search for: quantlib

Hi, I am trying to build a binary of Rquantlib package 0.3.5 under Window 7 64bits. I am using mingw gcc version 4.5.1 (tdm64-1) which is a experimental version of 64 bits ming gcc. (http://tdm-gcc.tdragon.net/). I have successfully compiled boost 1.45 and Quantlib 1.0.1 with this gcc. And then when I tried to compile Rquantlib 0.3.5, it rep...

Dear R users, I have been trying to use RQuantLib in the 2.12.2 R version. I downloaded the .zip file from <http://sourceforge.net/projects/quantlib/files/QuantLib/> http://sourceforge.net/projects/quantlib/files/QuantLib/ which didn't work, so I I downloaded the package source from <http://sourceforge.net/projects/quantlib/files/Qu...

I just uploaded an initial RQuantLib package to R's site in Vienna. RQuantLib is an R [ http://www.r-project.org ] package to access the powerful QuantLib [ http://quantlib.org ] libraries for quantitative finance. RQuantLib is at an early stage: I only defined two basic classes Option and ImpliedVolatility with print and summa...

I have been RTFM/doc/www, but I'm still lost. How does one tell R CMD INSTALL and R CMD check (both) that libraries are installed in non-usual places and so -I/APPS/include (or whatever) is necessary in CPPFLAGS and -L/APPS/lib (similarly) is necessary in LDFLAGS? I know I can hardwire them in pkg/src/Makevars, but this requires hand editing of that file by each installer (yuck!) rgentlem

I have been RTFM/doc/www, but I'm still lost. How does one tell R CMD INSTALL and R CMD check (both) that libraries are installed in non-usual places and so -I/APPS/include (or whatever) is necessary in CPPFLAGS and -L/APPS/lib (similarly) is necessary in LDFLAGS? I know I can hardwire them in pkg/src/Makevars, but this requires hand editing of that file by each installer (yuck!) rgentlem

> On Dec 30, 2017, at 9:44 AM, David Winsemius <dwinsemius at comcast.net> wrote: > > >> On Dec 30, 2017, at 7:54 AM, rsherry8 <rsherry8 at comcast.net> wrote: >> >> OA, >> >> Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz >> into a directory c:\r.zip on my Windows machine. I then ran the >> following command and I received the following output: >> >>> install.packages("RQuantLib", lib="/r.zip/") >> Warning message: >> package ?RQuantLib? is n...

Hi All, I am in the process of writing an R extension in c++ and am using several STL containers (e.g., vector<double>, map<int, double>, multimap<int, double>). I make sure to clear all these containers at the end of the .Call. Everything compiles and runs just fine, but I'm a bit worried since I haven't found any other packages that use STL. So, my question: is it

R people, I need to know if is possible to make data mining with R. If so, is there any manual or somewhere/one to consult about that. Thank you very much Adri?n

Joshua, Thanks for the response. When you said at least version 3.4.0, I upgraded to 3.4.2 which I believe is the current version. Now, I attempted to install the package RQuantLib but it did not work. Here is what I got: > install.packages("RQuantLib") Installing package into ?C:/Users/rsher/Documents/R/win-library/3.4? (as ?lib? is unspecified) Warning message: package ?RQuantLib? is not available (for R version 3.4.2) Please help. Thanks, Bob Sherry On 1...

OA, Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz into a directory c:\r.zip on my Windows machine. I then ran the following command and I received the following output: > install.packages("RQuantLib", lib="/r.zip/") Warning message: package ?RQuantLib? is not available (for R version 3.4.3) I did not unpack...

> On Dec 30, 2017, at 7:54 AM, rsherry8 <rsherry8 at comcast.net> wrote: > > OA, > > Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz > into a directory c:\r.zip on my Windows machine. I then ran the > following command and I received the following output: > >> install.packages("RQuantLib", lib="/r.zip/") > Warning message: > package ?RQuantLib? is not available (for R vers...

