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.
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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