On building an integrated QuantLib/Lua platform on the world's most popular computer.

Sunday, April 4, 2010

QuantLib-Python + R-Python

Is it possible to have these three objects work seamlessly? Can I move the SWIG objects pointed to in Python to R?

Saturday, April 3, 2010

Fixed QuantLib R error

Needed to chage the Date function in QuantLib.R.

The simple function: todaysDate <- Date(15, "May", 1998)
refused to run because Date (line 2088) was buggy.

Date needed to be changed. It called functions
extends(argtypes[1], 'integer')

That integer should be changed to numeric in all three cases.