Re: [Quantlib-dev] QuantLib 1.3 released

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

On 24 July 2013 at 15:50, Luigi Ballabio wrote:
| A pull request would be great.

Preferably "when it is done" and not in increments? Or in increments?

A first working package is in my 'swig-R-package' branch. See

   https://github.com/eddelbuettel/quantlib/tree/swig-R-package/QuantLib-SWIG/R

We now do this:

   cd QuantLib-SWIG
   ./autogen.sh                    # config/* files missing
   ./configure
   make -C R		           # creates QuantLib.cpp, also
                                   # creates QuantLib.R which we then move
   R CMD INSTALL R                 # standard R behaviour, using standard
                                   # R build facilities; I add about four files 
A use case (from shell script) is

   cat | R --no-save <<EOF         # just invoke R
   library(QuantLib)               # load the new package we now have
   demo(package="QuantLib")        # list what demo files we have (old examples/)
   demo("fd-option.R")             # run one
   print(head(priceCurve))         # inspect top of priceCurve object
   EOF

There is a lot of small stuff still to be done, but the very basics work. And
if Joe has some time maybe we can do some work on the SWIG/R interface.

Dirk

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