R and FinCad
This is my first post to this list, so apologies in advance if I am doing something wrong. My question is if anyone has wrapped the C++ SDK version of FinCad Developer http://www.fincad.com/ into R. I am aware that it is possible, but also that each function must be wrapped individually. I wanted to know if anyone had begun this process and we could share the code/work. I know that RMetrics and QuantLib exist and are open source, but they do not have enough of the analytics yet to be a complete solution. Thanks, Ryan