Synchronized with QuantLib 1.35 released today
Calendar updates for Chile, India, United States, Brazil
Synchronized with QuantLib 1.34
Calendar updates for Brazil, India, Singapore, South Africa, Thailand, United States
Minor continuous integration update
Synchronized with QuantLib 1.33
configure
now uses a new helper script to only set a
compilation standard when needed for R versions older than 4.2.0
The file RcppExports.cpp
was regenerated to avoid a string
format warning from R-devel
A small set of updates from QuantLib 1.32 have been applied
The explicit C++14 compilation standard has been replaced with an implicit one by relying on R (>= 4.2.0)
Synchronized with QuantLib 1.32
Updates, extensions and corrections to calendars from South Korea, Hong Kong, Singapore, India, Taiwan, South Africa, Denmark and Finland from QuantLib 1.31
Added support for UnitedStates/SOFR calendar
Several calendars (India, Singapore, South Africa, South Korea) updated with post-QuantLib 1.30 changes (Sebastian Schmidt in #6)
Three now-used scheduled files were removed (Dirk in #7))
A number of non-calendaring files used were synchronised with the current QuantLib repo (Dirk in #8)
Calendars routines for Australia, Denmark, New Zealand, Turkey and the US have been updated from QuantLib 1.30.
Support for 'Australia/ASX' has been added.
Added demo showing all US holidays in current year
The advanceDate{}
function can now selects a business day
convention, a time unit and an end-of-month convention
Calendars routines for Australia, China, South Africa, UK, US have been updated to current versions from QuantLib 1.29.
Correct the isBusinessDay()
functionality (Fixes #2)
Update Australia and Saudi Arabia calendars from QuantLib 1.27
Update United Kingdom calendar from QuantLib 1.28
Convert one source file to utf-8 to appease clang-15
Further minimize set of files needed for calendaring
Update China calendar from QuantLib 1.25 release
Initial release