2023-11-29 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Release 0.1.2
* src/RcppExports.cpp: Regenerated under updated Rcpp to address
format string issue reported by R-devel
* R/RcppExports.R: Idem
* src/Makevars: No longer set CXX_STD to C++14
* .github/workflows/ci.yaml (jobs): Update to actions/checkout@v4
2022-11-18 Dirk Eddelbuettel <edd@debian.org>
* .github/workflows/ci.yaml (jobs): Update to actions/checkout@v3
2022-10-19 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Release 0.1.1
* R/init.R (.onAttach): Advertise 'qlcal' as alternative
2022-10-18 Dirk Eddelbuettel <edd@debian.org>
* src/ql/time/calendars/argentina.hpp: Set to utf-8 for clang++-15
* src/ql/time/calendars/argentina.cpp: Idem
2021-11-21 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Date, Version): Roll minor version and date
* src/calendars.cpp: Factored out from header file
* inst/include/RcppQuantuccia_types.h: Idem
* src/Makevars: Idem
2021-10-30 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Release 0.1.0
2021-10-29 Dirk Eddelbuettel <edd@debian.org>
* README.md: Edits
* local/changes_from_quantlib_1.24.diff: Diff file relative to
QuantLib 1.24
2021-10-25 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Date, Version): Roll minor version and date
* README.md: Small edits
2021-10-24 Dirk Eddelbuettel <edd@debian.org>
* inst/include/RcppQuantuccia_types.h (setCalendar): Calendar
construction supports all calendars from upstream QuantLib 0.2.4
* R/calendars.R: Added data vector with all calendar identifiers
* man/calendars.Rd: Documentation
* inst/include/RcppQuantuccia_types.h: Added name and id getters
* man/getName.Rd: Documentation
2021-10-23 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Date, Version): Release 0.0.5
* src/ql/*: Refactored to use upstream cpp and hpp files
* inst/include/ql/: Removed
2021-10-22 Dirk Eddelbuettel <edd@debian.org>
* src/dates.cpp: Added getBusinessDays() accessor
* man/getHolidays.Rd: Documentation
* README.md: Updated
2021-10-21 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Date, Version): Roll minor version and date
* README.md: Updated
* inst/include/ql/time/ecb.hpp: Added
* inst/include/ql/daycounter.hpp: Removed unused header
* inst/include/ql/daycounters/*: Idem
2021-10-20 Dirk Eddelbuettel <edd@debian.org>
* inst/include/ql/time/calendars/brazil.hpp: Added
2021-10-19 Dirk Eddelbuettel <edd@debian.org>
* inst/include/ql/time/calendars/unitedkingdom.hpp: QuantLib 1.24
* inst/include/ql/time/calendars/japan.hpp: Idem
* inst/include/ql/time/calendars/target.hpp: Idem
* inst/include/ql/time/calendars/nullcalendar.hpp: Idem
* inst/include/ql/time/utilities/*: Idem
* inst/include/ql/time/patterns/singleton.hpp: Idem
* inst/include/ql/time/patterns/error.hpp: Idem
* inst/include/ql/time/patterns/settings.hpp: Idem
2021-10-18 Dirk Eddelbuettel <edd@debian.org>
* inst/include/ql/daycounters/*: Updated from QuantLib 1.24
* inst/include/ql/daycounters/all.hpp: Comment out business252.hpp
which needs the (currently missing) Brazil calendar
* inst/include/ql/time/calendars/unitedstates.hpp: QuantLib 1.24
* inst/include/ql/time/calendars/china.hpp: Idem
* inst/include/ql/time/calendars/bespokecalendar.hpp: Idem
* inst/include/ql/time/calendars/jointcalendar.hpp: Idem
* inst/include/ql/time/calendars/canada.hpp: Idem
* inst/include/ql/time/calendars/germany.hpp: Idem
2021-10-17 Dirk Eddelbuettel <edd@debian.org>
* inst/include/ql/version.hpp: Removed unused header
* inst/include/ql/userconfig.hpp: Idem
* inst/include/ql/mathconstants.hpp: Idem
* inst/include/ql/config.sun.hpp: Idem
* inst/include/ql/config.msvc.hpp: Idem
* inst/include/ql/config.mingw.hpp: Idem
* inst/include/ql/config.ansi.hpp: Idem
* inst/include/ql/patterns/lazyobject.hpp: Idem
* inst/include/ql/patterns/curiouslyrecurring.hpp: Idem
* inst/include/ql/utilities/vectors.hpp: Idem
* inst/include/ql/utilities/steppingiterator.hpp: Idem
