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ta-lib & quantlib libraries for R

Ok.. I will take a look in detail tonight.  


Jorge Nieves
Moore Capital 
Telephone 212.782.7083
Fax 212.642.7644

-----Original Message-----
From: Joseph Wang [mailto:joequant at gmail.com] 
Sent: Friday, May 28, 2010 10:01 AM
To: Jorge Nieves
Cc: quantlib-dev at lists.sourceforge.net; Dirk Eddelbuettel; Jeff Ryan; r-sig-finance at stat.math.ethz.ch; balakrishnan.ilango at thomsonreuters.com
Subject: Re: [R-SIG-Finance] ta-lib & quantlib libraries for R

The first thing is to check out Quantlib-SWIG from

https://quantlib.svn.sourceforge.net/svnroot/quantlib/trunk/QuantLib-SWIG/

and build the R bindings.  There are build instructions in the distribution and test examples.

Once you have that done it's a matter of looking at the .hpp file of the objects you want to bind.  Find a similar object in the SWIG directory and then transform the .hpp declaration adding it to the file SWIG/inflation.i

For example what I did to create the inflation collar instruments is that I cut and paste the non-inflation collar instruments and then modified the signatures to match the .hpp files.  The one thing that I might have to rework is how Seasonality is written so that it gets passed around using boost shared pointers.
On Fri, May 28, 2010 at 9:48 AM, Jorge Nieves <jorge.nieves at moorecap.com> wrote:
Message-ID: <D595C0E05185614C90515F1E8A2D4CBF060B4915@NYC-XCH3.win.moorecap.com>
In-Reply-To: <AANLkTikxZQuO84WDFbbfeALj4ZUYxd1BqNFumjwacRVi@mail.gmail.com>