similar to: RQuantLib -- Interfacing QuantLib from R

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/QuantLib/1.0.1/>

> 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

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?

Dear Bob In fact the current release is 3.4.3 I can think of no reason why that should matter 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

Hi Bob, I don't know what is the cause of your trouble but try this: 1. Download the zip of package. 2. And install it from local zip files. This you find on the Packages menu. 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

Jeff, I tired another mirror but that did not work. I tired the following two commands: > ap <- available.packages() > View(ap) The output of the View command showed numerous packages available but it did not show RQuantLib. Bob Sherry On 12/30/2017 8:48 AM, Jeff Newmiller wrote: > Sometimes that message appears when using a CRAN mirror that is not up-to-date or has

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

Sometimes that message appears when using a CRAN mirror that is not up-to-date or has communication problems. Might also try another mirror. -- Sent from my phone. Please excuse my brevity. On December 30, 2017 5:25:15 AM PST, Michael Dewey <lists at dewey.myzen.co.uk> wrote: >Dear Bob > >In fact the current release is 3.4.3 I can think of no reason why that >should matter

> 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/") >

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 the .gz file. Should I have? Please

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 reports some error. The first error is like below.

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 ?RQuantLib? is

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 support: * DiscountCurve for discount / forward / zero curve construction

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 support: * DiscountCurve for discount / forward / zero curve construction

Hello Group, I am trying out RQuantLib on a 64bit Win 7 machine. But running into installation errors install.packages("RQuantLib") Warning in install.packages("RQuantLib") : argument 'lib' is missing: using 'C:\Users\Tester\Documents/R/win64-library/2.11' Warning: unable to access index for repository

Hi, <This issue was previously posted in R-help, but advised to post here as a more relevant group> I was trying to install RQuantLib in my Ubuntu machine which failed with below information : *> install.packages('RQuantLib', repos='http://cran.rstudio.com/ <http://cran.rstudio.com/>', INSTALL_opts = c('--no-lock'))* *Installing package into

# Hi all, # trying to run the following example code # from 'RQuantLib' package... HullWhite <- list(term = 0.055, alpha = 0.03, sigma = 0.01, gridIntervals = 40) Price <- rep(as.double(100),24) Type <- rep(as.character("C"), 24) Date <- seq(as.Date("2006-09-15"), by = '3 months', length = 24) callSch <- data.frame(Price, Type,

R: Is there a reason why there isn't a Windows Binary version of RQuantlib on CRAN? Usually when there is no binary, I just source the source code, but this one appears to have various calls and methods and things like that so I'm hesitant to do so. I know there has been a big discussion on why Rmetrics doesn't have source for unix/linux, but that isn't on CRAN. Through

Hi, Getting rquantlib working on 16.04 was discussed just two weeks ago here: https://github.com/eddelbuettel/rquantlib/issues/119 I'll repeat my findings here for convenience. 1. git clone|lballabio/QuantLib ||./autogen.sh ./configure --prefix=$HOME/.local --enable-intraday make install| 2. git clone|eddelbuettel/rquantlib|and remove|CXX_STD=CXX11|from|src/Makevars.in||| 3. From

I am trying to replicate part of the EuropeanOptionExample using my date. I have a data.frame containing all my inputs atm.vols<-subset(data.vols,moneyness==min); #Some days have the abs(moneyness) exactly between two strike prices, #Traders will alway price an option at the higher vol when selling it, so we will too.