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I need to install the R package RQuantLib on a Microsoft Windows machine. There is no binary for this package so I downloaded the tar source.

I opened it and it contains the QuantLib C++ libraries. So I need to compile the package.

I don't want to install Visual Studio and I use eclipse IDE. Can I use the compiler cygwin to compile the C code of the RQuantLib package? Will the resulting compiled code be usable by R on my windows machine?

Thank you for you help.

RockScience
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1 Answers1

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begin shameless plug

I wrote about how to build RQuantLib on Windows on my blog. I didn't try it with Cygwin, but you can do it with MinGW.

end shameless plug

Joshua Ulrich
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  • thanks Josh. You are everywhere in R :) I should read more often your blog! – RockScience Mar 09 '11 at 03:25
  • Ulrish: OK I have installed the MinGW with MSYS now. But when using the MSYS shell with the command set PATH=c:/MinGW/bin;%PATH%, I get the error: "sh: fg: %PATH%: no such job" – RockScience Mar 09 '11 at 07:03
  • @Fred: whoops, I confused Windows and *nix commands there. That's what I get for writing the instructions from memory. Try `set PATH=c:/MinGW/bin:$PATH`. – Joshua Ulrich Mar 09 '11 at 14:11