2024-04-27 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.11 2024-04-21 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version and date * src/ql/time/calendars/brazil.{cpp,hpp}: Updated from QuantLib 1.34 (rc) * src/ql/time/calendars/india.cpp: Idem * src/ql/time/calendars/singapore.{cpp,hpp}: Idem * src/ql/time/calendars/southafrica.cpp: Idem * src/ql/time/calendars/thailand.cpp: Idem * src/ql/time/calendars/unitedstates.cpp: Idem * src/ql/patterns/observable.{cpp,hpp}: Idem * src/ql/time/date.hpp: Idem 2024-02-19 Dirk Eddelbuettel * .github/workflows/ci.yaml (jobs): Update to actions/checkout@v4, add r-ci-setup actions 2024-01-24 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.10 2024-01-22 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version and date * src/ql/time/calendars/mexico.{cpp,hpp}: Updated from QuantLib 1.33 2024-01-14 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version and date * src/ql/time/calendars/brazil.{cpp,hpp}: Updated from QuantLib 1.33 (rc) * src/ql/time/calendars/chile.{cpp,hpp}: Idem * src/ql/time/calendars/china.cpp: Idem * src/ql/time/calendars/southafrica.cpp: Idem * src/ql/time/calendars/taiwan.{cpp,hpp}: Idem * src/ql/time/calendars/thailand.{cpp,hpp}: Idem * src/ql/time/calendars/unitedstates.{cpp,hpp}: Idem * src/ql/patterns/observable.{cpp,hpp}: Idem * src/ql/time/date.hpp: Idem 2023-11-29 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.9 * src/RcppExports.cpp: Regenerated with updated Rcpp to avoid an issue triggered by -Wformat-security warning under R-devel * R/RcppExports.R: Idem 2023-10-25 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version and date * tools/configure.R: New helper script to set C++ compilation standard only when needed for R versions that are older than R 4.2.0 * configure: Call the new helper script * configure.win: Idem * src/Makevars.in: Converted for use by helper * src/Makevars.win.in: Idem * cleanup: Also remove src/Makevars and src/Makevars.win * README.md: Update note on compilation standard * DESCRIPTION (Depends): Remove 'R (>= 4.2.0)' 2023-10-21 Dirk Eddelbuettel * DESCRIPTION (Version): Release 0.0.8 2023-10-20 Dirk Eddelbuettel * README.md: Add discussion of implicit C++14 use via R 4.2.0 or newer, and detail how to build for older R if needed * DESCRIPTION (Depends): Add 'R (>= 4.2.0)' * src/Makevars (CXX_STD): Commented-out * src/Makevars.win (CXX_STD): Ditto * src/calendars.cpp: Sync with QuantLib 1.32 * src/calendar/southkorea.cpp: Idem * src/patterns/observable.{c,h}pp: Idem 2023-07-20 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version and date * src/calendars.cpp: Correct typo in dispatch for 'Australia/ASX' * .gitignore: Add nested source directories 2023-07-19 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.7 * src/ql/time/calendars/*.*pp: Bulk update of cpp and hpp files from QuantLib 1.31 with fixes for rolling rules in South Korea, fixes as well as additions for Hong Kong, additions for Singapore, India and Taiwan, additions of election days in South Africa and South Korea, updates and fixes for Denmark and Finland; see the QuantLib 1.31 release announcement for the full list * src/calendars.cpp: Add support for UnitedStates/SOFR * R/calendars.R: Idem * demo/allUScalendars.R (makeHol): Add SOFR to holiday demo 2023-05-24 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.6 2023-05-23 Dirk Eddelbuettel * src/ql/errors.cpp: Added from current QuantLib * src/ql/errors.hpp: Idem * src/ql/optional.cpp: Synchronized with current QuantLib * src/ql/optional.hpp: Idem * src/ql/patterns/observable.cpp: Idem * src/ql/patterns/observable.hpp: Idem * src/ql/patterns/singleton.hpp: Idem * src/ql/settings.hpp: Idem * src/ql/time/date.cpp: Idem * src/ql/time/date.hpp: Idem * src/ql/time/period.cpp: Idem * src/ql/time/period.hpp: Idem * src/ql/utilities/dataformatters.hpp: Idem * src/ql/utilities/dataparsers.cpp: Idem * src/ql/utilities/dataparsers.hpp: Idem * src/ql/utilities/null.hpp: Idem * src/ql/utilities/observablevalue.hpp: Idem * src/Makevars: Added errors.cpp * src/Makevars.win: Idem 2023-05-22 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version and date * src/ql/time/asx.hpp: Remove unused file * src/ql/time/ecb.hpp: Idem * src/ql/time/imm.hpp: Idem 2023-05-22 Sebastian Schmidt [ Post-QuantLib 1.30 updates ] * src/ql/time/calendars/hongkong.cpp: Updated * src/ql/time/calendars/india.cpp: Idem * src/ql/time/calendars/india.hpp: