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Commits on Jul 14, 2024

• Move qlext definition to header

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Commits on Jul 13, 2024

• Minor C++ update and refactoring via make_shared<>()

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Commits on Apr 20, 2024

• Condition use of Bond::Price for yield on QL 1.34 or later

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• Updated bond yield calls to use Bond::Price object

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Commits on Aug 26, 2021

• update for QuantLib 1.23 deprecations

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Commits on Mar 16, 2019

• part two of QuantLib::ext:shared_ptr<> conversion; editorconfig use

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Commits on Jan 1, 2018

• use rquantlib_internal.h, further deprecate rquantlib.h

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Commits on Oct 24, 2014

• initialize QuantLib::Calendar from the singleton RQLContext instance

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Commits on Apr 6, 2014

• header standardization

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Commits on Mar 23, 2014

• src/zero.cpp now uses Rcpp Attributes

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Commits on Mar 22, 2014

• use converters in hullwhite.cpp as well

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• added converters for vectors of dates; used in zero.cpp

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Commits on Dec 1, 2012

• new option 'engine' for AmericanOption to select CrankNicolson FD scheme which can compute first three greeks

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Commits on Nov 13, 2010

• switched two variable length arrays (of RelinkableHandle) to std::vector to please both g++ -pedanctic and the ISO C++ Standard

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Commits on Aug 9, 2010

• removed 'using namespace QuantLib;' in rquantlib.h

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Commits on Aug 6, 2010

• renamed rquantlib.hpp to rquantlib.h per Kurt's request to silence a warning in the pre-releases of R 2.12.0

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Commits on Jun 23, 2010

• completes the move to new Rcpp API

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Commits on Jun 20, 2010

• some minor cleanup and reindentation,

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Commits on Jun 17, 2010

• more new API conversion

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• more files converted to new API

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Commits on Apr 29, 2010

• suppress a few warnings from g++

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Commits on Mar 17, 2010

• step 1: move existing files into new pkg/RQuantLib

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