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tweaks to Actual365NoLeap transition
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man/BondUtilities.Rd

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@@ -44,6 +44,18 @@ matchParams(params)
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}
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\details{
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The QuantLib documentation should be consulted for details.
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Note that \code{Actual365NoLeap} is soft deprecated as of QuantLib 1.11 and hard deprecated as of
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QuantLib 1.16. For users on QuantLib 1.16 or later, use of the RQuantLib daycounter enum with a
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value of severn will result in \code{Actual365Fixed(Actual365Fixed::NoLeap)} which is functionally
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equivalent to \code{Actual365NoLeap}. Previously RQuantLib allowed users to retain
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\code{Actual365NoLeap} via defining \code{RQUANTLIB_USE_ACTUAL365NOLEAP}, but this is no longer
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required.
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Also note that \code{ActualActual} without explicit convention specification is hard deprecated
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as of QuantLib 1.23. This is only soft-deprecated in RQuantLib by explicitly passing in the same
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default convention. Previously RQuantLib allowed users to define
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\code{RQUANTLIB_USE_ACTUALACTUAL}, but this is no longer required.
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}
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\references{\url{https://www.quantlib.org/} for details on \code{QuantLib}.}
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\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the \R interface;

src/utils.cpp

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@@ -378,7 +378,7 @@ QuantLib::DayCounter getDayCounter(const double n){
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else if (n==6)
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return QuantLib::Thirty360(QuantLib::Thirty360::BondBasis); // reasonable default for back compatibility
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else if (n==7)
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#if QL_HEX_VERSION >= 0x011600f0
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#if QL_HEX_VERSION >= 0x011600f0 && !defined(RQUANTLIB_USE_ACTUAL365NOLEAP)
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return QuantLib::Actual365Fixed(QuantLib::Actual365Fixed::NoLeap);
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#else
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return QuantLib::Actual365NoLeap();

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