<div dir="ltr"><div class="gmail_extra"><span style="font-family:arial,sans-serif;font-size:14.399999618530273px">Dear Dirk,</span><br style="font-family:arial,sans-serif;font-size:14.399999618530273px"><br style="font-family:arial,sans-serif;font-size:14.399999618530273px">
<div class="gmail_quote" style="font-family:arial,sans-serif;font-size:14.399999618530273px"><div class="im"><blockquote class="gmail_quote" style="margin:0px 0px 0px 0.8ex;border-left-width:1px;border-left-color:rgb(204,204,204);border-left-style:solid;padding-left:1ex">
<br>Exactly what type of access / use did you have in mind from C / C++?<br><br></blockquote><div><br></div></div><div>Recently, I am developing a trading system involving xts with my friends.<br><br>To handle xts in c++, I am using `Rcpp::RObject`, xts API, and some C functions found in the source of xts.<br>
<br>In my opinion, it might be convenient if there is a c++ class `XtsNumericMatrix` or `XtsIntegerMatrix` which can handle the special attributes such as `index` of xts objects easily.<br><br>Maybe we can extend existed Rcpp type hierarchy to do this.<br>
<br>How do you think?<br><br>Thanks</div></div></div></div>