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Commits on Feb 27, 2026

• Expanded interface for AmericanOptionImpliedVolatility

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Commits on Jan 20, 2022

• add startup message with versions in interactice mode

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Commits on Nov 4, 2021

• add business day list getters

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Commits on Nov 3, 2021

• add calendars vector

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Commits on Aug 22, 2018

• add and remove dates (closes #115)

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Commits on Aug 3, 2017

• rolled minor version, updated NAMESPACE

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Commits on Aug 21, 2016

• no need to test for zoo which is now imported

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Commits on Aug 4, 2016

• Update NAMESPACE, eliminate reshape2 dependence

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• package add

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Commits on Jul 23, 2016

• post-processing PR #60

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Commits on Jul 20, 2016

• release attempt version

  tleitch

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Commits on Jun 30, 2016

• sabr swaption function add

  tleitch

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Commits on May 9, 2016

• Combined affine & bermudan

  tleitch

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Commits on Apr 8, 2016

• affine swaption base build

  tleitch

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Commits on Dec 2, 2015

• detect and warn for outdated QL or missing intra-day config

  eddelbuettel

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Commits on Nov 29, 2015

• manual merge cleanup

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• manually merging

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• new helper functions getQuantLib{Version,Capabilities}

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Commits on Sep 11, 2015

• release 0.4.1

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• Changes from July

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Commits on Sep 10, 2015

• updates suggested by R-devel's R CMD check

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Commits on Nov 8, 2014

• also export advanceDate

  eddelbuettel

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Commits on Nov 6, 2014

• Exposed QuantLib::Schedule to R.

  mzivi

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Commits on Oct 30, 2014

• tighten exportPattern for functions ending in .default as suggested by Bill Dunlap

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Commits on Oct 25, 2014

• new date conversion unit tests

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Commits on Oct 14, 2014

• * Fixed examples and tests

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Commits on Feb 5, 2014

• improvements to inline.R / plugin now that Rcpp 0.11.0 is out

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Commits on May 31, 2013

• adding initial modules explorations done three days ago

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Commits on Sep 10, 2011

• add a quick function setEvaluationDate() to set the QuantLib-global date

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Commits on Aug 7, 2010

• factored plotOptionSurface() out of demo()

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• rewritten EuropeanOptionArrays with vectorisation at the C++ level

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Commits on Aug 2, 2010

• updated NAMESPACE and fixed typo in Calendars.Rd

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Commits on Jul 1, 2010

• renamed businessDay() to isBusinessDay(), kept old form for compatibility

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Commits on Jun 21, 2010

• calendar setter for RQLContext

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Commits on Mar 17, 2010

• updated as RQuantLibGUI is now spun-off

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