Re: [R] RQuantLib installation problem

Updating to latest version of R and reinstalling RQuantLib worked. Thanks > On Sep 24, 2023, at 5:29 PM, David Winsemius wrote: > > > On 9/24/23 08:23, Ivan Krylov wrote: >> On Sun, 24 Sep 2023 02:19:20 + >> Naresh Gurbuxani wrote: >> install.packages("RQuantLib", repos = "https:/

Re: [R] RQuantLib installation problem

On 9/24/23 08:23, Ivan Krylov wrote: On Sun, 24 Sep 2023 02:19:20 + Naresh Gurbuxani wrote: install.packages("RQuantLib", repos = "https://cran.r-project.org";) Installing package into ‘/usr/local/lib/R/4.1/site-library’ (as ‘lib’ is unspecified) trying URL 'https://cran.r-project.org/s

Re: [R] RQuantLib installation problem

On Sun, 24 Sep 2023 02:19:20 + Naresh Gurbuxani wrote: > > install.packages("RQuantLib", repos = "https://cran.r-project.org";) > Installing package into ‘/usr/local/lib/R/4.1/site-library’ > (as ‘lib’ is unspecified) > trying URL > 'https://cran.r-project.org/src/contrib/RQuantLib_0.4.17.ta

[R] RQuantLib installation problem

In my mac, using brew, I installed boost and quantlib packages. But installation of RQuantLib errored out because R could not find libgfortran.5.dylib My mac does have this file, but in a different location. Is there a simple fix to install RQuantLib? Thanks, Naresh ~ $ ls /usr/local/gfortran

Re: [R] RQuantLib

Based upon comments I received on the R-Help list, I ran the following commands and got the following output: > drat::addRepo("ghrr") > install.packages("RQuantLib", type="binary") Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’ (as ‘lib’ is unspecified) --- Please select

Re: [R] RQuantLib

> On Dec 30, 2017, at 9:46 AM, David Winsemius wrote: > > >> On Dec 30, 2017, at 9:44 AM, David Winsemius wrote: >> >> >>> On Dec 30, 2017, at 7:54 AM, rsherry8 wrote: >>> >>> OA, >>> >>> Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz >>> into a directory c:\r.zip

Re: [R] RQuantLib

> On Dec 30, 2017, at 9:44 AM, David Winsemius wrote: > > >> On Dec 30, 2017, at 7:54 AM, rsherry8 wrote: >> >> OA, >> >> Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz >> into a directory c:\r.zip on my Windows machine. I then ran the >> following command and I rece

Re: [R] RQuantLib

> On Dec 30, 2017, at 7:54 AM, rsherry8 wrote: > > OA, > > Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz > into a directory c:\r.zip on my Windows machine. I then ran the > following command and I received the following output: > >> install.packages("RQuantLib", lib="

Re: [R] RQuantLib

I am not a user of this package, but I think you should read [1], particularly the README and system requirements. You may need to learn about compiling from source (.tar.gz) if you cannot find a recent precompiled package file (.zip). [1] https://cran.r-project.org/web/packages/RQuantLib/index.

Re: [R] RQuantLib

Jeff, I tired another mirror but that did not work. I tired the following two commands: > ap <- available.packages() > View(ap) The output of the View command showed numerous packages available but it did not show RQuantLib. Bob Sherry On 12/30/2017 8:48 AM, Jeff Newmiller wrote: > Sometim

Re: [R] RQuantLib

OA, Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz into a directory c:\r.zip on my Windows machine. I then ran the following command and I received the following output: > install.packages("RQuantLib", lib="/r.zip/") Warning message: package ‘RQuantLib’ is not available

Re: [R] RQuantLib

Sometimes that message appears when using a CRAN mirror that is not up-to-date or has communication problems. Might also try another mirror. -- Sent from my phone. Please excuse my brevity. On December 30, 2017 5:25:15 AM PST, Michael Dewey wrote: >Dear Bob > >In fact the current release is 3.

