[Rquantlib-devel] RQuantLib fixed-income discussion (Re: 1 Rquantlib-devel moderator request(s) waiting)

Michele Salvadore michele.salvadore at gmail.com
Thu Oct 9 12:12:16 CEST 2014


I submitted a pull request from my fork. Currently I have committed only a
first minor change (calendar support for bonds). I will incrementally
commits additional self-contained changes in order to monitor and discuss
each step separately. Maybe we can figure out a better way to preserve
backward compatibility.

On 8 October 2014 15:42, Dirk Eddelbuettel <edd at debian.org> wrote:

>
> On 8 October 2014 at 15:23, Michele Salvadore wrote:
> | On 8 October 2014 13:52, Dirk Eddelbuettel <edd at debian.org> wrote:
> |     On 8 October 2014 at 10:53, Michele Salvadore wrote:
> |     | I was wondering what you think of these changes. I would like to
> |     contribute
> |     | them back to the package, but I am worried about the fact the the
> need to
> |     | extend the interface has broken backward compatibility for
> FixedRateBond.
> |     I was
> |
> |     I generally like backwards compatibility.
> |
> | Me too, as long as it is possible.
>
> We are on the same page. So let's see what we can do here.
>
> | Yes, git is my versioning tool of choice, I will clean things up a bit
> and
> | provide a pull request.
>
> Perfect.
>
> And then you probably know that the GH repo is currently quite a bit ahead
> of
> the CRAN version, so by all means use my GH sources.  I think more work on
> fixed income was one of my possible goals for a 0.4.0 release -- so a pull
> request of yours may get us there.  A lot of the other interfaces are
> simpler
> now thanks to Rcpp Attributes, but the signature has not changed so we
> preserved backwards compatitibility there,
>
> Dirk
>
> --
> http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org
>
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