* inst/include/ql/utilities/disposable.hpp: Idem
* inst/include/ql/qldefines.hpp: Adjusted accordingly
* inst/include/ql/quantlib.hpp: Idem
* inst/include/ql/patterns/all.hpp: Idem
* inst/include/ql/utilities/all.hpp: Idem
2021-10-15 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Roll minor release
* inst/include/ql/quantlib.hpp: Focus on calendering
* inst/include/ql/compunding.hpp: Removed unused header
* inst/include/ql/currency.hpp: Idem
* inst/include/ql/handle.hpp: Idem
* inst/include/ql/stochasticprocess.hpp: Idem
* inst/include/ql/timegrid.hpp: Idem
* inst/include/ql/math/*: Removed unused header directory
* inst/include/ql/methods/*: Idem
* inst/include/ql/models/*: Idem
2021-10-12 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Date, Version): Release 0.0.4
* man/RcppQuantuccia-package.Rd: Update one URL to https
* README.md: Remove Travis badge following support withdrawal
* inst/include/RcppQuantuccia_types.h: No longer need to explicit
select new date types
2021-10-11 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Roll minor release
* inst/include/ql/time/calendars/unitedstates.hpp: Update US calendar
to current QuantLib calendar, add LiborImpact and FederalReserve
* inst/include/RcppQuantuccia_types.h (setCalendar): Add subcalendars
2021-05-24 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (URL, BugReports): Added fields
2021-01-11 Dirk Eddelbuettel <edd@debian.org>
* .github/workflows/ci.yaml: Add CI runner using r-ci
* README.md: Add new badge
2020-04-09 Dirk Eddelbuettel <edd@debian.org>
* README.md: Add 'last commit' badge
2019-08-24 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Roll minor release
* inst/include/RcppQuantuccia_types.h: Allow for Null calendar
2019-08-19 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Date, Version): Release 0.0.3
* README.md: Switch some http URLs to https
2019-08-18 Dirk Eddelbuettel <edd@debian.org>
* .Rbuildignore: Do not include sobolrsg.h and models/ directory
* inst/include/ql/math/randomnumbers/all.hpp: Exclude sobolrsg and
sobolbrownianbridge
* inst/include/ql/quantlib.hpp: Exclude models/all.hpp
* inst/include/ql/math/randomnumbers/rngtraits.hpp: Comment-out use
of SobolRsg
* inst/include/ql/math/functional.hpp: Updated from current QL
* inst/include/ql/math/array.hpp: Add functional.hpp and replace
deprecated older constructs suchs as bind1st, bind2nd or ptr_fun
* inst/include/ql/math/matrix.hpp: Idem
* inst/include/ql/timegrid.hpp: Idem
* inst/include/ql/math/generallinearleastsquares.hpp: Idem
* inst/include/ql/math/matrix.hpp: Comment out pragma for warnings
* inst/include/ql/math/distributions/normaldistribution.hpp: Idem
* inst/include/ql/math/optimization/levenbergmarquardt.hpp: Idem
* inst/include/ql/math/statistics/incrementalstatistics.hpp: Idem
* inst/include/ql/time/date.hpp: Idem
* inst/include/ql/time/imm.hpp: Idem
* inst/include/ql/utilities/dataparsers.hpp: Idem
* inst/include/ql/utilities/null.hpp: Idem
* src/Makevars (PKG_CPPFLAGS): Add -DBOOST_NO_AUTO_PTRE
* README.md: Add dependencies badge
2019-02-27 Dirk Eddelbuettel <edd@debian.org>
* inst/include/ql/time/calendars/unitedstates.hpp: Updated (as in QL
upstream) to include the President George HW Bush funeral
2018-09-02 Dirk Eddelbuettel <edd@debian.org>
* .travis.yml: Switch Travis CI to R 3.5 repo
2017-11-06 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Date, Version): Release 0.0.2
2017-11-05 Dirk Eddelbuettel <edd@debian.org>
* inst/include/RcppQuantuccia_types.h: Define for new Rcpp date(time)
vector, will be default with Rcpp 0.12.14
* src/dates.cpp: Simplified throughout with new date(time) vectors
* src/RcppExports.cpp: Regenerated
* R/RcppExports.R: Idem
* src/init.c: Remove as registrations generated by Rcpp
2017-08-25 Dirk Eddelbuettel <edd@debian.org>
* inst/include/ql/math/randomnumbers/sobolrsg.hpp: Aligned macro
