[R-SIG-Finance] ta-lib & quantlib libraries for R
Jorge Nieves
jorge.nieves at moorecap.com
Fri May 28 15:48:21 CEST 2010
If you explain me the process, I think I can help.
Jorge Nieves
-----Original Message-----
From: Joseph Wang [mailto:joequant at gmail.com]
Sent: Friday, May 28, 2010 09:47 AM
To: Jorge Nieves
Cc: quantlib-devel at lists.sourceforge.net; Dirk Eddelbuettel; Jeff Ryan;
r-sig-finance at stat.math.ethz.ch; balakrishnan.ilango at thomsonreuters.com
Subject: Re: [R-SIG-Finance] ta-lib & quantlib libraries for R
I just checked in a file inflation.i into Quantlib-SWIG which provides
bindings for some of the inflation based instruments. It's very sparse.
I'll try to add the other instruments over time, but it's likely to be
slow to add (i.e. a few weeks), but if there are any volunteers that
would want to add to the file, let me know and I'll check in any
additions.
What needs to be done is pretty mechanical (cut and paste) things.
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