[R-SIG-Finance] RQuantLib/Quantlib for R-3.0.2 (Linux) ?

Mark Knecht markknecht at gmail.com
Sat Nov 2 20:36:33 CET 2013


On Sat, Nov 2, 2013 at 12:07 PM, Dirk Eddelbuettel <edd at debian.org> wrote:
>
> Mark,
<SNIP>
> | My problem is Quantlib doesn't seem to be available through the normal
> | CRAN mirror I use. (Either USA CA 1 or USA CA 2) Do I need to look
> | somewhere else to find this?
>
> Did you consider Googling this?
>

I did.

> You seem to think that QuantLib was somehow related to CRAN; it is not.
>

Yikes! I very much did!

> On Debian or Ubuntu, you'd so 'sudo apt-get install libquantlib0-dev'.  On
> Gentoo, you may have to start from the QuantLib sources.
>
> Dirk

I could have looked at the for the rest of the weekend and I doubt
that the idea that it was code I had to compile myself would never had
entered my mind.

Thanks! It was in portage. dev-lib\quantlib is installed and now
RQuantLib installs fine.

Going one step further, I guess if I wanted to use RQuantLib in
Windows then the same issues apply and I'd have to figure out how to
run the R toolchain to make it work?

Thanks,
Mark



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