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(This article was first published on <strong><a href="http://dirk.eddelbuettel.com/blog/2018/12/11#rquantlib_0.4.7"> Thinking inside the box </a></strong>, and kindly contributed to <a rel="nofollow" href="https://www.r-bloggers.com/">R-bloggers)</a> </div>
<p>A new version 0.4.7 of <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rquantlib.html" target="_blank">RQuantLib</a> reached <a rel="nofollow" href="https://cran.r-project.org/" target="_blank">CRAN</a> and <a rel="nofollow" href="https://www.debian.org/" target="_blank">Debian</a>. Following up on the <a rel="nofollow" href="http://dirk.eddelbuettel.com/blog/2018/11/25#rquantlib_0.4.6" target="_blank">recent 0.4.6 release post</a> which contained a dual call for help: <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rquantlib.html" target="_blank">RQuantLib</a> was (is !!) still in need of a macOS library build, but also experienced issues on Windows.</p>
<p>Since then we set up a <a rel="nofollow" href="https://groups.io/g/rquantlib" target="_blank">new (open) mailing list for RQuantLib</a> and, I am happy to report, sorted that Windows issue out! In short, with the older <code>g++ 4.9.3</code> imposed for R via Rtools, we must add an explicit C++11 flag at configuration time. Special thanks to <a rel="nofollow" href="https://about.me/joshuaulrich" target="_blank">Josh Ulrich</a> for tireless and excellent help with testing these configurations, and to everybody else on the list!</p>
<p><a rel="nofollow" href="https://www.quantlib.org/" target="_blank">QuantLib</a> is a very comprehensice <em>free/open-source</em> library for quantitative finance, and <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rquantlib.html" target="_blank">RQuantLib</a> connects it to the R environment and language.</p>
<p>This release re-enable most examples and tests that were disabled when Windows performance was shaky (due to, as we now know, as misconfiguration of ours for the <a rel="nofollow" href="https://github.com/rwinlib/quantlib" target="_blank">windows binary library used</a>). With the exception of the <code>AffineSwaption</code> example when running Windows i386, everything is back!</p>
<p>The complete set of changes is listed below:</p>
<blockquote>
<h4>Changes in <span>RQuantLib</span> version 0.4.7 (2018-12-10)</h4>
<ul>
<li>
<p>Changes in <span>RQuantLib</span> tests:</p>
<ul>
<li>Thanks to the updated <a rel="nofollow" href="https://github.com/rwinlib/quantlib" target="_blank">#rwinlib/quantlib</a> Windows library provided by Josh, all tests that previously exhibited issues have been re-enabled (Dirk in <a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib/pull/126" target="_blank">#126</a>).</li>
</ul>
</li>
<li>
<p>Changes in <span>RQuantLib</span> documentation:</p>
<ul>
<li>
<p>The <code>CallableBonds</code> example now sets an evaluation date (<a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib/issues/124" target="_blank">#124</a>).</p>
</li>
<li>
<p>Thanks to the updated <a rel="nofollow" href="https://github.com/rwinlib/quantlib" target="_blank">#rwinlib/quantlib</a> Windows library provided by Josh, examples that were set to <code>dontrun</code> are re-activated (Dirk in <a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib/pull/126" target="_blank">#126</a>). <code>AffineSwaption</code> remains the sole holdout.</p>
</li>
</ul>
</li>
<li>
<p>Changes in <span>RQuantLib</span> build system:</p>
<ul>
<li>
<p>The <code>src/Makevars.win</code> file was updated to reflect the new layout used by the upstream build.</p>
</li>
<li>
<p>The <code>-DBOOST_NO_AUTO_PTR</code> compilation flag is now set.</p>
</li>
</ul>
</li>
</ul>
</blockquote>
<p>As stated above, we are still looking for macOS help though. Please get in touch on-list if you can help build a library for Simon’s <a rel="nofollow" href="https://github.com/s-u/recipes" target="_blank">recipes</a> repo.</p>
<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/2018/12/10#RQuantLib_0.4.7" 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://groups.io/g/rquantlib" target="_blank">new rquantlib-devel mailing list</a>. 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/2018/12/11#rquantlib_0.4.7"> Thinking inside the box </a></strong>.</div>
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