[R-SIG-Finance] R and FinCad

Ryan Sheftel rsheftel at gmail.com
Fri Apr 6 19:03:05 CEST 2007


This is my first post to this list, so apologies in advance if I am doing
something wrong.

My question is if anyone has wrapped the C++ SDK version of FinCad Developer
http://www.fincad.com/ into R. I am aware that it is possible, but also that
each function must be wrapped individually. I wanted to know if anyone had
begun this process and we could share the code/work. I know that RMetrics
and QuantLib exist and are open source, but they do not have enough of the
analytics yet to be a complete solution.

Thanks,
Ryan



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