fcl 0.1.5
- Restore CRAN R C API compliance by upgrading the
extendr Rust crates.
- Require Rust 1.71 or later and validate the Rust toolchain during
configuration.
- Build the bundled Rust dependencies offline in a single
package-install build.
fcl 0.1.4
- Fix the calling non-API entry points issue by upgrading the rust
crates.
fcl 0.1.3
- Fix the date handling issue when the date is integer type.
fcl 0.1.2
- Added rustc version reporting in the installation log as per CRAN
policy.
fcl 0.1.1
- Fix the calling non-API entry points issue.
fcl 0.1.0
- Added a
NEWS.md file to track changes to the
package.
bond_result() supports vector inputs.
bond_result() tries to return NA for
unexpected input or when calculating IRR fails.
- Implement
bond_cf(), which returns forecast bond cash
flows.
- Implement
rtn() which allows for fast TWRR or Modified
Return.
- Better handle a zero denominator in return calculations.
- Dietz return now uses the same day count handling as TWRR, which is
assuming positive cash flow occurs at the BOP of the day while negative
cash flow occurs at the EOP.
- Use
fixed_bond() to create bond objects with
$cf() and $ytm_dur() methods.