[Quantlib-dev] Possible sub-project for calendaring ?

[Dirk E. <ed...@de...>]

So a few years ago Peter had this nice idea and trial balloon of Quantuccia.
I jumped on it as the 20 years (!!!) with RQuantLib have clearly shown that
expecting systems to have the QuantLib library installed is (still) a hurdle.
Quantuccia overcame that by being header-only and depending only on
header-only Boost. Very nice indeed. So I built RcppQuantuccia around it.

But copies are of course extra effort to maintain, especially when you have
to do a slight modification in each file (in essence: concat hpp and cpp into
one hpp, prefix each function with inline; a tool _could_ do this). So my
RcppQuantuccia got stale as Quantuccia got stale.

The recent QuantLib 1.24 updates, new (US) calendaring, and user requests for
extra calendars (that I was not yet exporting) made me take another look. And
consequently I did a few small things over a couple of days:

 - update Quantuccia to QuantLib 1.24, but also remove everything from
   Quantuccia that was not used in RcppQuantuccia
 - undo the header-only internal design for the R package and just list the
   two or three dozen files explicitly as a Make dependency
 - effectively I created a 'QuantLib Calendaring' sublibrary

This now exists, and is current to 1.24.

And I think that this has merit, possibly beyond RcppQuantuccia.  The current
master branch of github.com/eddelbuettel/rcppquantuccia contains it, take a
look.  I needed to make minimal changes to a few files I need to document, in
essence a) comment out the #pragam statements as CRAN will not let use them
and b) include the errrors.hpp header in a handful of files.

So five paragraphs in, here is my question: Would anybody else be interested
in a 'QuantLib Calender Lite' library?

One could possibly wrap Python bindings around (though I am unsure what to do
about Boost header and Python), and/or use Swig, and I think it may make
sense to turn this into a small standalone cmdline app al

    qlcal holidays --calendar UnitedStates --from 2021-10-01 --to 2021-10-31

I poked a little at GitHub and qlcal was open to I 'parked this' as an org if
we wanted to put it there.

Thoughts? Anybody else up for this?

Dirk

-- 
https://dirk.eddelbuettel.com | @eddelbuettel | ed...@de...