RQuantLib 0.4.4 for Windows

January 05, 2018

I’m pleased to announce that the RQuantLib Windows binaries are now up to 0.4.4! The RQuantLib pre-built Windows binaries have been frozen on CRAN since 0.4.2, but now you can get version 0.4.4 binaries on Dirk’s ghrr drat repo.

Installation is as simple as:

drat::addRepo("ghrr") # maybe use 'install.packages("drat")' first 
install.packages("RQuantLib", type="binary")

I will be able to create Windows binaries for future RQuantLib versions too, now that I have a Windows QuantLib build (version 1.11) to link against.

Dirk and I plan to talk with CRAN about getting the new binaries hosted there. Regardless, they will always be available via the drat repo.

If you love using my open-source work (e.g. quantmod, TTR, xts, IBrokers, microbenchmark, blotter, quantstrat, etc.), you can give back by sponsoring me on GitHub. I truly appreciate anything you’re willing and able to give!