From: Jorge N. <jor...@mo...> - 2010-05-28 14:24:33
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Ok.. I will take a look in detail tonight. Jorge Nieves Moore Capital Telephone 212.782.7083 Fax 212.642.7644 -----Original Message----- From: Joseph Wang [mailto:joe...@gm...] Sent: Friday, May 28, 2010 10:01 AM To: Jorge Nieves Cc: qua...@li...; Dirk Eddelbuettel; Jeff Ryan; r-s...@st...; bal...@th... Subject: Re: [R-SIG-Finance] ta-lib & quantlib libraries for R The first thing is to check out Quantlib-SWIG from https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib-SWIG/ and build the R bindings. There are build instructions in the distribution and test examples. Once you have that done it's a matter of looking at the .hpp file of the objects you want to bind. Find a similar object in the SWIG directory and then transform the .hpp declaration adding it to the file SWIG/inflation.i For example what I did to create the inflation collar instruments is that I cut and paste the non-inflation collar instruments and then modified the signatures to match the .hpp files. The one thing that I might have to rework is how Seasonality is written so that it gets passed around using boost shared pointers. On Fri, May 28, 2010 at 9:48 AM, Jorge Nieves <jor...@mo...> wrote: > If you explain me the process, I think I can help. > > > Jorge Nieves > > > -----Original Message----- > From: Joseph Wang [mailto:joe...@gm...] > Sent: Friday, May 28, 2010 09:47 AM > To: Jorge Nieves > Cc: qua...@li...; Dirk Eddelbuettel; Jeff > Ryan; r-s...@st...; > bal...@th... > Subject: Re: [R-SIG-Finance] ta-lib & quantlib libraries for R > > I just checked in a file inflation.i into Quantlib-SWIG which provides > bindings for some of the inflation based instruments. It's very sparse. > I'll try to add the other instruments over time, but it's likely to be > slow to add (i.e. a few weeks), but if there are any volunteers that > would want to add to the file, let me know and I'll check in any > additions. > > What needs to be done is pretty mechanical (cut and paste) things. > |