{
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  "path": "/blog/2026/06/07#rquantlib_0.4.27",
  "publishedAt": "2026-06-07T15:40:51.816Z",
  "site": "http://dirk.eddelbuettel.com",
  "tags": [
    "RQuantLib",
    "CRAN",
    "Debian",
    "r2u",
    "QuantLib",
    "Rcpp",
    "CRANberries",
    "diffstat\nreport",
    "RQuantLib\npage",
    "rquantlib-devel mailing list",
    "GitHub repo",
    "Dirk\nEddelbuettel",
    "Thinking inside the box",
    "sponsor me at\nGitHub"
  ],
  "textContent": "A new minor release 0.4.27 of RQuantLib, the first in over a year, arrived on CRAN a couple of minutes ago, has just now been uploaded to Debian, and is being built for r2u as well.\n\nQuantLib is a rather comprehensice _free/open-source_ library for quantitative finance. RQuantLib connects (some parts of) it to the R environment and language, and has been part of CRAN for nearly twenty-three years (!!) as it was one of the first packages I uploaded to CRAN.\n\nThis release of RQuantLib brings an update to the interface for all equity options, vanilla and exotics as well as implied volatilities. We now support the option maturity via either an actual maturity date, or the (fractional business-day years) numeric. This uses a clever little Rcpp trick I should discuss in a separate blog post. We also re-ran `compileAttributes()` to re-create the `RcppExports.cpp` file now using a slightly improved way of calling `Rf_error` for an ongoing Rcpp transition, and did some more standard maintenance. The details from the NEWS file follow as usual.\n\n> #### Changes in RQuantLib version 0.4.27 (2026-06-07)\n>\n>   * All equity option functions can now take either a (fractional) time span to expiry or a given date, and accept a daycounter setter.\n>\n>   * Two very old schedule helpers had a superfluous `try/catch` removed.\n>\n>   * The continuous integration setup received a minor update.\n>\n>   * The `RcppExports.cpp` file was updated to aid a `Rcpp` transition.\n>\n>\n\n\nCourtesy of my CRANberries, there is also a diffstat\nreport for the this release. As always, more detailed information is on the RQuantLib\npage. Questions, comments etc should go to the rquantlib-devel mailing list. Issue tickets can be filed at the GitHub repo.\n\nThis post by Dirk\nEddelbuettel originated on his Thinking inside the box blog. If you like this or other open-source work I do, you can now sponsor me at\nGitHub.",
  "title": "Dirk Eddelbuettel: RQuantLib 0.4.27 on CRAN: Small Extension",
  "updatedAt": "2026-06-07T14:44:00.000Z"
}