Re: [R] RQuantLib installation problem

[Naresh Gurbuxani]

Updating to latest version of R and reinstalling RQuantLib worked.  

Thanks

> On Sep 24, 2023, at 5:29 PM, David Winsemius  wrote:
> 
> 
> On 9/24/23 08:23, Ivan Krylov wrote:
>> On Sun, 24 Sep 2023 02:19:20 +
>> Naresh Gurbuxani  wrote:
>> 
 install.packages("RQuantLib", repos = "https://cran.r-project.org;)
>>> Installing package into ‘/usr/local/lib/R/4.1/site-library’
>>> (as ‘lib’ is unspecified)
>>> trying URL
>>> 'https://cran.r-project.org/src/contrib/RQuantLib_0.4.17.tar.gz'
> 
> 
> Ivan is undoubtedly more knowledgeable on these matters than I, but I noticed 
> that you are trying to install the current version of RQuantLib into a 
> library that appears associated with a significantly older version of R than 
> is current the current version. (And I second the advice that this is a 
> question properly addressed to the R_SIG-mac mailing list but only with a 
> much better description of version of your setup and how R was installed. You 
> might want to install RQuantLib for a time frame that matched R 4.1.x. The 
> archive is here:
> 
> https://cran.r-project.org/src/contrib/00Archive/RQuantLib/
> 
> You may also want to set the compile flags so that R can find your version of 
> gfortran. That can be done within install.packages but most experts would 
> prefer that you do it from a system terminal session with $ R CMD INSTALL. 
> You can find details at the r help page `
> 
> ?INSTALL -- David
> 
>>  
>>> dyld[29996]: Library not loaded:
>>> /usr/local/opt/gcc/lib/gcc/11/libgfortran.5.dylib
>>> Referenced from: <383F3774-06DE-3792-AA2C-C9D6B37A2D89>
>>> /usr/local/Cellar/r/4.1.2/lib/R/lib/libR.dylib
>> So you're installing source packages into a Homebrew-built R, and they
>> fail to load after being compiled?
>> 
>> If you don't get an answer here, try r-sig-...@r-project.org or
>> .
>> 

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Re: [R] RQuantLib installation problem

[David Winsemius]

On 9/24/23 08:23, Ivan Krylov wrote:

On Sun, 24 Sep 2023 02:19:20 +
Naresh Gurbuxani  wrote:


install.packages("RQuantLib", repos = "https://cran.r-project.org;)

Installing package into ‘/usr/local/lib/R/4.1/site-library’
(as ‘lib’ is unspecified)
trying URL
'https://cran.r-project.org/src/contrib/RQuantLib_0.4.17.tar.gz'



Ivan is undoubtedly more knowledgeable on these matters than I, but I 
noticed that you are trying to install the current version of RQuantLib 
into a library that appears associated with a significantly older 
version of R than is current the current version. (And I second the 
advice that this is a question properly addressed to the R_SIG-mac 
mailing list but only with a much better description of version of your 
setup and how R was installed. You might want to install RQuantLib for a 
time frame that matched R 4.1.x. The archive is here:


https://cran.r-project.org/src/contrib/00Archive/RQuantLib/

You may also want to set the compile flags so that R can find your 
version of gfortran. That can be done within install.packages but most 
experts would prefer that you do it from a system terminal session with 
$ R CMD INSTALL. You can find details at the r help page `


?INSTALL -- David

  

dyld[29996]: Library not loaded:
/usr/local/opt/gcc/lib/gcc/11/libgfortran.5.dylib
Referenced from: <383F3774-06DE-3792-AA2C-C9D6B37A2D89>
/usr/local/Cellar/r/4.1.2/lib/R/lib/libR.dylib

So you're installing source packages into a Homebrew-built R, and they
fail to load after being compiled?

If you don't get an answer here, try r-sig-...@r-project.org or
.



__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] RQuantLib installation problem

[Ivan Krylov]

On Sun, 24 Sep 2023 02:19:20 +
Naresh Gurbuxani  wrote:

> > install.packages("RQuantLib", repos = "https://cran.r-project.org;)

> Installing package into ‘/usr/local/lib/R/4.1/site-library’
> (as ‘lib’ is unspecified)
> trying URL
> 'https://cran.r-project.org/src/contrib/RQuantLib_0.4.17.tar.gz'
 
> dyld[29996]: Library not loaded:
> /usr/local/opt/gcc/lib/gcc/11/libgfortran.5.dylib
> Referenced from: <383F3774-06DE-3792-AA2C-C9D6B37A2D89>
> /usr/local/Cellar/r/4.1.2/lib/R/lib/libR.dylib

So you're installing source packages into a Homebrew-built R, and they
fail to load after being compiled?

