, the person to help on Windows, please get in touch <a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib/issues/122" target="_blank">at this issue ticket</a>.</p>
<p>Second, we simply have no macOS build. Simon has a <a rel="nofollow" href="https://github.com/s-u/recipes" target="_blank">similar binary repo</a> but no time himself to work on building QuantLib for macOS with the required R-compatible toolchains. If you are on macOS, care about RQuantLib, and know how to build R packages (and how to deal with compilers etc in general) please consider helping. A little more is at <a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib/issues/123" target="_blank">this issue ticket</a>.</p>
<p>Otherwise, this release was mostly about internal plus a little helper for holidays. The complete set of changes is listed below:</p>
<blockquote>
<h4>Changes in RQuantLib version 0.4.6 (2018-11-25)</h4>
<ul>
<li>
<p>Changes in RQuantLib code:</p>
<ul>
<li>
<p>The code was updated for release 1.14 of QuantLib.</p>
</li>
<li>
<p>The code was updated for Boost 1.67 or later (<a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib/pull/120" target="_blank">#120</a> fixing <a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib/issues/119" target="_blank">#119</a>).</p>
</li>
<li>
<p>Fewer examples and tests are running on Windows.</p>
</li>
<li>
<p>Several bond prixing examples corrected to use <code>dayCounter</code>.</p>
</li>
<li>
<p>Two new functions were added to add and remove (custom) holidays (<a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib/issues/115" target="_blank">#115</a>).</p>
</li>
<li>
<p>The continuous integration setup was rewritten for containers.</p>
</li>
</ul>
</li>
</ul>
</blockquote>
<p>Courtesy of <a rel="nofollow" href="http://dirk.eddelbuettel.com/cranberries/" target="_blank">CRANberries</a>, there is also a diffstat report for the <a rel="nofollow" href="http://dirk.eddelbuettel.com/cranberries/2018/11/25#RQuantLib_0.4.6" target="_blank">this release</a>. As always, more detailed information is on the <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rquantlib.html" target="_blank">RQuantLib page</a>. Questions, comments etc should go to the <a rel="nofollow" href="https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rquantlib-devel" target="_blank">rquantlib-devel mailing list</a> off the <a rel="nofollow" href="http://r-forge.r-project.org/projects/rquantlib/" target="_blank">R-Forge</a> page. Issue tickets can be filed at the <a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib" target="_blank">GitHub repo</a>.</p>
<p>
This post by <a rel="nofollow" href="http://dirk.eddelbuettel.com/" target="_blank">Dirk Eddelbuettel</a> originated on his <a rel="nofollow" href="http://dirk.eddelbuettel.com/blog/" target="_blank">Thinking inside the box</a> blog. Please report excessive re-aggregation in third-party for-profit settings.</p>
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<div>To <strong>leave a comment</strong> for the author, please follow the link and comment on their blog: <strong><a href="http://dirk.eddelbuettel.com/blog/2018/11/25#rquantlib_0.4.6"> Thinking inside the box </a></strong>.</div>
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