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10 changes: 8 additions & 2 deletions .github/workflows/windows.yaml
Original file line number Diff line number Diff line change
@@ -1,8 +1,9 @@
# Workflow derived from https://github.com/r-lib/actions/tree/v2/examples
# Need help debugging build failures? Start at https://github.com/r-lib/actions#where-to-find-help
on:
push:
pull_request:
#push:
#pull_request:
workflow_dispatch:

name: Windows

Expand Down Expand Up @@ -38,6 +39,11 @@ jobs:
extra-packages: any::rcmdcheck
needs: check

#- name: Setup ccache for R
# uses: eddelbuettel/github-actions/ccache-with-R@master
# with:
# key: ${{ matrix.os }}-${{ matrix.r }}

- uses: r-lib/actions/check-r-package@v2
with:
error-on: '"error"'
Expand Down
9 changes: 9 additions & 0 deletions ChangeLog
Original file line number Diff line number Diff line change
@@ -1,3 +1,12 @@
2026-07-14 Dirk Eddelbuettel <edd@debian.org>

* R/calendars.R: Updated set of calendars
* src/calendars.cpp: Idem

* tests/tinytest.R: Removed some old and now-unneeded versioning

* .github/workflows/windows.yank: Add ccache-with-R action

2026-07-10 Dirk Eddelbuettel <edd@debian.org>

* DESCRIPTION (Version, Date): Release 0.4.28
Expand Down
17 changes: 15 additions & 2 deletions R/calendars.R
Original file line number Diff line number Diff line change
@@ -1,7 +1,7 @@
## RQuantLib -- R interface to the QuantLib libraries
##
## Copyright (C) 2002 - 2021 Dirk Eddelbuettel
## Copyright (C) 2010 Dirk Eddelbuettel and Khanh Nguyen
## Copyright (C) 2002-2026 Dirk Eddelbuettel
## Copyright (C) 2010 Dirk Eddelbuettel and Khanh Nguyen
##
## This file is part of the RQuantLib library for GNU R.
## It is made available under the terms of the GNU General Public
Expand All @@ -26,8 +26,10 @@ calendars <- c("TARGET",
"UnitedStates/GovernmentBond",
"UnitedStates/NERC",
"UnitedStates/FederalReserve",
"UnitedStates/SOFR",
"Argentina",
"Australia",
"Australia/ASX",
"Austria",
"Austria/Exchange",
"Bespoke",
Expand All @@ -39,6 +41,7 @@ calendars <- c("TARGET",
"Chile",
"China",
"China/IB",
"Croatia",
"CzechRepublic",
"Denmark",
"Finland",
Expand All @@ -55,19 +58,28 @@ calendars <- c("TARGET",
"India",
"Indonesia",
"Israel",
"Israel/TASE",
"Israel/SHIR",
"Israel/Telbor",
"Italy",
"Italy/Exchange",
"Japan",
"Malta",
"Mexico",
"Montenegro",
"NewZealand",
"NewZealand/Auckland",
"NorthMacedonia",
"Norway",
"Null",
"Poland",
"Romania",
"Russia",
"SaudiArabia",
"Serbia",
"Singapore",
"Slovakia",
"Slovenia",
"SouthAfrica",
"SouthKorea",
"SouthKorea/KRX",
Expand All @@ -80,6 +92,7 @@ calendars <- c("TARGET",
"UnitedKingdom",
"UnitedKingdom/Exchange",
"UnitedKingdom/Metals",
"Uzbekistan",
"WeekendsOnly")

## isBusinessDay <- function(calendar="TARGET", dates=Sys.Date()) {
Expand Down
162 changes: 122 additions & 40 deletions src/calendars.cpp
Original file line number Diff line number Diff line change
Expand Up @@ -26,40 +26,85 @@ QuantLib::ext::shared_ptr<QuantLib::Calendar> getCalendar(const std::string &cal
if (calstr == "TARGET") { // generic calendar
pcal.reset(new QuantLib::TARGET());