If you don't get an answer here, try r-sig-...@r-project.org or
.

-- 
Best regards,
Ivan

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[R] RQuantLib installation problem

[Naresh Gurbuxani]

In my mac, using brew, I installed boost and quantlib packages.  But
installation of RQuantLib errored out because R could not find
libgfortran.5.dylib

My mac does have this file, but in a different location.  Is there a
simple fix to install RQuantLib?

Thanks,
Naresh

~ $ ls /usr/local/gfortran/lib/libgfortran.5.dylib 
/usr/local/gfortran/lib/libgfortran.5.dylib

> install.packages("RQuantLib", repos = "https://cran.r-project.org;)
Installing package into ‘/usr/local/lib/R/4.1/site-library’
(as ‘lib’ is unspecified)
trying URL 'https://cran.r-project.org/src/contrib/RQuantLib_0.4.17.tar.gz'
Content type 'application/x-gzip' length 193331 bytes (188 KB)
==
downloaded 188 KB

dyld[29996]: Library not loaded: 
/usr/local/opt/gcc/lib/gcc/11/libgfortran.5.dylib
  Referenced from: <383F3774-06DE-3792-AA2C-C9D6B37A2D89> 
/usr/local/Cellar/r/4.1.2/lib/R/lib/libR.dylib
  Reason: tried: '/usr/local/opt/gcc/lib/gcc/11/libgfortran.5.dylib' (no such 
file), 
'/System/Volumes/Preboot/Cryptexes/OS/usr/local/opt/gcc/lib/gcc/11/libgfortran.5.dylib'
 (no such file), '/usr/local/opt/gcc/lib/gcc/11/libgfortran.5.dylib' (no such 
file), '/usr/local/Cellar/r/4.1.2/lib/R/lib/libgfortran.5.dylib' (no such 
file), 
'/usr/local/Cellar/openjdk/17.0.2/libexec/openjdk.jdk/Contents/Home/lib/server/libgfortran.5.dylib'
 (no such file)
/usr/local/Cellar/r/4.1.2/lib/R/bin/INSTALL: line 34: 29995 Done
echo 'tools:::.install_packages()'
 29996 Abort trap: 6   | R_DEFAULT_PACKAGES= LC_COLLATE=C 
"${R_HOME}/bin/R" $myArgs --no-echo --args ${args}

The downloaded source packages are in

‘/private/var/folders/97/5377j5_d207fshvjz_pz7szwgn/T/Rtmp9gBaE0/downloaded_packages’
Warning message:
In install.packages("RQuantLib", repos = "https://cran.r-project.org;) :
  installation of package ‘RQuantLib’ had non-zero exit status
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Re: [R] RQuantLib

[rsherry8]

Based upon comments I received on the R-Help list, I ran the following 
commands and got the following output:


>  drat::addRepo("ghrr")
>  install.packages("RQuantLib", type="binary")
Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
(as ‘lib’ is unspecified)
--- Please select a CRAN mirror for use in this session ---
Warning: unable to access index for repository 
https://ghrr.github.io/drat/bin/windows/contrib/3.4:
  cannot open URL 
'https://ghrr.github.io/drat/bin/windows/contrib/3.4/PACKAGES'

also installing the dependency ‘Rcpp’

trying URL 'https://cran.uib.no/bin/windows/contrib/3.4/Rcpp_0.12.14.zip'
Content type 'application/zip' length 4358936 bytes (4.2 MB)
downloaded 4.2 MB

trying URL 'https://cran.uib.no/bin/windows/contrib/3.4/RQuantLib_0.4.2.zip'
Content type 'application/zip' length 7259503 bytes (6.9 MB)
downloaded 6.9 MB

package ‘Rcpp’ successfully unpacked and MD5 sums checked
package ‘RQuantLib’ successfully unpacked and MD5 sums checked

The downloaded binary packages are in
C:\Users\rsher\AppData\Local\Temp\Rtmp0OoZCW\downloaded_packages

This time, I used the mirror in Europe rather than a mirror in the 
United States and it worked. I am wondering if that matters. I want to 
thank everybody for their help.


Bob Sherry


On 12/30/2017 12:44 PM, David Winsemius wrote:

On Dec 30, 2017, at 7:54 AM, rsherry8  wrote:

OA,

Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz
into a directory c:\r.zip on my Windows machine. I then ran the
following command and I received the following output:


install.packages("RQuantLib", lib="/r.zip/")

Warning message:
package ‘RQuantLib’ is not available (for R version 3.4.3)

The install.packages command should include repo=NULL when installing from local 
binary package, and it also should include type="source when the package is not 
binary.

