[Rcpp-devel] Integrate xts_API for C with Rcpp

[Wu Wush]

Dear Dirk,


> Exactly what type of access / use did you have in mind from C / C++?
>
>
Recently, I am developing a trading system involving xts with my friends.

To handle xts in c++, I am using `Rcpp::RObject`, xts API, and some C
functions found in the source of xts.

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.

Maybe we can extend existed Rcpp type hierarchy to do this.

How do you think?

Thanks
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