[R-SIG-Finance] R and Windows64 :help wanted for (R)QuantLib build

Dirk Eddelbuettel edd at debian.org
Tue Aug 10 16:31:27 CEST 2010


I made two new QuantLib releases over the last few days, and thanks to Uwe,
the tireless Windows maintainer, we do have binaries for Windows 32bit. This
uses a build of QuantLib I once contributed so that Uwe can build the package
against it.   I would be interested in getting a 64bit build going, but I do
not have access to a Windows 64bit system with the toolchain.

In case anybody here

   a) has such a Windows 64bit system with the new 64bit Rtools, and
   b) would like to help in building Quantlib as a library, and
   c) can cope with the QuantLib and Boost code size

then I would be glad to help to make it happen.  

On Windows 32bit this uses a so-called project file for the (free,
opensource) Bloodshed Dev-C++ ide. I presume this would be similar for
Windows 64bit but I do not know for sure. Standard QuantLib use on Windows
has been via the microsoft compilers that are of little use with R.

Thanks, Dirk

Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com

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