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ChangeLog
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2023-05-22 Sebastian Schmidt <[email protected]>
[ 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 <[email protected]>
* DESCRIPTION (Version, Date): Roll micro version and date
2023-04-20 Dirk Eddelbuettel <[email protected]>
* demo/allUScalendars.R (makeHol): Fix teeny bug
2023-04-19 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.5
* demo/allUScalendars.R: Some additional polishing
2023-04-15 Dirk Eddelbuettel <[email protected]>
* demo/allUScalendars.R: New demo showing all holidays for all US
calendars in one year
2023-04-13 Dirk Eddelbuettel <[email protected]>
* 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 <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.4
2023-01-10 Dirk Eddelbuettel <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* .github/workflows/ci.yaml (jobs): Update to actions/checkout@v3
2022-10-19 Dirk Eddelbuettel <[email protected]>
* 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 <[email protected]>
* 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 <[email protected]>
* src/dates.cpp (isHoliday): Add missing negation for isBusinessDay
2022-01-21 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.2
2022-01-19 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Roll minor version
* src/ql/time/calendars/china.cpp: Updated from QuantLib 1.25
2021-12-09 Dirk Eddelbuettel <[email protected]>
* 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 <[email protected]>
* README.md: Add badges following first CRAN upload
2021-12-07 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION (Version, Date): Release 0.0.1
2021-11-30 Dirk Eddelbuettel <[email protected]>
* README.md: Small edits
2021-11-27 Dirk Eddelbuettel <[email protected]>
* src/ql/qldefines.hpp: Updated from QuantLib
* src/ql/time/calendar.cpp: Ditto
2021-11-26 Dirk Eddelbuettel <[email protected]>
* README.md: Expanded
2021-11-22 Dirk Eddelbuettel <[email protected]>
* DESCRIPTION: Initial minimal version