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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