[R-SIG-Finance] [Help Neeeded] QuantLib 1.7 windows build

Dirk Eddelbuettel edd at debian.org
Mon Nov 30 16:11:21 CET 2015

QuantLib 1.7 came out a week ago. Among the new features is an optional use
of Boost Date_Time for intra-daily time.  I added support for this (for all
the option prices and implied volatility computation) to RQuantLib (see the
GitHub repo) but before releasing to CRAN I was wondering if someone could do
us the favour and update the Windows builds accordingly?

Jeroen helped with the previous issues but ran into a snag related to use of
Boost Threads.  That can probably be worked around by means of a proper
configure call before compilation (as some threading features are also new).

It would be awesome if someone could volunteer and look into this. If so,
please get in touch with Jerome and myself off-list.

Thanks,  Dirk

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

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