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ChangeLog
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2025-01-13 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/ql/time/calendars/newzealand.?pp: Updated from QuantLib 1.37 (rc)
* src/ql/time/calendars/unitedstates.cpp: Idem
* src/calendars.cpp (QlCal::CalendarContainer::setCalendar): Add
'Auckland' to new New Zealand with 'Wellington' the default as before
2024-10-15 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.13
2024-10-07 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/ql/time/calendars/poland.?pp: Updated from QuantLib 1.36 (rc)
* src/ql/time/calendars/southkorea.cpp: Idem
* src/ql/*: Small updates from 1.36 (rc) to nine more files
2024-09-03 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Authors@R): Added
2024-07-23 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.12
2024-07-13 Dirk Eddelbuettel <[email protected]>
* README.md: Add link to introductory 'Holidays in QuantLib' piece
2024-07-12 Dirk Eddelbuettel <[email protected]>
* src/ql/time/calendars/brazil.?pp: Updated from QuantLib 1.35 (rc)
2024-07-10 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/ql/time/calendars/chile.?pp: Updated from QuantLib 1.35 (rc)
* src/ql/time/calendars/india.?pp: Idem
* src/ql/time/calendars/unitedstates.cpp: Idem
2024-05-19 Dirk Eddelbuettel <[email protected]>
* README.md: Use tinyverse.netlify.app for dependency badge
2024-04-27 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.11
2024-04-21 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/ql/time/calendars/brazil.{cpp,hpp}: Updated from QuantLib 1.34 (rc)
* src/ql/time/calendars/india.cpp: Idem
* src/ql/time/calendars/singapore.{cpp,hpp}: Idem
* src/ql/time/calendars/southafrica.cpp: Idem
* src/ql/time/calendars/thailand.cpp: Idem
* src/ql/time/calendars/unitedstates.cpp: Idem
* src/ql/patterns/observable.{cpp,hpp}: Idem
* src/ql/time/date.hpp: Idem
2024-02-19 Dirk Eddelbuettel <[email protected]>
* .github/workflows/ci.yaml (jobs): Update to actions/checkout@v4,
add r-ci-setup actions
2024-01-24 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.10
2024-01-22 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/ql/time/calendars/mexico.{cpp,hpp}: Updated from QuantLib 1.33
2024-01-14 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/ql/time/calendars/brazil.{cpp,hpp}: Updated from QuantLib 1.33 (rc)
* src/ql/time/calendars/chile.{cpp,hpp}: Idem
* src/ql/time/calendars/china.cpp: Idem
* src/ql/time/calendars/southafrica.cpp: Idem
* src/ql/time/calendars/taiwan.{cpp,hpp}: Idem
* src/ql/time/calendars/thailand.{cpp,hpp}: Idem
* src/ql/time/calendars/unitedstates.{cpp,hpp}: Idem
* src/ql/patterns/observable.{cpp,hpp}: Idem
* src/ql/time/date.hpp: Idem
2023-11-29 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.9
* src/RcppExports.cpp: Regenerated with updated Rcpp to avoid an
issue triggered by -Wformat-security warning under R-devel
* R/RcppExports.R: Idem
2023-10-25 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* tools/configure.R: New helper script to set C++ compilation
standard only when needed for R versions that are older than R 4.2.0
* configure: Call the new helper script
* configure.win: Idem
* src/Makevars.in: Converted for use by helper
* src/Makevars.win.in: Idem
* cleanup: Also remove src/Makevars and src/Makevars.win
* README.md: Update note on compilation standard
* DESCRIPTION (Depends): Remove 'R (>= 4.2.0)'
2023-10-21 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version): Release 0.0.8
2023-10-20 Dirk Eddelbuettel <[email protected]>
* README.md: Add discussion of implicit C++14 use via R 4.2.0 or
newer, and detail how to build for older R if needed
* DESCRIPTION (Depends): Add 'R (>= 4.2.0)'
* src/Makevars (CXX_STD): Commented-out
* src/Makevars.win (CXX_STD): Ditto
* src/calendars.cpp: Sync with QuantLib 1.32
* src/calendar/southkorea.cpp: Idem
* src/patterns/observable.{c,h}pp: Idem
2023-07-20 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/calendars.cpp: Correct typo in dispatch for 'Australia/ASX'
* .gitignore: Add nested source directories
2023-07-19 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.7
* src/ql/time/calendars/*.*pp: Bulk update of cpp and hpp files from
QuantLib 1.31 with fixes for rolling rules in South Korea, fixes as
well as additions for Hong Kong, additions for Singapore, India and
Taiwan, additions of election days in South Africa and South Korea,
updates and fixes for Denmark and Finland; see the QuantLib 1.31
release announcement for the full list
* src/calendars.cpp: Add support for UnitedStates/SOFR
* R/calendars.R: Idem
* demo/allUScalendars.R (makeHol): Add SOFR to holiday demo
2023-05-24 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.6
2023-05-23 Dirk Eddelbuettel <[email protected]>
* src/ql/errors.cpp: Added from current QuantLib
* src/ql/errors.hpp: Idem
* src/ql/optional.cpp: Synchronized with current QuantLib
* src/ql/optional.hpp: Idem
* src/ql/patterns/observable.cpp: Idem
* src/ql/patterns/observable.hpp: Idem
* src/ql/patterns/singleton.hpp: Idem
* src/ql/settings.hpp: Idem
* src/ql/time/date.cpp: Idem
* src/ql/time/date.hpp: Idem
* src/ql/time/period.cpp: Idem
