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README.txt
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Updated July 2013
The new build process creates sources for a standard R packages which can
be installed from this directory via
R CMD INSTALL .
Dirk Eddelbuettel
========================================================================
This is the R interface to QuantLib. The needed C++ bindings are created
by means of SWIG (Simplified Wrapper and Interface Generator) available
from <http://swig.sourceforge.net/>. SWIG version 1.3.32 is needed.
SWIG 1.3.31 generates a .R called QuantLib_wrap.R instead of
QuantLib.R. The Makefile.am and makeRData.R has commented sections
which can be used with SWIG 1.3.31
The command
make
generates the R library QuantLib.so and the wrapper script
QuantLib_wrap.R and a compiled wrapper QuantLib.RData.
Once you've compiled this you can load with
dyn.load('QuantLib.so')
load('QuantLib.RData')
cacheMetaData(1)
The last line is to work around a bug that causes S4 methods not to
get loaded correctly.
You can also load the uncompiled wrapper file
dyn.load('QuantLib_wrap.so')
source('QuantLib.R')
Please contact
Joseph Wang - [email protected]
if you have any comments or additions.