Re: [Swig-devel] Returrn SEXP with Swig

[Dirk E. <ed...@de...>]

Hi Joseph,

*Great* to hear from you.

On 14 July 2013 at 20:37, Joseph Wang wrote:
| I just checked into the repository a fix that allows for returning
| SEXP values in R.  This should make it quite nice to work mix R-SWIG
| and RCPP.

That is awesome!

Following the last R/Finance meeting, Klaus (CC'ed) and I have hashed some
plans to do something with R, QuantLib, Rcpp, ... but have not done much yet.

Hopefully over the rest of the summer/fall we get some traction. [ I am just
back from vacation and still catching up. ]  Having the Swig bindings work is
very useful too. 

| There are still a few other pending changes from you that I'm trying
| to get in related to handing of lists.

Is "you" Paolo here?

Not sure if you noticed / heard, I made some (minimal) changes to turn your
SWIG-R into a full-blown R package which makes loading and using much
easier.  I will fold that into QuantLib once Luigi is done with wrapping
release 1.3 up (at least, that was the plan -- maybe I'll branch earlier).

Working code prototype is here:

  https://r-forge.r-project.org/scm/viewvc.php/pkg/QuantLib/?root=rquantlib

For now I just called it (ie the R package) 'QuantLib' to make it distinct
from my older/smaller/manual RQuantLib.

Also, I added/expanded the european options, bonds and swaps examples. Bonds
works, but needed a manual addition of 'MCEuropeanEngine' which somehow
didn't get generated by SWIG.  For Swaps, I am a little stalled as I get
different numbers as Python. Need to revisit.

Dirk

-- 
Dirk Eddelbuettel | ed...@de... | http://dirk.eddelbuettel.com