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

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.

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