ta-lib & quantlib libraries for R

On this same topic, I just took a look at the list of functions from 
the quantlib library compiled within R, and I do not see the functions 
related to inflation related securities. Inflation functionality is 
already available in the quantlib 
http://quantlib.sourcearchive.com/documentation/0.9.9/annotated.html

I am working in a project that requires the inflation functions at the 
moment. I was wondering if anyone has compiled those functions outside 
of the RQuantLib package. ?I am not proficient how to go about 
compiling those Quantlib functions to use them within R. Could someone 
explain how the process works?

Thanks,

Jorge Nieves


-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Dirk 
Eddelbuettel
Sent: Wednesday, May 26, 2010 07:36 AM
To: Jeff Ryan
Cc: r-sig-finance at stat.math.ethz.ch; Joseph Wang; 
balakrishnan.ilango at thomsonreuters.com
Subject: Re: [R-SIG-Finance] ta-lib & quantlib libraries for R


On 26 May 2010 at 06:17, Jeff Ryan wrote:
| There is no ta-lib in R, but there is a great TA package called TTR:

And I'd argue that TA-lib with its fixed-width array is a poor match 
anyway.

| http://cran.r-project.org/web/packages/TTR/index.html
|
| And quantlib is indeed wrapped for R, or at least parts of:
|
| http://dirk.eddelbuettel.com/code/rquantlib.html
| http://cran.r-project.org/web/packages/RQuantLib/index.html

Yup. Thanks for the links!

There is also a 'experimental' export of all of QuantLib to R using 
Swig, but it isn't to the best of my knowledge all that actively 
maintained (Hi, Joe!).
It is also unwieldy as it exports all hidden and visible symbols -- 
last time I tried there were more than 15,000 in the package namespave.

And if the OP couldn't find the answer to his initial questions, I 
suppose he doesn't have the Google Juice (TM pending) to get that 
going either. ?But just in case, a somewhat recent thread is at

? ? ? ?http://thread.gmane.org/gmane.comp.finance.quantlib.user/6544

It would be nice if someone gave Joe a hand with this, but it requires 
strong
C++ and S4 and Swig/Python skills which is not exactly common.

Dirk

| HTH
| Jeff
|
|
|
| On Wed, May 26, 2010 at 6:12 AM,
<balakrishnan.ilango at thomsonreuters.com>wrote:
|
| > Hi,
| >
| > I have been searching for ta-lib and quantlib libraries for R. I 
| > couldn't find it. Can you help me with the source?
| >
| >
| >
| > Thanks,
| >
| >
| > Balakrishnan Ilango
| >
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|
| --
| Jeffrey Ryan
| jeffrey.ryan at insightalgo.com
|
| ia: insight algorithmics
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?Regards, Dirk