[Quantlib-dev] R-SWIG QuantLib

[Joseph W. <jo...@gn...>]

There is a implementation of QuantLib which uses SWIG to interface with R.  To 
use this you will need to checkout QuantLib-SWIG and run the latest version 
of swig against the directory marked R.

I've had reports of R swig failing on windows, but I haven't gotten enough 
debug information to track the problem down.
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Joseph Wang Ph.D. - jo...@gn...  
China Derivatives Researcher and Software Developer - QuantLib
http://en.wikiversity.org/wiki/User:Roadrunner