in two places to avoid g++-6 warning message
* man/RcppQuantuccia-package.Rd: Simplified using Rd macros
2017-06-07 Dirk Eddelbuettel <edd@debian.org>
* README.md: Use alternate for img.shields.io GPL-2+ badge
2017-04-22 Dirk Eddelbuettel <edd@debian.org>
* inst/include/ql/time/calendars/china.hpp: Updated from QL
* inst/include/ql/time/calendars/jointcalendar.hpp: Added
* inst/include/ql/time/calendars/bespokecalendar.hpp: Idem
2017-04-20 Dirk Eddelbuettel <edd@debian.org>
* inst/include/ql/time/calendars/canada.hpp: Added
2017-04-19 Dirk Eddelbuettel <edd@debian.org>
* inst/include/ql/time/calendars/china.hpp: Added
* inst/include/ql/time/calendars/japan.hpp: Idem
* inst/include/ql/time/calendars/germany.hpp: Added
* inst/include/ql/time/calendars/unitedkingdom.hpp: Idem
2017-04-18 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION (Version, Date): Initial release 0.0.1
* inst/AUTHORS: Added
* inst/COPYRIGHTS: Added
* README.md: Edited to reflect CRAN upload
2017-04-17 Dirk Eddelbuettel <edd@debian.org>
* tests/calendars.R: Added a number of UnitedState::NYSE tests
2017-04-16 Dirk Eddelbuettel <edd@debian.org>
* inst/NEWS.Rd: Added
2017-04-15 Dirk Eddelbuettel <edd@debian.org>
* README.md: Added example section
* inst/include/RcppQuantuccia_as_wrap.h (QL_HIGH_RESOLUTION_DATE):
Ensure compilation done with intra-day option turned on
(as): Added conversion from Datetime
* inst/include/RcppQuantuccia_types.h (QL_HIGH_RESOLUTION_DATE):
Ensure compilation done with intra-day option turned on;
declare new converter
2017-04-14 Dirk Eddelbuettel <edd@debian.org>
* src/init.c (R_init_RcppQuantuccia): Call R_registerRoutines() and
R_useDynamicSymbols()
* NAMESPACE: Use .registration=TRUE on useDynLib
2017-04-13 Dirk Eddelbuettel <edd@debian.org>
* src/dates.cpp (businessDaysBetween): New function
(businessDaysBetween): Idem
* R/dates.R (adjust): New R front-end calling C++ function in
order to better match input arguments
(advanceUnits): Idem
* man/businessDaysBetween.Rd: New documentation
* man/getHolidays.Rd: Idem
* man/adjust.Rd: Updated documentation
* man/advanceUnits.Rd: Idem
* inst/include/RcppQuantuccia_types.h (RcppQuantuccia): Update
calendar support for specific US calendars Settlment, NYSE,
GovernmentBond and NERC
* README.md: Added
* tests/calendars.R: First set of tests added
2017-04-11 Dirk Eddelbuettel <edd@debian.org>
* R/dates.R (advanceUnits): R frontend with higher-level argument
parsing to be more user-friendly
* src/dates.cpp (advanceUnits_cpp): C++ implementation
* man/advanceUnits.Rd: Added documentation
2017-04-09 Dirk Eddelbuettel <edd@debian.org>
* src/dates.cpp (adjust): New function
* man/adjust.Rd: New file
* src/utils.cpp (getBusinessDayConvention): New helper function
* inst/include/RcppQuantuccia_as_wrap.h (qlDate2Rcpp): Idem
2017-04-06 Dirk Eddelbuettel <edd@debian.org>
* src/dates.cpp: Added more documentation
* man/getEndOfMonth.Rd: Added
* man/isEndOfMonth.Rd
* man/isWeekend.Rd
2017-04-05 Dirk Eddelbuettel <edd@debian.org>
* inst/include/RcppQuantuccia_types.h: Moved header file
* inst/include/RcppQuantuccia_as_wrap.h: Ditto
* inst/include/RcppQuantuccia_types.h: Use unique_ptr for calendar
* src/dates.cpp (isBusinessDay,isHoliday,advanceDate,setCalendar):
Added roxygen documentation
* man/advanceDate.Rd: Added
* man/isBusinessDay.Rd: Added
* man/isHoliday.Rd: Added
* man/setCalendar.Rd: Added
2017-04-04 Dirk Eddelbuettel <edd@debian.org>
* src/dates.cpp (isBusinessDay,isHoliday): Added functions
* src/src/RcppQuantuccia_types.h: Added simple container class for
global calendar instance
2017-04-02 Dirk Eddelbuettel <edd@debian.org>
* src/dates.cpp (advanceDate): Added first useful function
* src/RcppQuantuccia_as_wrap.h: Date as<> and wrap helpers
* inst/include/ql: Synchronised with Quantuccia
* .travis.yml: Adding Travis CI
2017-04-01 Dirk Eddelbuettel <edd@debian.org>
* DESCRIPTION: Initial minimal version 0.0.1