[Rquantlib-devel] RQuantLib fixed-income update

[Dirk Eddelbuettel]

Hi Michele,

Some good and bad news.

win-builder was indeed misconfigured. Uwe corrected this, we now build.

Which promptly lead to a number of errors.  Some I just managed to correct:

1) multiple as<>() and wrap() for QuantLib::Date -- probably my error, and
   accomodated by simply moving this code to src/ -- done

2) OpenMP pragma warnings -- for now avoided by adding OpenMP support to
   src/Makevars.win (but see below)

3) The long long issue -- probably our error in Rcpp, and unsure. For now
   accomodated by adding -fpermissive, which allow it to build BUT

4) ERROR in asian option now, which is code we have not touched -- so this
   /may/ be due to OpenMP.  We may be better off explicitly turning OpenMP
   off on Windows. I suspect there is a #define in QuantLib. To be done.

That's all for now.  Still HUGE progress overall, so thanks again.

BTW you can use the win-builder too, but carefully: change Maintainer: in
DESCRIPTION to your email, and you will get the result of the upload. Just
don't commit that change :)

Cheers, Dirk

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