News for Package QlCal

Changes in version 0.0.12 (2024-07-22)

• Synchronized with QuantLib 1.35 released today

• Calendar updates for Chile, India, United States, Brazil

Changes in version 0.0.11 (2024-04-27)

• Synchronized with QuantLib 1.34

• Calendar updates for Brazil, India, Singapore, South Africa, Thailand, United States

• Minor continuous integration update

Changes in version 0.0.10 (2024-01-24)

• Synchronized with QuantLib 1.33

Changes in version 0.0.9 (2023-11-29)

• configure now uses a new helper script to only set a compilation standard when needed for R versions older than 4.2.0

• The file RcppExports.cpp was regenerated to avoid a string format warning from R-devel

Changes in version 0.0.8 (2023-10-21)

• A small set of updates from QuantLib 1.32 have been applied

• The explicit C++14 compilation standard has been replaced with an implicit one by relying on R (>= 4.2.0)

• Synchronized with QuantLib 1.32

Changes in version 0.0.7 (2023-07-19)

• Updates, extensions and corrections to calendars from South Korea, Hong Kong, Singapore, India, Taiwan, South Africa, Denmark and Finland from QuantLib 1.31

• Added support for UnitedStates/SOFR calendar

Changes in version 0.0.6 (2023-05-24)

• Several calendars (India, Singapore, South Africa, South Korea) updated with post-QuantLib 1.30 changes (Sebastian Schmidt in #6)

• Three now-used scheduled files were removed (Dirk in #7))

• A number of non-calendaring files used were synchronised with the current QuantLib repo (Dirk in #8)

Changes in version 0.0.5 (2023-04-19)

• Calendars routines for Australia, Denmark, New Zealand, Turkey and the US have been updated from QuantLib 1.30.

• Support for 'Australia/ASX' has been added.

• Added demo showing all US holidays in current year

Changes in version 0.0.4 (2023-01-11)

• The advanceDate{} function can now selects a business day convention, a time unit and an end-of-month convention

• Calendars routines for Australia, China, South Africa, UK, US have been updated to current versions from QuantLib 1.29.

Changes in version 0.0.3 (2022-10-19)

• Correct the isBusinessDay() functionality (Fixes #2)

• Update Australia and Saudi Arabia calendars from QuantLib 1.27

• Update United Kingdom calendar from QuantLib 1.28

• Convert one source file to utf-8 to appease clang-15

Changes in version 0.0.2 (2022-01-21)

• Further minimize set of files needed for calendaring

• Update China calendar from QuantLib 1.25 release

Changes in version 0.0.1 (2021-12-07)

• Initial release