Posted by
Joseph Wang-4 on
URL: http://quantlib.414.s1.nabble.com/Re-R-SIG-Finance-ta-lib-quantlib-libraries-for-R-tp13221.html
The first thing is to check out Quantlib-SWIG from
https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib-SWIG/and build the R bindings. There are build instructions in the
distribution and test examples.
Once you have that done it's a matter of looking at the .hpp file of
the objects you want to bind. Find a similar object in the SWIG
directory and then transform the .hpp declaration adding it to the
file SWIG/inflation.i
For example what I did to create the inflation collar instruments is
that I cut and paste the non-inflation collar instruments and then
modified the signatures to match the .hpp files. The one thing that I
might have to rework is how Seasonality is written so that it gets
passed around using boost shared pointers.
On Fri, May 28, 2010 at 9:48 AM, Jorge Nieves <
[hidden email]> wrote:
> If you explain me the process, I think I can help.
>
>
> Jorge Nieves
>
>
> -----Original Message-----
> From: Joseph Wang [mailto:
[hidden email]]
> Sent: Friday, May 28, 2010 09:47 AM
> To: Jorge Nieves
> Cc:
[hidden email]; Dirk Eddelbuettel; Jeff Ryan;
>
[hidden email];
[hidden email]
> Subject: Re: [R-SIG-Finance] ta-lib & quantlib libraries for R
>
> I just checked in a file inflation.i into Quantlib-SWIG which provides
> bindings for some of the inflation based instruments. It's very sparse.
> I'll try to add the other instruments over time, but it's likely to be
> slow to add (i.e. a few weeks), but if there are any volunteers that
> would want to add to the file, let me know and I'll check in any
> additions.
>
> What needs to be done is pretty mechanical (cut and paste) things.
>
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