[Quantlib-dev] Rcpp R/C++ interface library

[Dominick S. <dsa...@De...>]

The Rcpp R/C++ interface library was uploaded to CRAN today. It
should be available at http://cran.r-project.org shortly.

Rcpp facilitates the process of using a C++ library (like QuantLib)
from the R statistical software system. It is a "bare bones" solution.
It is currently used by RQuantLib to expose a couple of QuantLib
fixed income functions.

The PDF file Rcpp.pdf (part of the package) provides details.

Dominick