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

[Khanh Nguyen]

If you already had the functions implemented, I can help you
integrating them into R using RQuantLib..

-k

On Wed, May 26, 2010 at 10:02 AM, Jorge Nieves
<jorge.nieves at moorecap.com> wrote:
>
> 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
> | >
> | > Sales Manager - Investment & Advisory
> | >
> | > South Asia
> | >
> | >
> | >
> | > Thomson Reuters
> | >
> | > 4th Floor, Nicholas Piramal Tower 'B' Wing
> | >
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> | >
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> | >
> | > Mumbai - 400001, India
> | >
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> | >
> | > Mobile: +91 90046 51997
> | >
> | > Email: balakrishnan.ilango at thomsonreuters.com
> | > <mailto:balakrishnan.ilango at thomsonreuters.com>
> | >
> | > web: www.thomsonreuters.com <http://www.thomsonreuters.com/>
> | >
> | >
> | >
> | >        [[alternative HTML version deleted]]
> | >
> | > _______________________________________________
> | > R-SIG-Finance at stat.math.ethz.ch mailing list
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> | >
> |
> |
> |
> | --
> | Jeffrey Ryan
> | jeffrey.ryan at insightalgo.com
> |
> | ia: insight algorithmics
> | www.insightalgo.com
> |
> |       [[alternative HTML version deleted]]
> |
> | _______________________________________________
> | R-SIG-Finance at stat.math.ethz.ch mailing list
> | https://stat.ethz.ch/mailman/listinfo/r-sig-finance
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>
> --
>  Regards, Dirk
>
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