* src/ql/time/period.hpp: Idem
* src/ql/utilities/dataformatters.hpp: Idem
* src/ql/utilities/dataparsers.cpp: Idem
* src/ql/utilities/dataparsers.hpp: Idem
* src/ql/utilities/null.hpp: Idem
* src/ql/utilities/observablevalue.hpp: Idem
* src/Makevars: Added errors.cpp
* src/Makevars.win: Idem
2023-05-22 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/ql/time/asx.hpp: Remove unused file
* src/ql/time/ecb.hpp: Idem
* src/ql/time/imm.hpp: Idem
2023-05-22 Sebastian Schmidt <[email protected]>
[ Post-QuantLib 1.30 updates ]
* src/ql/time/calendars/hongkong.cpp: Updated
* src/ql/time/calendars/india.cpp: Idem
* src/ql/time/calendars/india.hpp: Idem
* src/ql/time/calendars/singapore.cpp: Idem
* src/ql/time/calendars/southkorea.cpp: Idem
2023-04-23 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
2023-04-20 Dirk Eddelbuettel <[email protected]>
* demo/allUScalendars.R (makeHol): Fix teeny bug
2023-04-19 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.5
* demo/allUScalendars.R: Some additional polishing
2023-04-15 Dirk Eddelbuettel <[email protected]>
* demo/allUScalendars.R: New demo showing all holidays for all US
calendars in one year
2023-04-13 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/calendars.cpp: Add support for ASX in Australia
* R/calendars.R: Idem
[ Several changes from QuantLib 1.30 ]
* src/ql/time/calendars/australia.cpp: Add ASX calendar
* src/ql/time/calendars/australia.hpp: Idem
* src/ql/time/calendars/denmark.cpp: Add several missing holidays
* src/ql/time/calendars/denmark.hpp: Idem
* src/ql/time/calendars/newzealand.cpp: Add Matariki holiday
* src/ql/time/calendars/newzealand.hpp: Idem
* src/ql/time/calendars/turkey.cpp: Fix for 2019 and 2023 period
* src/ql/time/calendars/turkey.hpp: Fix for 2019 and 2023 period
* src/ql/time/calendars/unitedstates.cpp: Add Good Friday 2023
2023-01-11 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.4
2023-01-10 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/ql/time/calendars/unitedkingdom.cpp: Add King Charles III
Corononation Bank Holiday
* src/ql/time/calendars/unitedkingdom.hpp: Updated
* src/ql/time/calendars/australia.cpp: Queen Elizabeth Day of Morning
* src/ql/time/calendars/australia.hpp: Idem
* src/ql/time/calendars/china.cpp: Add Chinese 2023 holidays
* src/ql/time/calendars/southafrica.cpp: Christmas 2022 update
* src/ql/time/calendars/southafrica.hpp: Idem
* src/ql/time/calendars/unitedstates.hpp: Removed one deprecated ctor
2022-12-10 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
* src/dates.cpp (advanceDate): Generalize to wrapper to cal.advance()
by supporting new arguments for time unit and end-of-month
* src/utils.cpp: Two new helpers to parse unit and bdc from text
* man/advanceDate.Rd: Updated documentation
* src/RcppExports.cpp: Updated
* R/RcppExports.R: Idem
* inst/include/qlcal_RcppExports.h: Idem
* inst/include/qlcal_declarations.h: Idem
* tests/calendars.R: Adjusted test
2022-12-07 Dirk Eddelbuettel <[email protected]>
* src/dates.cpp (advanceDate): Add new parameter to select a business
day convention (via an integer, mapper from character could be added)
* man/advanceDate.Rd: Updated documentation
* src/RcppExports.cpp: Updated
* R/RcppExports.R: Idem
* inst/include/qlcal_RcppExports.h: Idem
* tests/calendars.R: Add simple tests
2022-11-10 Dirk Eddelbuettel <[email protected]>
* .github/workflows/ci.yaml (jobs): Update to actions/checkout@v3
2022-10-19 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.3
* src/ql/time/calendars/argentina.cpp: Set to utf-8 for clang++-15
* src/ql/time/calendars/unitedkingdom.cpp: Add the Queen's Funeral
Bank Holiday from QuantLib 1.28
2022-07-31 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll minor version
* src/ql/time/calendar.cpp: Update from QuantLib 1.27
* src/ql/time/calendar.hpp: Idem
* src/ql/time/calendars/australia.cpp: Idem
* src/ql/time/calendars/australia.hpp: Idem
* src/ql/time/calendars/saudiarabia.cpp: Idem
2022-02-28 Dirk Eddelbuettel <[email protected]>
* src/dates.cpp (isHoliday): Add missing negation for isBusinessDay
2022-01-21 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.2
2022-01-19 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll minor version
* src/ql/time/calendars/china.cpp: Updated from QuantLib 1.25
2021-12-09 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll minor version
* src/ql/time/asx.cpp: Remove file unused by calendaring
* src/ql/time/dategenerationrule.cpp: Idem
* src/ql/time/dategenerationrule.hpp: Idem
* src/ql/time/ecb.cpp: Idem
* src/ql/time/imm.cpp: Idem
* src/ql/time/schedule.cpp: Idem
* src/ql/time/all.hpp: Adjusted accordingly
* src/Makevars: Idem
* src/Makevars.win: Idem
2021-12-08 Dirk Eddelbuettel <[email protected]>
* README.md: Add badges following first CRAN upload
2021-12-07 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.1
2021-11-30 Dirk Eddelbuettel <[email protected]>
* README.md: Small edits
2021-11-27 Dirk Eddelbuettel <[email protected]>
* src/ql/qldefines.hpp: Updated from QuantLib
* src/ql/time/calendar.cpp: Ditto
2021-11-26 Dirk Eddelbuettel <[email protected]>
* README.md: Expanded
2021-11-22 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION: Initial minimal version