[R] 'RQuantLib for 2.12 version

From: Mauricio Romero <mauricio.romero_at_quantil.com.co>
Date: Tue, 29 Mar 2011 10:38:40 -0500

Dear R users,

I have been trying to use RQuantLib in the 2.12.2 R version. I downloaded the .zip file from
http://sourceforge.net/projects/quantlib/files/QuantLib/ which didn't work, so I

I downloaded the package source from

Then I run:

install.packages("RQuantLib_0.3.6.tar.gz", type="source", repos=NULL)

and get the following error:  

Installing package(s) into 'C:\Users\Mauricio\Documents/R/win-library/2.12'

(as 'lib' is unspecified)

   WARNING: this package has a configure script

         It probably needs manual configuration


cygwin warning:

  MS-DOS style path detected: C:/PROGRA~1/R/R-212~1.2/etc/i386/Makeconf

  Preferred POSIX equivalent is:

  CYGWIN environment variable option "nodosfilewarning" turns off this warning.

  Consult the user's guide for more details about POSIX paths:


g++ -I"C:/PROGRA~1/R/R-212~1.2/include"
-I"C:/Users/Mauricio/Documents/R/win-library/2.12/Rcpp/include" -I -I. -O2 -Wall -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

ERROR: compilation failed for package 'RQuantLib'

Warning messages:

  1. running command 'C:\PROGRA~1\R\R-212~1.2/bin/i386/R CMD INSTALL -l "C:\Users\Mauricio\Documents/R/win-library/2.12" "RQuantLib_0.3.6.tar.gz"' had status 1
  2. In install.packages("RQuantLib_0.3.6.tar.gz", type = "source", repos = NULL) :
  installation of package 'RQuantLib_0.3.6.tar.gz' had non-zero exit status    

Any ideas?  


Mauricio Romero

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