[R-SIG-Finance] R and FinCad
Robert Sams
robert at sanctumfi.com
Tue Apr 10 15:04:21 CEST 2007
Hi Ryan,
I've considered this and have corresponded with one of fincad's
developers regarding R wrappers to the developer kit. I'll email the
correspondence to you directly as it contains allot of useful sample
code.
Do you want to do this on windows or linux? I might be interested in
working with you on this.. need to decide whether I need it enough to
warrant the cost (around 15k usd, if i remember correctly).
Regards,
Robert
-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Ryan
Sheftel
Sent: 06 April 2007 18:03
To: r-sig-finance at stat.math.ethz.ch
Subject: [R-SIG-Finance] R and FinCad
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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