QuantLib 1.7 came out a week ago. Among the new features is an optional use of Boost Date_Time for intra-daily time. I added support for this (for all the option prices and implied volatility computation) to RQuantLib (see the GitHub repo) but before releasing to CRAN I was wondering if someone could do us the favour and update the Windows builds accordingly?
Jeroen helped with the previous issues but ran into a snag related to use of Boost Threads. That can probably be worked around by means of a proper configure call before compilation (as some threading features are also new). It would be awesome if someone could volunteer and look into this. If so, please get in touch with Jerome and myself off-list. Thanks, Dirk -- http://dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
