Posted by
Dirk Eddelbuettel on
URL: http://quantlib.414.s1.nabble.com/no-subject-tp3584p3587.html
On 11 February 2005 at 14:45, Dr. Marek Gajdos wrote:
| >> has quantlib any bindings to gnuplot or xmgrace ?
| >
| >
| > Marek,
| > I'm not really sure of what you mean by "bindings to gnuplot or =20
| > xmgrace." Can you elaborate?
|
| Elaborate , hmm ...
|
| for instance:
| You price an option for range of volatilities and you are interested how=20
| does it look look. You export it into file or use
| your bindings to other softs to create figure (e.g. postscript).
My RQuantLib bindings do that -- they provide an interface between QuantLib
and R. R, as an implementation of the S language that was designed 'for
programming with data' is quite handy for analysis, visualisation, ...
See
http://dirk.eddelbuettel.com/code/rquantlib.html and the links therein.
As an aside, R can create charts in pdf, eps, png, gif, jpeg, svg, opengl,
... (svg and opengl need add-on packages from CRAN).
RQuantLib could benefit tremendously from the new ObjectHandler code. I won't
have time to dig deeply into that in the foreseeable future -- but I'd love
to help anyone who would like to extend the (still rather limited) RQuantLib
bindings.
Hth, Dirk
--
Better to have an approximate answer to the right question than a precise
answer to the wrong question. -- John Tukey as quoted by John Chambers