From tbeason at mail.bradley.edu  Wed Dec  3 03:46:56 2014
From: tbeason at mail.bradley.edu (Tyler Beason)
Date: Tue, 2 Dec 2014 20:46:56 -0600
Subject: [Rquantlib-devel] convertible bond pricing engine selection
Message-ID: <CALx99PD=gEeqADDXx5zEjpEU-dWK-qjW0L-1neMsPp_Rg65zcA@mail.gmail.com>

Hello,

I have noticed that QuantLib has about 10^2 (kidding here)
BinomialConvertibleEngine processes (TF, JarrowRudd, CRR, etc), but that
the ConvertibleBond functions in RQuantLib just mention that they use
the BinomialConvertibleEngine. I am first and foremost just wondering which
underlying process is used when that is called in RQuantLib, and secondly
wondering if it is possible to make that an optional input.

Hope to contribute in the future, still just getting my feet wet at this
point.

Thanks,
Tyler

Tyler Beason
Graduate Assistant, Instructional Design & Learning Technologies (IDLT)
Ext. 2344
Bradley University Quantitative Finance (MSQF) student
Check out my quant finance blog! TBeason.com <http://tbeason.com>
Cell: (217) 273-5357
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From grandtiger at gmail.com  Wed Dec  3 13:18:24 2014
From: grandtiger at gmail.com (George Wang)
Date: Wed, 3 Dec 2014 07:18:24 -0500
Subject: [Rquantlib-devel] Build error using head revision of rquantlib
	with head revision of QuantLib and boost 1.56
In-Reply-To: <21623.36052.308494.10806@max.nulle.part>
References: <CAFOjnAJwhEQQnUY+UNa3tjvPm339BW-x5A+AbYHPUwqe4mg_mw@mail.gmail.com>
 <21623.36052.308494.10806@max.nulle.part>
Message-ID: <0E831981-C341-4CCA-95EA-3FC4C4E79DDA@gmail.com>

Hi Dirk,

Thanks for your reply! Actually, Luigi made some changes in quantlib to fix those compilation errors. I have tried boost 1.56 and 1.57 with the head revision of quantlib and rquantlib. Compilation is fine, but I haven't done much testing yet.

