[R-sig-finance] R and C++

L.Isella L.Isella at myrealbox.com
Fri Dec 2 14:58:10 CET 2005

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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