@dvaughan32 starting to see why you made calendarrr even though RQuantLib already exists...I'm ~20 minutes into the `make` step on QuantLib with no end in sight 😩
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wait I don't need to do this, phew 😅. Still, self-contained is much better
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no, no, I do need to suffer through this. goddammit
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Literally my exact experience
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ended up being saved by r-cran-rquantlib...but that's only in one of the several places with install instructions
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Wait what is that?
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Oh on packages-ubuntu? Crazy that you have to do that. Mac users are screwed
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yep exactly. Installing the ubuntu libs quantlib directly gives ones that are too old to use with CRAN version of RQuantLib :(
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You can get recent ones from @eddelbuettel, the maintainer of RQuantLib. His PPA is at launchpad.net/~edd/+archive/…
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Replying to @lballabio @claytonyochum @dvaughan32
You can also work with RcppQuantuccia relying in the header-only Quantuccia subset of QuantLib. Still a heavy compilation (hello, templates!) but without the need for a QL library build. Code may be behind the 1.13.1 calendar code in QL though. PRs welcome.

Aug 30, 2018 · 3:56 PM UTC

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Replying to @eddelbuettel @lballabio @dvaughan32
didn't know that existed, thanks Dirk! Perhaps that'll be easier to use in a rocker/rstudio image? can't seem to use r-cran-rquantlib after a successful apt install there (root enabled), but I assume that's nothing to do with the package and is about lib paths or something
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