I did not unpack the .gz file. Should I have?

Please comment.
Bob Sherry

On 12/30/2017 2:24 AM, Orvalho Augusto wrote:

Hi Bob,

I don't know what is the cause of your trouble but try this:
1. Download the zip of package.

2. And install it from local zip files. This you find on the Packages
menu.

Hope it helps
OA


On Fri, Dec 29, 2017 at 10:31 AM, rsherry8 > wrote:

Joshua,

Thanks for the response. When you said at least version 3.4.0, I
upgraded to 3.4.2 which I believe is the current version. Now, I
attempted to install the package RQuantLib but it did not work.
Here is what I got:


install.packages("RQuantLib")

Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
(as ‘lib’ is unspecified)
Warning message:
package ‘RQuantLib’ is not available (for R version 3.4.2)


Please help.
Thanks,
Bob Sherry


On 12/28/2017 10:28 PM, Joshua Ulrich wrote:

On Thu, Dec 28, 2017 at 6:02 PM, rsherry8
> wrote:

I have recently installed R on my new computer. I also
want to install the
package RQuantLib. So I run the following command and get
the following
output:

  install.packages("RQuantLib")

Installing package into
‘C:/Users/rsher/Documents/R/win-library/3.2’
(as ‘lib’ is unspecified)
--- Please select a CRAN mirror for use in this session ---
Warning message:
package ‘RQuantLib’ is not available (for R version 3.2.4
Revised)

The package did not install. Am I doing something wrong.
Is the package
going to be updated for the latest version of R?

Windows binary packages are only built for the most current
(major)
version of R.  You need to upgrade to at least R-3.4.0, or you
will
have to install RQuantLib (and therefore QuantLib itself) from
source.

Thanks,
Bob

__
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and provide commented, minimal, self-contained,
reproducible code.




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and provide 

Re: [R] RQuantLib

[David Winsemius]

> On Dec 30, 2017, at 9:46 AM, David Winsemius  wrote:
> 
> 
>> On Dec 30, 2017, at 9:44 AM, David Winsemius  wrote:
>> 
>> 
>>> On Dec 30, 2017, at 7:54 AM, rsherry8  wrote:
>>> 
>>> OA,
>>> 
>>> Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz 
>>> into a directory c:\r.zip on my Windows machine. I then ran the 
>>> following command and I received the following output:
>>> 
 install.packages("RQuantLib", lib="/r.zip/")
>>> Warning message:
>>> package ‘RQuantLib’ is not available (for R version 3.4.3)
>> 
>> The install.packages command should include repo=NULL when installing from 
>> local binary package, and it also should include type="source"

Added the missing dbl-quote.

>>  when the package is not binary.
> 
> Furthermore, the system requirements in the DESCRIPTION file are:
> 
> 
> SystemRequirements:   QuantLib library (>= 1.8.0) from http://quantlib.org, 
> Boost library from http://www.boost.org

And finally (perhaps):

The binaries at CRAN for windows are still at 0.4.2 so you might consider 
install that version from source:

RQuantLib_0.4.2.tar.gz at 
https://cran.r-project.org/src/contrib/Archive/RQuantLib/RQuantLib_0.4.2.tar.gz


> 
> 
>>> 
>>> I did not unpack the .gz file. Should I have?
>>> 
>>> Please comment.
>>> Bob Sherry
>>> 
>>> On 12/30/2017 2:24 AM, Orvalho Augusto wrote:
 Hi Bob,
 
 I don't know what is the cause of your trouble but try this:
 1. Download the zip of package.
 
 2. And install it from local zip files. This you find on the Packages 
 menu.
 
 Hope it helps
 OA
 
 
 On Fri, Dec 29, 2017 at 10:31 AM, rsherry8 > wrote:
 
  Joshua,
 
  Thanks for the response. When you said at least version 3.4.0, I
  upgraded to 3.4.2 which I believe is the current version. Now, I
  attempted to install the package RQuantLib but it did not work.
  Here is what I got:
 
> install.packages("RQuantLib")
  Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
  (as ‘lib’ is unspecified)
  Warning message:
  package ‘RQuantLib’ is not available (for R version 3.4.2)
 
 
  Please help.
  Thanks,
  Bob Sherry
 
 
  On 12/28/2017 10:28 PM, Joshua Ulrich wrote:
 
  On Thu, Dec 28, 2017 at 6:02 PM, rsherry8
  > wrote:
 
  I have recently installed R on my new computer. I also
  want to install the
  package RQuantLib. So I run the following command and get
  the following
  output:
 
install.packages("RQuantLib")
 
  Installing package into
  ‘C:/Users/rsher/Documents/R/win-library/3.2’
  (as ‘lib’ is unspecified)
  --- Please select a CRAN mirror for use in this session ---
  Warning message:
  package ‘RQuantLib’ is not available (for R version 3.2.4
  Revised)
 
  The package did not install. Am I doing something wrong.
  Is the package
  going to be updated for the latest version of R?
 