Regards,
George

> On Nov 27, 2014, at 3:43 PM, Dirk Eddelbuettel <edd at debian.org> wrote:
> 
> 
> George, 
> 
> Sorry, I missed this mail when you sent it.
> 
> On 2 November 2014 at 19:31, George wrote:
> | Hi all,
> | 
> | I tried to build the latest rquantlib (https://github.com/eddelbuettel/
> | rquantlib) with head revision of QuantLib (https://github.com/lballabio/
> | quantlib) and boost 1.56. The head revision of QuantLib was built successfully
> | without any error. But I got the following errors on both Ubuntu 14.04 and
> | Windows (MinGW).
> 
> I don't, and I have been building quite a bit over the last few months.
> 
> I just use the default quantlib and boost packages under Ubuntu 14.04
> (mostly) and 14.10 (some, not sure I built RQuantLib there).  
> 
> No issues for me.
> 
> Dirk
> 
> | I delete the .hpp and .cpp files show up in the errors, and rquantlib builds
> | successfully. So the problem is in the QuantLib experimental area. However, I
> | am not sure how to fix the errors. Could someone please help fix the errors or
> | point me to the right direction?
> | 
> | Specifically, the following folders were deleted and configure.ac and related
> | Makefile.am files were modified.
> | 
> | ql\experimental\catbonds
> | ql\experimental\credit
> | Examples\BasketLosses
> | Examples\LatentModel
> | 
> | Thanks,
> | George
> | 
> | RStudio package build ouputs:
> | 
> | ==> R CMD INSTALL --preclean --no-multiarch --with-keep.source rquantlib
> | 
> | * installing to library ?/home/george/R/x86_64-pc-linux-gnu-library/3.1?
> | * installing *source* package ?RQuantLib? ...
> | checking for g++... g++
> | checking whether the C++ compiler works... yes
> | checking for C++ compiler default output file name... a.out
> | checking for suffix of executables...
> | checking whether we are cross compiling... no
> | checking for suffix of object files... o
> | checking whether we are using the GNU C++ compiler... yes
> | checking whether g++ accepts -g... yes
> | checking how to run the C++ preprocessor... g++ -E
> | checking whether we are using the GNU C++ compiler... (cached) yes
> | checking whether g++ accepts -g... (cached) yes
> | checking for R... yes
> | checking for quantlib-config... yes
> | checking for Boost development files... yes
> | checking for minimal Boost version... yes
> | configure: creating ./config.status
> | config.status: creating src/Makevars
> | Completed configuration and ready to build.
> | g++ -I/usr/share/R/include -DNDEBUG   -I"/usr/lib/R/site-library/Rcpp/include" 
> | -g -O2 -fstack-protector --param=ssp-buffer-size=4 -Wformat -Werror=
> | format-security -D_FORTIFY_SOURCE=2 -g  -I/usr/local/include -fpermissive -I../
> | inst/include -I. -fopenmp -fpic  -g -O2 -fstack-protector --param=
> | ssp-buffer-size=4 -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c
> | RcppExports.cpp -o RcppExports.o
> | ** libs
> | ... ...
> | g++ -I/usr/share/R/include -DNDEBUG   -I"/usr/lib/R/site-library/Rcpp/include" 
> | -g -O2 -fstack-protector --param=ssp-buffer-size=4 -Wformat -Werror=
> | format-security -D_FORTIFY_SOURCE=2 -g  -I/usr/local/include -fpermissive -I../
> | inst/include -I. -fopenmp -fpic  -g -O2 -fstack-protector --param=
> | ssp-buffer-size=4 -Wformat -Werror=format-security -D_FORTIFY_SOURCE=2 -g  -c
> | zero.cpp -o zero.o
> | g++ -shared -L/usr/lib/R/lib -Wl,-Bsymbolic-functions -Wl,-z,relro -o
> | RQuantLib.so RcppExports.o asian.o barrier_binary.o bermudan.o bonds.o
> | calendars.o curves.o dates.o daycounter.o discount.o hullwhite.o implieds.o
> | modules.o utils.o vanilla.o zero.o -L/usr/local/lib -lQuantLib -fopenmp -L/usr/
> | lib/R/lib -lR
> | asian.o: In function `~basic_string':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:205:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::GaussianLHPLossModel, QuantLib::BilinearInterpolation>::setupModels
> | () const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:205: first defined here
> | asian.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:244:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:244: first defined here
> | asian.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:220:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:220: first defined here
> | asian.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:271:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:271: first defined here
> | 
> | ... ...
> | 
> | implieds.o: In function `~fpu_guard':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:205:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::GaussianLHPLossModel, QuantLib::BilinearInterpolation>::setupModels
> | () const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:205: first defined here
> | implieds.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:244:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:244: first defined here
> | implieds.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:220:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:220: first defined here
> | implieds.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:271:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:271: first defined here
> | modules.o: In function `~Shield':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:205:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::GaussianLHPLossModel, QuantLib::BilinearInterpolation>::setupModels
> | () const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:205: first defined here
> | modules.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:244:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:244: first defined here
> | modules.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:220:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:220: first defined here
> | modules.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:271:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:271: first defined here
> | utils.o: In function `~basic_string':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:205:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::GaussianLHPLossModel, QuantLib::BilinearInterpolation>::setupModels
> | () const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:205: first defined here
> | utils.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:220:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:220: first defined here
> | utils.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:271:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:271: first defined here
> | utils.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:244:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:244: first defined here
> | vanilla.o: In function `Rcpp::AttributeProxyPolicy<Rcpp::Vector<19,
> | Rcpp::PreserveStorage> >::AttributeProxy::set(SEXPREC*)':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:205:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::GaussianLHPLossModel, QuantLib::BilinearInterpolation>::setupModels
> | () const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:205: first defined here
> | vanilla.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:244:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:244: first defined here
> | vanilla.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:220:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:220: first defined here
> | vanilla.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:271:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:271: first defined here
> | zero.o: In function `QuantLib::DefaultLatentModel
> | <QuantLib::GaussianCopulaPolicy>::~DefaultLatentModel()':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:205:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::GaussianLHPLossModel, QuantLib::BilinearInterpolation>::setupModels
> | () const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:205: first defined here
> | zero.o: In function `QuantLib::TCopulaPolicy::density(std::vector<double,
> | std::allocator<double> > const&) const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:244:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::TCopulaPolicy> >, QuantLib::BilinearInterpolation>::setupModels()
> | const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:244: first defined here
> | zero.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:220:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::BinomialLossModel<QuantLib::ConstantLossLatentmodel
> | <QuantLib::GaussianCopulaPolicy> >,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:220: first defined here
> | zero.o: In function `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const':
> | /usr/local/include/ql/experimental/credit/basecorrelationlossmodel.hpp:271:
> | multiple definition of `QuantLib::BaseCorrelationLossModel
> | <QuantLib::InhomogeneousPoolLossModel<QuantLib::GaussianCopulaPolicy>,
> | QuantLib::BilinearInterpolation>::setupModels() const'
> | RcppExports.o:/usr/local/include/ql/experimental/credit/
> | basecorrelationlossmodel.hpp:271: first defined here
> | collect2: error: ld returned 1 exit status
> | make: *** [RQuantLib.so] Error 1
> | ERROR: compilation failed for package ?RQuantLib?
> | * removing ?/home/george/R/x86_64-pc-linux-gnu-library/3.1/RQuantLib?
> | 
> | Exited with status 1.
> | 
> | _______________________________________________
> | Rquantlib-devel mailing list
> | Rquantlib-devel at lists.r-forge.r-project.org
> | https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rquantlib-devel
> 
> -- 
> http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org