} else if (calstr == "UnitedStates" ||
calstr == "UnitedStates/Settlement" ||
calstr == "UnitedStates::Settlement") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::Settlement));
} else if (calstr == "UnitedStates/LiborImpact" ||
calstr == "UnitedStates::LiborImpact") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::LiborImpact));
} else if (calstr == "UnitedStates/NYSE" ||
calstr == "UnitedStates::NYSE") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::NYSE));
} else if (calstr == "UnitedStates/GovernmentBond" ||
calstr == "UnitedStates::GovernmentBond") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::GovernmentBond));
} else if (calstr == "UnitedStates/NERC" ||
calstr == "UnitedStates::NERC") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::NERC));
} else if (calstr == "UnitedStates/FederalReserve" ||
calstr == "UnitedStates::FederalReserve") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::FederalReserve));
} else if (calstr == "UnitedStates/SOFR" ||
calstr == "UnitedStates::SOFR") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::SOFR));

} else if (calstr == "Argentina") {
pcal.reset(new QuantLib::Argentina());

} else if (calstr == "Australia") {
pcal.reset(new QuantLib::Australia());

} else if (calstr == "Austria" || calstr == "Austria/Settlement") {
pcal.reset(new QuantLib::Austria());
} else if (calstr == "Austria/Exchange") {
} else if (calstr == "Australia" ||
calstr == "Australia/Settlement" ||
calstr == "Australia::Settlement") {
pcal.reset(new QuantLib::Australia(QuantLib::Australia::Settlement));
} else if (calstr == "Australia/ASX" ||
calstr == "Australia::ASX") {
pcal.reset(new QuantLib::Australia(QuantLib::Australia::ASX));

} else if (calstr == "Austria" ||
calstr == "Austria/Settlement" ||
calstr == "Austria::Settlement") {
pcal.reset(new QuantLib::Austria(QuantLib::Austria::Settlement));
} else if (calstr == "Austria/Exchange" ||
calstr == "Austria::Exchange") {
pcal.reset(new QuantLib::Austria(QuantLib::Austria::Exchange));

} else if (calstr == "Bespoke") {
pcal.reset(new QuantLib::BespokeCalendar());

} else if (calstr == "Botswana") {
pcal.reset(new QuantLib::Botswana());
} else if (calstr == "Botswana") {
pcal.reset(new QuantLib::Botswana());

} else if (calstr == "Brazil") {
pcal.reset(new QuantLib::Brazil());

} else if (calstr == "Canada" || calstr == "Canada/Settlement") {
} else if (calstr == "Brazil" ||
calstr == "Brazil/Settlement" ||
calstr == "Brazil::Settlement") {
pcal.reset(new QuantLib::Brazil(QuantLib::Brazil::Settlement));
} else if (calstr == "Brazil/Exchange" ||
calstr == "Brazil::Exchange") {
pcal.reset(new QuantLib::Brazil(QuantLib::Brazil::Exchange));

} else if (calstr == "Canada" ||
calstr == "Canada/Settlement" ||
calstr == "Canada::Settlement") {
pcal.reset(new QuantLib::Canada(QuantLib::Canada::Settlement));
} else if (calstr == "Canada/TSX") {
} else if (calstr == "Canada/TSX" ||
calstr == "Canada::TSX") {
pcal.reset(new QuantLib::Canada(QuantLib::Canada::TSX));

#if QL_HEX_VERSION >= 0x012400f0
} else if (calstr == "Chile") {
pcal.reset(new QuantLib::Chile());
#endif

} else if (calstr == "China") {
pcal.reset(new QuantLib::China());
} else if (calstr == "China" ||
calstr == "China/SSE" ||
calstr == "China::SSE") {
pcal.reset(new QuantLib::China(QuantLib::China::SSE));
} else if (calstr == "China/IB" ||
calstr == "China::IB") {
pcal.reset(new QuantLib::China(QuantLib::China::IB));

