lballabio/quantlib — pull request #20 by eddelbuettel (2013-07-27 17:12:32+00:00)
Title: QL-SWIG R examples

Here is a first set of examples.

After you install the package (via 'R CMD INSTALL R/' once you have done 'make -C R' for QL-SWIG) it is a matter of running

Rscript R/demo/european-options.R
Rscript R/demo/bonds.R

from the command-line, or via demo(...) from within. Klaus' example for the Bates vol needs to run from R as it creates a chart,

I'll update the others later.