/usr/lib/R/site-library/RQuantLib/NEWS.Rd is in r-cran-rquantlib 0.4.2-1.
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\title{News for Package 'RQuantLib'}
\newcommand{\ghpr}{\href{https://github.com/eddelbuettel/rquantlib/pull/#1}{##1}}
\newcommand{\ghit}{\href{https://github.com/eddelbuettel/rquantlib/issues/#1}{##1}}
\section{Changes in RQuantLib version 0.4.2 (2015-12-03)}{
\itemize{
\item Changes in RQuantLib code:
\itemize{
\item Intra-day times are now available if QuantLib 1.7 or later is
used, and has been configured with \code{--enable-intraday}
\item New helper functions \code{getQuantLibVersion()} and
\code{getQuantLibCapabilties()}
\item New package startup code detects and warns about outdated
QuantLib versions, or missing intra-day capability, unless not
interactive.
\item The missing \code{Monthly} parameter has been added to
\code{matchFrequency} (fixing issue ticket \ghit{19})
}
}
}
\section{Changes in RQuantLib version 0.4.1 (2015-09-11)}{
\itemize{
\item Changes in RQuantLib code:
\itemize{
\item A simple \CRANpkg{shiny} application is now included in the
directory \code{shiny/DiscountCurve/} and accessible via the new
demo function \code{ShinyDiscountCurve}.
\item The option surface plotting example in \code{arrays.R} now
checks for \CRANpkg{rgl} by using \code{requireNamespace}.
\item The files \code{NAMESPACE} and \code{DESCRIPTION} have been
updated to reflect all the suggestions of \code{R CMD check}.
\item The Travis CI tests now use binary Debian packages for all
package dependencies making the tests a little faster.
}
}
}
\section{Changes in RQuantLib version 0.4.0 (2014-12-01)}{
\itemize{
\item Changes in RQuantLib code:
\itemize{
\item All function interfaces have been rewritten using \CRANpkg{Rcpp}
Attributes. No \code{SEXP} remain in the function signatures. This
make the code shorter, more readable and more easily extensible.
\item The header files have been reorganized so that plugin use is
possible. An \code{impl.h} files is imported once for each compilation
unit: for RQuantLib from the file \code{src/dates.cpp} directory, from
a sourced file via a \code{#define} set by the plugin wrapper.
\item \code{as<>()} and \code{wrap()} converters have added for
QuantLib Date types.
\item Plugin support has been added, allowing more ad-hoc use via Rcpp
Attributes.
\item Several Fixed Income functions have been added, and/or
rewritten to better match the QuantLib signatures; this was done
mostly by Michele Salvadore.
\item Several Date and Calendar functions have been added.
\item Calendar support has been greatly expanded thanks to Danilo
Dias da Silva.
\item Exported curve objects are now more parsimonious and advance
entries in the \code{table} object roughly one business month at a
time.
\item The \code{DiscountCurve} and \code{Bond} curve construction
has been fixed via a corrected evaluation date and omitted the
two-year swap rate, as suggested by Luigi Ballabio.
\item The \code{NAMESPACE} file has a tighter rule for export of
\code{*.default} functions, as suggested by Bill Dunlap
\item Builds now use OpenMP where available.
\item The package now depends on QuantLib 1.4.0 or later.
}
\item Changes in RQuantLib tests:
\itemize{
\item New unit tests for dates have been added.
\item C++ code for the unit tests has also been converted to
\CRANpkg{Rcpp} Attributes use; a helper function
\code{unitTestSetup()} has been added.
\item Continuous Integration via Travis is now enabled from the
GitHub repo.
}
\item Changes in RQuantLib documentation:
\itemize{
\item This NEWS file has been added. Better late than never, as
they say.
}
}
}
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