2023-11-29 Dirk Eddelbuettel * 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 * .github/workflows/ci.yaml (jobs): Update to actions/checkout@v3 2022-10-19 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.1.1 * R/init.R (.onAttach): Advertise 'qlcal' as alternative 2022-10-18 Dirk Eddelbuettel * 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 * 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 * DESCRIPTION (Version, Date): Release 0.1.0 2021-10-29 Dirk Eddelbuettel * README.md: Edits * local/changes_from_quantlib_1.24.diff: Diff file relative to QuantLib 1.24 2021-10-25 Dirk Eddelbuettel * DESCRIPTION (Date, Version): Roll minor version and date * README.md: Small edits 2021-10-24 Dirk Eddelbuettel * 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 * 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 * src/dates.cpp: Added getBusinessDays() accessor * man/getHolidays.Rd: Documentation * README.md: Updated 2021-10-21 Dirk Eddelbuettel * 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 * inst/include/ql/time/calendars/brazil.hpp: Added 2021-10-19 Dirk Eddelbuettel * 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 * 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 * 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 * 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 * 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 * 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 * DESCRIPTION (URL, BugReports): Added fields 2021-01-11 Dirk Eddelbuettel * .github/workflows/ci.yaml: Add CI runner using r-ci * README.md: Add new badge 2020-04-09 Dirk Eddelbuettel * README.md: Add 'last commit' badge 2019-08-24 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll minor release * inst/include/RcppQuantuccia_types.h: Allow for Null calendar 2019-08-19 Dirk Eddelbuettel * DESCRIPTION (Date, Version): Release 0.0.3 * README.md: Switch some http URLs to https 2019-08-18 Dirk Eddelbuettel * .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 * 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 * .travis.yml: Switch Travis CI to R 3.5 repo 2017-11-06 Dirk Eddelbuettel * DESCRIPTION (Date, Version): Release 0.0.2 2017-11-05 Dirk Eddelbuettel * 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 * 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 * README.md: Use alternate for img.shields.io GPL-2+ badge 2017-04-22 Dirk Eddelbuettel * 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 * inst/include/ql/time/calendars/canada.hpp: Added 2017-04-19 Dirk Eddelbuettel * 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 * 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 * tests/calendars.R: Added a number of UnitedState::NYSE tests 2017-04-16 Dirk Eddelbuettel * inst/NEWS.Rd: Added 2017-04-15 Dirk Eddelbuettel * 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 * src/init.c (R_init_RcppQuantuccia): Call R_registerRoutines() and R_useDynamicSymbols() * NAMESPACE: Use .registration=TRUE on useDynLib 2017-04-13 Dirk Eddelbuettel * 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 * 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 * 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 * src/dates.cpp: Added more documentation * man/getEndOfMonth.Rd: Added * man/isEndOfMonth.Rd * man/isWeekend.Rd 2017-04-05 Dirk Eddelbuettel * 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 * 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 * 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 * DESCRIPTION: Initial minimal version 0.0.1