The Rcpp R/C++ interface library was uploaded to CRAN today. It
should be available at
http://cran.r-project.org shortly.
Rcpp facilitates the process of using a C++ library (like QuantLib)
from the R statistical software system. It is a "bare bones" solution.
It is currently used by RQuantLib to expose a couple of QuantLib
fixed income functions.
The PDF file Rcpp.pdf (part of the package) provides details.
Dominick
Locked
