[R-SIG-Finance] Barrier options

[Johnson, Cedrick W.]

 From the RQuantLib CRAN page, for Windows (README link):

http://cran.r-project.org/bin/windows/contrib/r-release/ReadMe

I have it running on XP, but I went to QuantLib's site and built the 
packages on Windows manually. As Sarbo and Olivier pointed out, 
fOptions/fExoticOptions may be your best bet if you can't build the QL 
packages on Windows. I'll try to dig thru my notes to reconstruct how I 
got the RQuantLib package working (R 2.11.1, XP).

Regards,
C