Idem * src/ql/time/calendars/singapore.cpp: Idem * src/ql/time/calendars/southkorea.cpp: Idem 2023-04-23 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version and date 2023-04-20 Dirk Eddelbuettel * demo/allUScalendars.R (makeHol): Fix teeny bug 2023-04-19 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.5 * demo/allUScalendars.R: Some additional polishing 2023-04-15 Dirk Eddelbuettel * demo/allUScalendars.R: New demo showing all holidays for all US calendars in one year 2023-04-13 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version and date * src/calendars.cpp: Add support for ASX in Australia * R/calendars.R: Idem [ Several changes from QuantLib 1.30 ] * src/ql/time/calendars/australia.cpp: Add ASX calendar * src/ql/time/calendars/australia.hpp: Idem * src/ql/time/calendars/denmark.cpp: Add several missing holidays * src/ql/time/calendars/denmark.hpp: Idem * src/ql/time/calendars/newzealand.cpp: Add Matariki holiday * src/ql/time/calendars/newzealand.hpp: Idem * src/ql/time/calendars/turkey.cpp: Fix for 2019 and 2023 period * src/ql/time/calendars/turkey.hpp: Fix for 2019 and 2023 period * src/ql/time/calendars/unitedstates.cpp: Add Good Friday 2023 2023-01-11 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.4 2023-01-10 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version and date * src/ql/time/calendars/unitedkingdom.cpp: Add King Charles III Corononation Bank Holiday * src/ql/time/calendars/unitedkingdom.hpp: Updated * src/ql/time/calendars/australia.cpp: Queen Elizabeth Day of Morning * src/ql/time/calendars/australia.hpp: Idem * src/ql/time/calendars/china.cpp: Add Chinese 2023 holidays * src/ql/time/calendars/southafrica.cpp: Christmas 2022 update * src/ql/time/calendars/southafrica.hpp: Idem * src/ql/time/calendars/unitedstates.hpp: Removed one deprecated ctor 2022-12-10 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll micro version and date * src/dates.cpp (advanceDate): Generalize to wrapper to cal.advance() by supporting new arguments for time unit and end-of-month * src/utils.cpp: Two new helpers to parse unit and bdc from text * man/advanceDate.Rd: Updated documentation * src/RcppExports.cpp: Updated * R/RcppExports.R: Idem * inst/include/qlcal_RcppExports.h: Idem * inst/include/qlcal_declarations.h: Idem * tests/calendars.R: Adjusted test 2022-12-07 Dirk Eddelbuettel * src/dates.cpp (advanceDate): Add new parameter to select a business day convention (via an integer, mapper from character could be added) * man/advanceDate.Rd: Updated documentation * src/RcppExports.cpp: Updated * R/RcppExports.R: Idem * inst/include/qlcal_RcppExports.h: Idem * tests/calendars.R: Add simple tests 2022-11-10 Dirk Eddelbuettel * .github/workflows/ci.yaml (jobs): Update to actions/checkout@v3 2022-10-19 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.3 * src/ql/time/calendars/argentina.cpp: Set to utf-8 for clang++-15 * src/ql/time/calendars/unitedkingdom.cpp: Add the Queen's Funeral Bank Holiday from QuantLib 1.28 2022-07-31 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll minor version * src/ql/time/calendar.cpp: Update from QuantLib 1.27 * src/ql/time/calendar.hpp: Idem * src/ql/time/calendars/australia.cpp: Idem * src/ql/time/calendars/australia.hpp: Idem * src/ql/time/calendars/saudiarabia.cpp: Idem 2022-02-28 Dirk Eddelbuettel * src/dates.cpp (isHoliday): Add missing negation for isBusinessDay 2022-01-21 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.2 2022-01-19 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll minor version * src/ql/time/calendars/china.cpp: Updated from QuantLib 1.25 2021-12-09 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Roll minor version * src/ql/time/asx.cpp: Remove file unused by calendaring * src/ql/time/dategenerationrule.cpp: Idem * src/ql/time/dategenerationrule.hpp: Idem * src/ql/time/ecb.cpp: Idem * src/ql/time/imm.cpp: Idem * src/ql/time/schedule.cpp: Idem * src/ql/time/all.hpp: Adjusted accordingly * src/Makevars: Idem * src/Makevars.win: Idem 2021-12-08 Dirk Eddelbuettel * README.md: Add badges following first CRAN upload 2021-12-07 Dirk Eddelbuettel * DESCRIPTION (Version, Date): Release 0.0.1 2021-11-30 Dirk Eddelbuettel * README.md: Small edits 2021-11-27 Dirk Eddelbuettel * src/ql/qldefines.hpp: Updated from QuantLib * src/ql/time/calendar.cpp: Ditto 2021-11-26 Dirk Eddelbuettel * README.md: Expanded 2021-11-22 Dirk Eddelbuettel * DESCRIPTION: Initial minimal version