#if QL_HEX_VERSION >= 0x014300f0
} else if (calstr == "Croatia") {
pcal.reset(new QuantLib::Croatia());
#endif

} else if (calstr == "CzechRepublic") {
pcal.reset(new QuantLib::CzechRepublic());
Expand All @@ -70,19 +115,30 @@ QuantLib::ext::shared_ptr<QuantLib::Calendar> getCalendar(const std::string &cal
} else if (calstr == "Finland") {
pcal.reset(new QuantLib::Finland());

} else if (calstr == "France" || calstr == "France/Settlement") {
} else if (calstr == "France" ||
calstr == "France/Settlement" ||
calstr == "France::Settlement") {
pcal.reset(new QuantLib::France(QuantLib::France::Settlement));
} else if (calstr == "France/Exchange") {
} else if (calstr == "France/Exchange" ||
calstr == "France::Exchange") {
pcal.reset(new QuantLib::France(QuantLib::France::Exchange));

} else if (calstr == "Germany" || calstr == "Germany/FrankfurtStockExchange") {
pcal.reset(new QuantLib::Germany(QuantLib::Germany::FrankfurtStockExchange));
} else if (calstr == "Germany/Settlement") {
} else if (calstr == "Germany" ||
calstr == "Germany/Settlement" ||
calstr == "Germany::Settlement") {
pcal.reset(new QuantLib::Germany(QuantLib::Germany::Settlement));
} else if (calstr == "Germany/Xetra") {
} else if (calstr == "Germany/FrankfurtStockExchange" ||
calstr == "Germany::FrankfurtStockExchange") {
pcal.reset(new QuantLib::Germany(QuantLib::Germany::FrankfurtStockExchange));
} else if (calstr == "Germany/Xetra" ||
calstr == "Germany::Xetra") {
pcal.reset(new QuantLib::Germany(QuantLib::Germany::Xetra));
} else if (calstr == "Germany/Eurex") {
} else if (calstr == "Germany/Eurex" ||
calstr == "Germany::Eurex") {
pcal.reset(new QuantLib::Germany(QuantLib::Germany::Eurex));
} else if (calstr == "Germany/Euwax" ||
calstr == "Germany::Euwax") {
pcal.reset(new QuantLib::Germany(QuantLib::Germany::Euwax));

} else if (calstr == "HongKong") {
pcal.reset(new QuantLib::HongKong());
Expand Down Expand Up @@ -113,19 +169,45 @@ QuantLib::ext::shared_ptr<QuantLib::Calendar> getCalendar(const std::string &cal
pcal.reset(new QuantLib::Israel(QuantLib::Israel::Telbor));
#endif

} else if (calstr == "Italy" || calstr == "Italy/Settlement") {
} else if (calstr == "Italy" ||
calstr == "Italy/Settlement" ||
calstr == "Italy::Settlement") {
pcal.reset(new QuantLib::Italy(QuantLib::Italy::Settlement));
} else if (calstr == "Italy/Exchange") {
} else if (calstr == "Italy/Exchange" ||
calstr == "Italy::Exchange") {
pcal.reset(new QuantLib::Italy(QuantLib::Italy::Exchange));

} else if (calstr == "Japan" || calstr == "Japan/Settlement") {
pcal.reset(new QuantLib::Japan());

#if QL_HEX_VERSION >= 0x014300f0
} else if (calstr == "Malta") {
pcal.reset(new QuantLib::Malta());
#endif

} else if (calstr == "Mexico") {
pcal.reset(new QuantLib::Mexico());

#if QL_HEX_VERSION >= 0x014300f0
} else if (calstr == "Montenegro") {
pcal.reset(new QuantLib::Montenegro());
#endif

