Message-ID: <00cd01c7786d$725c04b0$6701a8c0@LAPTOP>
Date: 2007-04-06T17:03:05Z
From: Ryan Sheftel
Subject: 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