[R-SIG-Finance] ta-lib & quantlib libraries for R

[Jorge Nieves]

On this same topic, I just took a look at the list of functions from the
quantlib library compiled within R, and I do not see the functions
related to inflation related securities. Inflation functionality is
already available in the quantlib
http://quantlib.sourcearchive.com/documentation/0.9.9/annotated.html

I am working in a project that requires the inflation functions at the
moment. I was wondering if anyone has compiled those functions outside
of the RQuantLib package.  I am not proficient how to go about compiling
those Quantlib functions to use them within R. Could someone explain how
the process works?

Thanks,

Jorge Nieves


-----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 Dirk
Eddelbuettel
Sent: Wednesday, May 26, 2010 07:36 AM
To: Jeff Ryan
Cc: r-sig-finance at stat.math.ethz.ch; Joseph Wang;
balakrishnan.ilango at thomsonreuters.com
Subject: Re: [R-SIG-Finance] ta-lib & quantlib libraries for R


On 26 May 2010 at 06:17, Jeff Ryan wrote:
| There is no ta-lib in R, but there is a great TA package called TTR:

And I'd argue that TA-lib with its fixed-width array is a poor match
anyway.
 
| http://cran.r-project.org/web/packages/TTR/index.html
| 
| And quantlib is indeed wrapped for R, or at least parts of:
| 
| http://dirk.eddelbuettel.com/code/rquantlib.html
| http://cran.r-project.org/web/packages/RQuantLib/index.html

Yup. Thanks for the links!

There is also a 'experimental' export of all of QuantLib to R using
Swig, but it isn't to the best of my knowledge all that actively
maintained (Hi, Joe!). 
It is also unwieldy as it exports all hidden and visible symbols -- last
time I tried there were more than 15,000 in the package namespave.

And if the OP couldn't find the answer to his initial questions, I
suppose he doesn't have the Google Juice (TM pending) to get that going
either.  But just in case, a somewhat recent thread is at

	http://thread.gmane.org/gmane.comp.finance.quantlib.user/6544

It would be nice if someone gave Joe a hand with this, but it requires
strong
C++ and S4 and Swig/Python skills which is not exactly common.

Dirk
 
| HTH
| Jeff
| 
| 
| 
| On Wed, May 26, 2010 at 6:12 AM,
<balakrishnan.ilango at thomsonreuters.com>wrote:
| 
| > Hi,
| >
| > I have been searching for ta-lib and quantlib libraries for R. I 
| > couldn't find it. Can you help me with the source?
| >
| >
| >
| > Thanks,
| >
| >
| > Balakrishnan Ilango
| >
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| 
| 
| --
| Jeffrey Ryan
| jeffrey.ryan at insightalgo.com
| 
| ia: insight algorithmics
| www.insightalgo.com
| 
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--
  Regards, Dirk

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