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Commits on Apr 8, 2026

• Support time to expiry or maturity date in BarrierOption

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Commits on Mar 9, 2026

• Support time to expiry or maturity date in AmericanOption

  eddelbuettel

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• Support time to expiry or maturity date in EuropeanOption

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Commits on Mar 5, 2026

• Binary + BinaryImplied switched to using time-to-expiry or expdate

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Commits on Mar 4, 2026

• EuOptImplied switched to using either time-to-expiry or expiry date

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Commits on Mar 3, 2026

• AmOptImplied switched to using either time-to-expiry or expiry date

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Commits on Mar 1, 2026

• More careful evaluation date and daycounter for binary and barrier

  eddelbuettel

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Commits on Feb 27, 2026

• Expanded interface for EuropeanOptionImpliedVolatility

  eddelbuettel

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• Expanded interface for AmericanOptionImpliedVolatility

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Commits on Feb 4, 2026

• Updated RcppExports.cpp under current Rcpp

  eddelbuettel

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Commits on Nov 26, 2023

• Regenerate RcppExports under Rcpp 1.0.11.5

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Commits on Nov 4, 2021

• add business day list getters

  eddelbuettel

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Commits on Aug 26, 2021

• update for QuantLib 1.23 deprecations

  eddelbuettel

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Commits on Aug 22, 2018

• add and remove dates (closes #115)

  eddelbuettel

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Commits on Aug 10, 2018

• some pending updates to generated code and examples

  eddelbuettel

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Commits on Aug 3, 2017

• correct affine.cpp, update attributes generation

  eddelbuettel

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Commits on Oct 28, 2016

• updated / polished new dividend calcs for options

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  eddelbuettel

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Commits on Oct 22, 2016

• Added discrete dividend interface to EuropeanOption and AmericanOption

  hfty

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Commits on Jul 23, 2016

• post-processing PR #60

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  eddelbuettel

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Commits on May 27, 2016

• updated following Rcpp::compileAttributes() call

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Commits on Apr 20, 2016

• saving to commit but will be replaced

  tleitch

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Commits on Mar 25, 2016

• Modified bermudan option module to allow for swaptions other than 1 year option into 5 year swap. Modified documentation regarding new startDate and maturity inputs required for bermudan function c…

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Commits on Mar 18, 2016

• Modified code to allow for stripping curves in Discount Curve that havefixed rate coupon frequency other than annual, fixed day count convetions other than Thirty360, and floating frequency reset o…

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Commits on Nov 29, 2015

• new helper functions getQuantLib{Version,Capabilities}

  eddelbuettel

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Commits on Nov 28, 2015

• updated ChangeLog and NEWS, rolled Version

  eddelbuettel

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Commits on Nov 7, 2014

• Minor improvements on Schedule

  mzivi

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Commits on Nov 6, 2014

• Exposed QuantLib::Schedule to R.

  mzivi

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Commits on Oct 29, 2014

• Merge branch 'master' into FixedRateBondWithPrice

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Commits on Oct 28, 2014

• removal of remaining SEXP instances in function interfaces

  eddelbuettel

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Commits on Oct 16, 2014

• added FixedRateBond mode with definition of clean price instead of zero rates or yield.

  mzivi

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Commits on Oct 10, 2014

• modified FixedRateBond to add more flexible definition of bond, schedule and calculation parameters.

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Commits on May 21, 2014

• more interface conversions from SEXP to Rcpp types

  eddelbuettel

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Commits on Apr 6, 2014

• simplified interface for buildTermStructure

  eddelbuettel

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Commits on Apr 5, 2014

• retire a vector conversion helper from utils which we do not need

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  eddelbuettel

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• more small improvements to bonds

  eddelbuettel

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