[R-sig-finance] Rcpp R/C++ interface library

Dominick Samperi dsamperi at DecisionSynergy.com
Fri Jan 6 00:14:02 CET 2006

The Rcpp R/C++ interface library was uploaded to CRAN today. It
should be available at http://cran.r-project.org shortly.

Rcpp facilitates the process of using a C++ library (like QuantLib)
from the R statistical software system. It is a "bare bones" solution.
It is currently used by RQuantLib to expose a couple of QuantLib
fixed income functions.

The PDF file Rcpp.pdf (part of the package) provides details.


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