From edd at debian.org  Wed Dec  3 15:34:49 2014
From: edd at debian.org (Dirk Eddelbuettel)
Date: Wed, 3 Dec 2014 08:34:49 -0600
Subject: [Rquantlib-devel] convertible bond pricing engine selection
In-Reply-To: <CALx99PD=gEeqADDXx5zEjpEU-dWK-qjW0L-1neMsPp_Rg65zcA@mail.gmail.com>
References: <CALx99PD=gEeqADDXx5zEjpEU-dWK-qjW0L-1neMsPp_Rg65zcA@mail.gmail.com>
Message-ID: <21631.8073.619988.64881@max.nulle.part>


Hi Tyler,

On 2 December 2014 at 20:46, Tyler Beason wrote:
| Hello,
| 
| I have noticed that QuantLib has about 10^2 (kidding here)

That's a lower bound :)

| BinomialConvertibleEngine processes (TF, JarrowRudd, CRR, etc), but that the
| ConvertibleBond functions in RQuantLib just mention that they use
| the?BinomialConvertibleEngine. I am first and foremost just wondering which
| underlying process is used when that is called in RQuantLib, and secondly
| wondering if it is possible to make that an optional input.

Good point. I'd be open to generalizing this. Do you want to take a careful
stab at that?  Feel free to ask here, there are a few knowledgeable people
lurking.
 
| Hope to contribute in the future, still just getting my feet wet at this point.

Sounds good. We all started with simple things.

Dirk, who just arrived in Europe for QuantLib workshop'ing on Thu and Fri
 
| Thanks,
| Tyler
| 
| Tyler Beason
| Graduate Assistant, Instructional Design & Learning Technologies (IDLT) Ext.
| 2344
| Bradley University Quantitative Finance (MSQF) student
| Check out my quant finance blog!?TBeason.com
| Cell: (217) 273-5357
| 
| _______________________________________________
| Rquantlib-devel mailing list
| Rquantlib-devel at lists.r-forge.r-project.org
| https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rquantlib-devel

-- 
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org