Re: quote.hpp problem

Posted by Dirk Eddelbuettel on
URL: http://quantlib.414.s1.nabble.com/Re-quote-hpp-problem-tp10949p10952.html

On 18 November 2005 at 20:53, Joseph Wang wrote:
| just curious but I wonder if anyone has ever tried running quantlib from
| R through the R-python or R-perl interface.

Not that I know of.

| it would look like
|
| R <----RPython----> Python <----- SWIG ----> Quantlib

You have an alternative at the 2nd leg:

R <----RPy----> Python <----- SWIG ----> Quantlib

That could work, though the diagram would probably be more "V" shaped with
Python as a controller in the middle talking to R for stats and QL for
pricing --- so it doesn't really do "R from QuantLib" or "QuantLib from R".

Dirk

--
Statistics: The (futile) attempt to offer certainty about uncertainty.
         -- Roger Koenker, 'Dictionary of Received Ideas of Statistics'