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Changelog

Source: NEWS.md

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

CRAN release: 2025-04-15

  • Fix the calling non-API entry points issue by upgrading the rust crates.

fcl 0.1.3

CRAN release: 2024-11-26

  • Fix the date handling issue when the date is integer type.

fcl 0.1.2

CRAN release: 2024-08-23

  • Added rustc version reporting in the installation log as per CRAN policy.

fcl 0.1.1

CRAN release: 2024-08-23

  • Fix the calling non-API entry points issue.

fcl 0.1.0

CRAN release: 2023-10-13

  • 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.