Re: RSwig and Quantlib

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Re: RSwig and Quantlib

Dirk Eddelbuettel
On 29 January 2006 at 20:50, Joseph Wang wrote:
| After a weekend of hacking, I've managed to convince myself that it is doable
| to integrate Quantlib with R through the R-Swig interfaces.  I've ported the

Nice one! Just this weekend, I was also wondering about the status of RSWIG
and had sent a ping to Duncan.

| files at OmegaHat to run with the latest CVS of R.  Fixed a few bugs in the
| engine and managed to (almost) the swig to generate C++ wrappers and an S
| file.  

So what exactly works and what doesn't? You get files generated, compiled,
linked? And these are callable from R?

| The main thing to get basic functionality at this point is to write some lib
| files that allow the wrapping of STL templates.  I've already written a basic
| file that identifies vectors as templates, and the next thing to do is to
| write the wrappers that do string translations.

Are you aware of Dominick's RCpp package on CRAN that eases the R / C++
interface considerably?

| So what can I do to most effectively at getting this functionality out?

I'm sure we'll find some webspace to stick interim results on.

Dirk

--
Hell, there are no rules here - we're trying to accomplish something.
                                                  -- Thomas A. Edison