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(This article was first published on <strong><a href="http://dirk.eddelbuettel.com/blog/2017/11/06#rcppquantuccia_0.0.2"> 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 first maintenance release of <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rcpp.quantuccia.html" target="_blank">RcppQuantuccia</a> got to <a rel="nofollow" href="https://cran.r-project.org/" target="_blank">CRAN</a> earlier today.</p>
<p><a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rcpp.quantuccia.html" target="_blank">RcppQuantuccia</a> brings the <a rel="nofollow" href="https://github.com/pcaspers/Quantuccia" target="_blank">Quantuccia</a> header-only subset / variant of <a rel="nofollow" href="https://github.com/lballabio/quantlib" target="_blank">QuantLib</a> to R. At present it mostly offers calendaring, but <a rel="nofollow" href="https://github.com/pcaspers/Quantuccia" target="_blank">Quantuccia</a> just got a decent amount of new functions so hopefully we can offer more here too.</p>
<p>This release was motivated by the upcoming <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rcpp.html" target="_blank">Rcpp</a> release which will deprecate the okd Date and Datetime vectors in favours of newer ones. So this release of <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rcpp.quantuccia.html" target="_blank">RcppQuantuccia</a> switches to the newer ones.</p>
<p>Other changes are below:</p>
<blockquote>
<h4>Changes in version 0.0.2 (2017-11-06)</h4>
<ul>
<li>
<p>Added calendars for Canada, China, Germany, Japan and United Kingdom.</p>
</li>
<li>
<p>Added bespoke and joint calendars.</p>
</li>
<li>
<p>Using new date(time) vectors (<a rel="nofollow" href="https://github.com/eddelbuettel/rcppquantuccia/pull/6" target="_blank">#6</a>).</p>
</li>
</ul>
</blockquote>
<p>Courtesy of <a rel="nofollow" href="http://dirk.eddelbuettel.com/cranberries/" target="_blank">CRANberries</a>, there is also a <a rel="nofollow" href="http://dirk.eddelbuettel.com/cranberries/2017/11/06#RcppQuantuccia_0.0.2" target="_blank">diffstat report</a> relative to the previous release. More information is on the <a rel="nofollow" href="http://dirk.eddelbuettel.com/code/rcpp.quantuccia.html" target="_blank">RcppQuantuccia</a> page. Issues and bugreports should go to the <a rel="nofollow" href="https://github.com/eddelbuettel/rcppquantuccia/issues" target="_blank">GitHub issue tracker</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>
<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/2017/11/06#rcppquantuccia_0.0.2"> Thinking inside the box </a></strong>.</div>
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