I finally had a chance to upload a conference paper I wrote describing the work I did on getting R, SWIG, and QuantLib together to research Shanghai warrants. The paper was for an economics conference so it is light on technical details. The paper is at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=965317
------------------------------------------------------------------------------- Joseph Wang Ph.D. - joe at gnacademy.org China Derivatives Researcher and Software Developer - QuantLib http://en.wikiversity.org/wiki/User:Roadrunner