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(This article was first published on <strong><a href="http://dirk.eddelbuettel.com/blog/2017/11/08#rquantlib_0.4.4"> 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 shiny new (mostly-but-not-completely maintenance) release of <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rquantlib.html" target="_blank">RQuantLib</a>, now at version 0.4.4, arrived on <a rel="nofollow" href="http://cran.r-project.org/" target="_blank">CRAN</a> overnight, and will get to <a rel="nofollow" href="http://www.debian.org/" target="_blank">Debian</a> shortly. This is the first release in over a year, and it it contains (mostly) a small number of fixes throughout. It also includes the update to the new <code>DateVector</code> and <code>DatetimeVector</code> classes which become the default with the upcoming <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rcpp.html" target="_blank">Rcpp</a> 0.12.14 release (just like <a rel="nofollow" href="http://dirk.eddelbuettel.com/blog/2017/11/06#rcppquantuccia_0.0.2" target="_blank">this week’s RcppQuantuccia release</a>). One piece of new code is due to <a rel="nofollow" href="https://www.cocquemas.com/" target="_blank">François Cocquemas</a> who added support for discrete dividends to both European and American options. See below for the complete set of changes reported in the <code>NEWS</code> file.</p>
<p>As with release <a rel="nofollow" href="http://dirk.eddelbuettel.com/blog/2016/08/19#rquantlib_0.4.3" target="_blank">0.4.3</a> a little over a year ago, we will <em>not</em> have new Windows binaries from <a rel="nofollow" href="http://cran.r-project.org/" target="_blank">CRAN</a> as I apparently have insufficient powers of persuasion to get <a rel="nofollow" href="http://cran.r-project.org/" target="_blank">CRAN</a> to update their <a rel="nofollow" href="http://www.quantlib.org/" target="_blank">QuantLib</a> libraries. <em>So we need a volunteer.</em> If someone could <em>please</em> build a binary package for Windows from the 0.4.4 sources, I would be happy to once again host it on the <a rel="nofollow" href="https://ghrr.github.io/drat/" target="_blank">GHRR drat</a> repo. Please contact me directly if you can help.</p>
<p>Changes are listed below:</p>
<blockquote>
<h4>Changes in RQuantLib version 0.4.4 (2017-11-07)</h4>
<ul>
<li>
<p>Changes in RQuantLib code:</p>
<ul>
<li>
<p>Equity options can now be analyzed via discrete dividends through two vectors of dividend dates and values (Francois Cocquemas in <a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib/pull/73" target="_blank">#73</a> fixing <a rel="nofollow" href="https://github.com/eddelbuettel/rquantlib/issues/72" target="_blank">#72</a>)</p>
</li>
<li>
<p>Some package and dependency information was updated in files <code>DESCRIPTION</code> and <code>NAMESPACE</code>.</p>
</li>
<li>
<p>The new <code>Date(time)Vector</code> classes introduced with Rcpp 0.12.8 are now used when available.</p>
</li>
<li>
<p>Minor corrections were applied to <code>BKTree</code>, to vanilla options for the case of intraday time stamps, to the <code>SabrSwaption</code> documentation, and to bond utilities for the most recent QuantLib release.</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/2017/11/08#RQuantLib_0.4.4" 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/2017/11/08#rquantlib_0.4.4"> Thinking inside the box </a></strong>.</div>
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