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

Krishna Kumar kriskumar at earthlink.net
Fri Dec 2 22:42:40 CET 2005

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.


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
>R-sig-finance at stat.math.ethz.ch mailing list

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