Re: [R] RQuantLib

Dear Bob In fact the current release is 3.4.3 I can think of no reason why that should matter here but it might be worth trying to upgrade to it. Michael On 29/12/2017 18:31, rsherry8 wrote: Joshua, Thanks for the response. When you said at least version 3.4.0, I upgraded to 3.4.2 which I

Re: [R] RQuantLib

Hi Bob, I don't know what is the cause of your trouble but try this: 1. Download the zip of package. 2. And install it from local zip files. This you find on the Packages menu. Hope it helps OA On Fri, Dec 29, 2017 at 10:31 AM, rsherry8 wrote: > Joshua, > > Thanks for the response. When you

Re: [R] RQuantLib

Joshua, Thanks for the response. When you said at least version 3.4.0, I upgraded to 3.4.2 which I believe is the current version. Now, I attempted to install the package RQuantLib but it did not work. Here is what I got: > install.packages("RQuantLib") Installing package into ‘C:/Users/rshe

Re: [R] RQuantLib

On Thu, Dec 28, 2017 at 6:02 PM, rsherry8 wrote: > > I have recently installed R on my new computer. I also want to install the > package RQuantLib. So I run the following command and get the following > output: > >> install.packages("RQuantLib") > Installing package into ‘C:/Users/rsher/Document

[R] RQuantLib

I have recently installed R on my new computer. I also want to install the package RQuantLib. So I run the following command and get the following output: > install.packages("RQuantLib") Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.2’ (as ‘lib’ is unspecified) --- Please

[R] RQuantlib - Convertible Bond Pricing

Hi everyone, I’m working on my Master’s Degree thesis about the pricing of C.B. trying to do that with “R”. I read the paper “RQuantLib: Interfacing QuantLib from R” and now I’m matching several market price (taken from Bloomberg or Deutsche Bank database) with “R” output. Could you help me to unde

Re: [R] RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

Enrico Schumann-2 wrote > > I cannot reproduce this error. I get... > > > sessionInfo() > *R version 2.15.1* (2012-06-22) > # Thank you for testing, Enrico (Italian? ), # it seems an updating issue. # I am trying to update everything possible to the latest # version because of compatibility.

Re: [R] RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

Am 08.08.2012 09:54, schrieb Cren: # Hi all, # trying to run the following example code # from 'RQuantLib' package... HullWhite <- list(term = 0.055, alpha = 0.03, sigma = 0.01, gridIntervals = 40) Price <- rep(as.double(100),24) Type <- rep(as.character("C"), 24) Date <- se

Re: [R] RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

Cren wrote > > # trying to run the following example code > # from 'RQuantLib' package... > # Obviously, run require(RQuantLib) # before executing the example :) -- View this message in context: http://r.789695.n4.nabble.com/RQuantLib-SET-VECTOR-ELT-can-only-be-applied-to-a-list-not-a-symb

[R] RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

# Hi all, # trying to run the following example code # from 'RQuantLib' package... HullWhite <- list(term = 0.055, alpha = 0.03, sigma = 0.01, gridIntervals = 40) Price <- rep(as.double(100),24) Type <- rep(as.character("C"), 24) Date <- seq(as.Date("2006-09-15"), by = '3 months

Re: [R] 'RQuantLib for 2.12 version

Hi Mauricio, A Windows binary is now available on CRAN: http://dirk.eddelbuettel.com/blog/2011/04/04/#rquantlib_0.3.7 Best, -- Joshua Ulrich  |  FOSS Trading: www.fosstrading.com On Tue, Mar 29, 2011 at 10:38 AM, Mauricio Romero wrote: > Dear R users, > > I have been trying to use RQuantLib i

[R] 'RQuantLib for 2.12 version

Dear R users, I have been trying to use RQuantLib in the 2.12.2 R version. I downloaded the .zip file from http://sourceforge.net/projects/quantlib/files/QuantLib/ which didn't work, so I I downloaded the package source from

[R] RQuantLib Question

Hi: I am not able to find a function that would calculate bond duration, convexity and other sensitivities. If RQuantLib does not have it, please recommend some other library that I can use. Rgds, Brijesh -- This messa