#if QL_HEX_VERSION >= 0x013700f0
} else if (calstr == "NewZealand" ||
calstr == "NewZealand/Wellington") {
pcal.reset(new QuantLib::NewZealand(QuantLib::NewZealand::Wellington));
} else if (calstr == "NewZealand/Auckland") {
pcal.reset(new QuantLib::NewZealand(QuantLib::NewZealand::Auckland));
#else
} else if (calstr == "NewZealand") {
pcal.reset(new QuantLib::NewZealand());
#endif

#if QL_HEX_VERSION >= 0x014300f0
} else if (calstr == "NorthMacedonia") {
pcal.reset(new QuantLib::NorthMacedonia());
#endif

} else if (calstr == "Norway") {
pcal.reset(new QuantLib::Norway());
Expand All @@ -138,25 +220,33 @@ QuantLib::ext::shared_ptr<QuantLib::Calendar> getCalendar(const std::string &cal
} else if (calstr == "Poland") {
pcal.reset(new QuantLib::Poland());

#if QL_HEX_VERSION >= 0x011900f0
} else if (calstr == "Romania" || calstr == "Romania/Public") {
pcal.reset(new QuantLib::Romania(QuantLib::Romania::Public));
} else if (calstr == "Romania/BVB") {
pcal.reset(new QuantLib::Romania(QuantLib::Romania::BVB));
#endif

} else if (calstr == "Russia") {
pcal.reset(new QuantLib::Russia());

} else if (calstr == "SaudiArabia") {
pcal.reset(new QuantLib::SaudiArabia());

#if QL_HEX_VERSION >= 0x014300f0
} else if (calstr == "Serbia") {
pcal.reset(new QuantLib::Serbia());
#endif

} else if (calstr == "Singapore") {
pcal.reset(new QuantLib::Singapore());

} else if (calstr == "Slovakia") {
pcal.reset(new QuantLib::Slovakia());

#if QL_HEX_VERSION >= 0x014300f0
} else if (calstr == "Slovenia") {
pcal.reset(new QuantLib::Slovenia());
#endif

} else if (calstr == "SouthAfrica") {
pcal.reset(new QuantLib::SouthAfrica());

Expand Down Expand Up @@ -190,18 +280,10 @@ QuantLib::ext::shared_ptr<QuantLib::Calendar> getCalendar(const std::string &cal
} else if (calstr == "UnitedKingdom/Metals") {
pcal.reset(new QuantLib::UnitedKingdom(QuantLib::UnitedKingdom::Metals));

} else if (calstr == "UnitedStates" || calstr == "UnitedStates/Settlement") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::Settlement));
} else if (calstr == "UnitedStates/NYSE") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::NYSE));
} else if (calstr == "UnitedStates/GovernmentBond") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::GovernmentBond));
} else if (calstr == "UnitedStates/NERC") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::NERC));
} else if (calstr == "UnitedStates/LiborImpact") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::LiborImpact));
} else if (calstr == "UnitedStates/FederalReserve") {
pcal.reset(new QuantLib::UnitedStates(QuantLib::UnitedStates::FederalReserve));
#if QL_HEX_VERSION >= 0x014300f0
} else if (calstr == "Uzbekistan") {
pcal.reset(new QuantLib::Uzbekistan());
#endif

} else if (calstr == "WeekendsOnly") {
pcal.reset(new QuantLib::WeekendsOnly());
Expand Down
12 changes: 2 additions & 10 deletions tests/tinytest.R
Original file line number Diff line number Diff line change
@@ -1,15 +1,7 @@

if (requireNamespace("tinytest", quietly=TRUE) &&
utils::packageVersion("tinytest") >= "1.0.0") {

## Set a seed to make the test deterministic
set.seed(42)

## R makes us to this
Sys.setenv("R_TESTS"="")

if (requireNamespace("tinytest", quietly=TRUE)) {
## there are several more granular ways to test files in a tinytest directory,
## see its package vignette; tests can also run once the package is installed
## using the same command `test_package(pkgName)`, or by director or file
## using the same command `test_package(pkgName)`, or by directory or file
tinytest::test_package("RQuantLib", ncpu=getOption("Ncpus", 1))
}
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