Posted by
Dirk Eddelbuettel on
Jul 25, 2013; 2:38am
URL: http://quantlib.414.s1.nabble.com/QuantLib-1-3-released-tp14464p14473.html
On 24 July 2013 at 15:50, Luigi Ballabio wrote:
| A pull request would be great.
Preferably "when it is done" and not in increments? Or in increments?
A first working package is in my 'swig-R-package' branch. See
https://github.com/eddelbuettel/quantlib/tree/swig-R-package/QuantLib-SWIG/RWe now do this:
cd QuantLib-SWIG
./autogen.sh # config/* files missing
./configure
make -C R # creates QuantLib.cpp, also
# creates QuantLib.R which we then move
R CMD INSTALL R # standard R behaviour, using standard
# R build facilities; I add about four files
A use case (from shell script) is
cat | R --no-save <<EOF # just invoke R
library(QuantLib) # load the new package we now have
demo(package="QuantLib") # list what demo files we have (old examples/)
demo("fd-option.R") # run one
print(head(priceCurve)) # inspect top of priceCurve object
EOF
There is a lot of small stuff still to be done, but the very basics work. And
if Joe has some time maybe we can do some work on the SWIG/R interface.
Dirk
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Dirk Eddelbuettel |
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http://dirk.eddelbuettel.com------------------------------------------------------------------------------
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