A new version of RQuantLib has been uploaded to CRAN a few days ago (and should be available at http://cran.r-project.org and all mirrors). Debian binaries are also available. Among the new features in version 0.2.0, all of which are due to excellent contributions by Dominick Samperi, are - new functions for Fixed Income su...

Hi everybody, i'm working on the next version of the CreditMetrics package. So i have the question, are there any functions or packages which have have the functionality to calculate dates with a certain day count convention like act/360 or 30/360? Intensive search in the r-help archive or in the manuals did not bring any solution. thanks everybody for some help. best regards Andreas

A new version of RQuantLib has been uploaded to CRAN a few days ago (and should be available at http://cran.r-project.org and all mirrors). Debian binaries are also available. Among the new features in version 0.2.0, all of which are due to excellent contributions by Dominick Samperi, are - new functions for Fixed Income su...

On Thu, Dec 28, 2017 at 6:02 PM, rsherry8 <rsherry8 at comcast.net> wrote: > > I have recently installed R on my new computer. I also want to install the > package RQuantLib. So I run the following command and get the following > output: > >> install.packages("RQuantLib") > Installing package into ?C:/Users/rsher/Documents/R/win-library/3.2? > (as ?lib? is unspecified) > --- Please select a CRAN mirror for use in this session --- > Wa...

...to find any of this mentioned in the NEWS file. | | That's what I added for smoothing the transition: it will be removed | from the trunk shortly. I would actually be nice to have a more robust variant for non-CRAN versions. For example I just had to do a local hack to be able to use what the QuantLib 'rc' 1.34-rc reported (when I then used to R facilities to condition code and tests on whether I was dealing with code before or after an API transition). So as a wishlist: could you envision an extension to package_version() casting that, say, removes all [a-zA-Z]+ first (if opted into) ?...

I have recently installed R on my new computer. I also want to install the package RQuantLib. So I run the following command and get the following output: > install.packages("RQuantLib") Installing package into ?C:/Users/rsher/Documents/R/win-library/3.2? (as ?lib? is unspecified) --- Please select a CRAN mirror for use in this session --- Warning message: package ?RQuantL...

...o upgrade to it. > >Michael > >On 29/12/2017 18:31, rsherry8 wrote: >> Joshua, >> >> Thanks for the response. When you said at least version 3.4.0, I >> upgraded to 3.4.2 which I believe is the current version. Now, I >> attempted to install the package RQuantLib but it did not work. Here >is >> what I got: >> >> > install.packages("RQuantLib") >> Installing package into ?C:/Users/rsher/Documents/R/win-library/3.4? >> (as ?lib? is unspecified) >> Warning message: >> package ?RQuantLib? is not avai...

...here but it might be worth trying to upgrade to it. Michael On 29/12/2017 18:31, rsherry8 wrote: > Joshua, > > Thanks for the response. When you said at least version 3.4.0, I > upgraded to 3.4.2 which I believe is the current version. Now, I > attempted to install the package RQuantLib but it did not work. Here is > what I got: > > > install.packages("RQuantLib") > Installing package into ?C:/Users/rsher/Documents/R/win-library/3.4? > (as ?lib? is unspecified) > Warning message: > package ?RQuantLib? is not available (for R version 3.4.2) >...

...Hope it helps OA On Fri, Dec 29, 2017 at 10:31 AM, rsherry8 <rsherry8 at comcast.net> wrote: > Joshua, > > Thanks for the response. When you said at least version 3.4.0, I upgraded > to 3.4.2 which I believe is the current version. Now, I attempted to > install the package RQuantLib but it did not work. Here is what I got: > > > install.packages("RQuantLib") > Installing package into ?C:/Users/rsher/Documents/R/win-library/3.4? > (as ?lib? is unspecified) > Warning message: > package ?RQuantLib? is not available (for R version 3.4.2) > > &g...