Dear All, I am learning C++ for financial applications and I am toying around with the "basic" routines provided by the financial recipes site http://finance.bi.no/~bernt/gcc_prog/ It would be useful for me to be able to run some of them under R (e.g. I perform some statistic analysis on some stock data with R and I pass some variable to the C++ routine and get back a result I can use in R). I know this is possible, but I wonder whether it is simple to implement (I do not have outstanding expertise in R and I am an absolute beginner in C++). Best Regards Lorenzo Isella
R and C++
2 messages · L.Isella, Krishna Kumar
Have you looked at Dirk's RQuantlib source code that will give you a good idea on how to wrap c++ functions. And ofcourse the R-ext manual is useful. Best, Kris
L.Isella wrote:
Dear All, I am learning C++ for financial applications and I am toying around with the "basic" routines provided by the financial recipes site http://finance.bi.no/~bernt/gcc_prog/ It would be useful for me to be able to run some of them under R (e.g. I perform some statistic analysis on some stock data with R and I pass some variable to the C++ routine and get back a result I can use in R). I know this is possible, but I wonder whether it is simple to implement (I do not have outstanding expertise in R and I am an absolute beginner in C++). Best Regards Lorenzo Isella
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