Rcpp R/C++ interface library
The Rcpp R/C++ interface library was uploaded to CRAN today. It should be available at http://cran.r-project.org shortly. Rcpp facilitates the process of using a C++ library (like QuantLib) from the R statistical software system. It is a "bare bones" solution. It is currently used by RQuantLib to expose a couple of QuantLib fixed income functions. The PDF file Rcpp.pdf (part of the package) provides details. Dominick