[Rquantlib-devel] How to build RQuantLib on Windows

[George Wang]

Hi all,

I don't really need 64bit binary, but all my PCs have 64bit Win7. I have tried following the following instructions trying to compile RQuantLib on windows, but always failed.
http://blog.fosstrading.com/2010/12/build-rquantlib-on-32-bit-windows.html

I wonder if you have any web page or document with step by step instruction to set up the environment to build RQuantLib on Windows. I need to make some change to fixed rate bond to make price<->yield calculation match Bloomberg's result. Any help would be highly appreciated.

Thanks,
George

P.S. Following is the details of the error.

$ C:/R/R-3.0.2/bin/i386/R CMD INSTALL RQuantLib
* installing to library 'c:/R/R-3.0.2/library'
* installing *source* package 'RQuantLib' ...
files 'DESCRIPTION', 'src/Makevars.win', 'src/utils.cpp' have the wrong MD5 checksums

   **********************************************
   WARNING: this package has a configure script
         It probably needs manual configuration
   **********************************************


** libs

*** arch - i386
g++ -m32 -I"c:/R/R-3.0.2/include" -DNDEBUG    -I"c:/R/R-3.0.2/library/Rcpp/include" -I"d:/RCompile/CRANpkg/extralibs64/local/include"  -I -I../inst/include -I. -I""   -O2 -Wall  -mtune=core2 -c asian.cpp -o asian.o
asian.cpp:26:23: fatal error: rquantlib.h: No such file or directory
compilation terminated.
make: *** [asian.o] Error 1
Warning: running command 'make -f "Makevars.win" -f "c:/R/R-3.0.2/etc/i386/Makeconf" -f "c:/R/R-3.0.2/share/make/winshli
b.mk" SHLIB_LDFLAGS='$(SHLIB_CXXLDFLAGS)' SHLIB_LD='$(SHLIB_CXXLD)' SHLIB="RQuantLib.dll" OBJECTS="asian.o barrier_binary.o bermudan.o bonds.o calendars.o curves.o daycounter.o discount.o hullwhite.o implieds.o modules.o utils.o vanilla.o zero.o"' had status 2
ERROR: compilation failed for package 'RQuantLib'
* removing 'c:/R/R-3.0.2/library/RQuantLib'
* restoring previous 'c:/R/R-3.0.2/library/RQuantLib'
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