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
| >
| > Sales Manager - Investment & Advisory
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| >
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|
| --
| Jeffrey Ryan
| jeffrey.ryan at insightalgo.com
|
| ia: insight algorithmics
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|
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?Regards, Dirk