Interested in contributing? Great! We really welcome bug reports and pull requests that expand and improve the functionality of RQuantLib from all contributors.
When reporting an issue, the most important thing you can provide is a
reproducible example. Please include the smallest
possible example that illustrates the issue -- when possible, provide a
snippet of C++ code that can be run using Rcpp::sourceCpp(); if it's not
possible or feasible to provide such an example, provide clear instructions
on how to reproduce the problem. The less effort it takes to reproduce an
issue, the more likely we will be able to investigate the issue + resolve the
problem. Also see this StackOverflow answer on
creating a reproducible example.
Issues that cannot be reproduced are unlikely to receive attention, as it is often difficult, if not impossible, to ascertain whether RQuantLib is truly the culprit, or whether it is underlying calculations in QuantLib, or whether it is the Rcpp layer.
Please also supply the output of sessionInfo() when reporting an issue.
Considering submitting a pull request? It is strongly recommended that you first post an issue outlining some motivation for your pull request to ensure that some discussion around the appropriate resolution for the issue occurs first.
We would prefer it if your PR also included unit tests. Additions to the ChangeLog and NEWS are also appreciated.
Please consider directing general questions to the
rquantlib-devel
mailing list (preferred, note that only subscribers can post), or alternatively
post a question on
Stack Overflow using these two
[quantlib] [r] tags.
RQuantLib is released as a CRAN package, licensed under the GPL-2 (or later) Open Source / Free Software license -- just like R itself -- while QuantLib is released under a more permissive modified BSD license. However, aggregated works, i.e. code linking to R such as RQuantLib will always be under the same license as R (which Rcpp and RQuantLib share). Your contribution has to be under a compatible licence. And to simplify matters, we strongly prefer contributions under the same terms of the GPL (>= 2) and will in general assume this license unless explicitly stated otherwise.