NEWS

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RcppQuantuccia 0.1.2 (2023-11-29)

• RcppExports.cpp has been regenerated under an updated Rcpp to address a format string warning under R-devel

• The compilation standard is no longer set to C++14

RcppQuantuccia 0.1.1 (2022-10-19)

• Minor code reorganization splitting off calendars.cpp

• Convert the Argentinian calendar sources files as utf-8 to appease clang++-15

• Advertise the qlcal package as an alternative

RcppQuantuccia 0.1.0 (2021-10-30)

• Code reorganized to have minimal (documented) changes relative to upstream, essentially just removing unused headers, and pragma

• Added example for full calendaring to README.md

RcppQuantuccia 0.0.5 (2021-10-23)

• Refocused on calendaring functionality only, removed daycounters/, math/, methods/, models/, plus other unused headers

• Fully updated to (current) QuantLib release 0.2.4

• Added getBusinessDays() to retrieve range of dates

• Added Brazil calendar

RcppQuantuccia 0.0.4 (2021-10-12)

• Allow for 'Null' calendar without weekends or holidays

• Switch CI use to r-ci

• Updated UnitedStates calendar to current QuantLib calendar

• Small updates to DESCRIPTION and README.md

RcppQuantuccia 0.0.3 (2019-08-19)

• Updated Travis CI test file (#8)).

• Updated US holiday calendar data with G H Bush funeral date (#9).

• Updated C++ use to not trigger warnings [CRAN request] (#9).

• Comment-out pragmas to suppress warnings [CRAN Policy] (#9).

• Change build to exclude Sobol sequence reducing file size for source and shared library, at the cost of excluding market models (#10).

RcppQuantuccia 0.0.2 (2017-11-06)

• Added calendars for Canada, China, Germany, Japan and United Kingdom.

• Added bespoke and joint calendars.

• Using new date(time) vectors (#6).

RcppQuantuccia 0.0.1 (2017-04-18)

• Initial release with a number of date and calendar functions