  Windows binary packages are only built for the most current
  (major)
  version of R.  You need to upgrade to at least R-3.4.0, or you
  will
  have to install RQuantLib (and therefore QuantLib itself) from
  source.
 
  Thanks,
  Bob
 
  __
  R-help@r-project.org  mailing
  list -- To UNSUBSCRIBE and more, see
  https://stat.ethz.ch/mailman/listinfo/r-help
  
  PLEASE do read the posting guide
  http://www.R-project.org/posting-guide.html
  
  and provide commented, minimal, self-contained,
  reproducible code.
 
 
 
 
  __
  R-help@r-project.org  mailing list --
  To UNSUBSCRIBE and more, see
  https://stat.ethz.ch/mailman/listinfo/r-help
  
  PLEASE do read the posting guide
  http://www.R-project.org/posting-guide.html
  
  and provide commented, minimal, self-contained, reproducible code.
 
 
>>> 
>>> 
>>> [[alternative HTML version deleted]]
>>> 
>>> __
>>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do 

Re: [R] RQuantLib

[David Winsemius]

> On Dec 30, 2017, at 9:44 AM, David Winsemius  wrote:
> 
> 
>> On Dec 30, 2017, at 7:54 AM, rsherry8  wrote:
>> 
>> OA,
>> 
>> Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz 
>> into a directory c:\r.zip on my Windows machine. I then ran the 
>> following command and I received the following output:
>> 
>>> install.packages("RQuantLib", lib="/r.zip/")
>> Warning message:
>> package ‘RQuantLib’ is not available (for R version 3.4.3)
> 
> The install.packages command should include repo=NULL when installing from 
> local binary package, and it also should include type="source when the 
> package is not binary.

Furthermore, the system requirements in the DESCRIPTION file are:


SystemRequirements: QuantLib library (>= 1.8.0) from http://quantlib.org, 
Boost library from http://www.boost.org


>> 
>> I did not unpack the .gz file. Should I have?
>> 
>> Please comment.
>> Bob Sherry
>> 
>> On 12/30/2017 2:24 AM, Orvalho Augusto wrote:
>>> Hi Bob,
>>> 
>>> I don't know what is the cause of your trouble but try this:
>>> 1. Download the zip of package.
>>> 
>>> 2. And install it from local zip files. This you find on the Packages 
>>> menu.
>>> 
>>> Hope it helps
>>> OA
>>> 
>>> 
>>> On Fri, Dec 29, 2017 at 10:31 AM, rsherry8 >> > wrote:
>>> 
>>>   Joshua,
>>> 
>>>   Thanks for the response. When you said at least version 3.4.0, I
>>>   upgraded to 3.4.2 which I believe is the current version. Now, I
>>>   attempted to install the package RQuantLib but it did not work.
>>>   Here is what I got:
>>> 
 install.packages("RQuantLib")
>>>   Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
>>>   (as ‘lib’ is unspecified)
>>>   Warning message:
>>>   package ‘RQuantLib’ is not available (for R version 3.4.2)
>>> 
>>> 
>>>   Please help.
>>>   Thanks,
>>>   Bob Sherry
>>> 
>>> 
>>>   On 12/28/2017 10:28 PM, Joshua Ulrich wrote:
>>> 
>>>   On Thu, Dec 28, 2017 at 6:02 PM, rsherry8
>>>   > wrote:
>>> 
>>>   I have recently installed R on my new computer. I also
>>>   want to install the
>>>   package RQuantLib. So I run the following command and get
>>>   the following
>>>   output:
>>> 
>>> install.packages("RQuantLib")
>>> 
>>>   Installing package into
>>>   ‘C:/Users/rsher/Documents/R/win-library/3.2’
>>>   (as ‘lib’ is unspecified)
>>>   --- Please select a CRAN mirror for use in this session ---
>>>   Warning message:
>>>   package ‘RQuantLib’ is not available (for R version 3.2.4
>>>   Revised)
>>> 
>>>   The package did not install. Am I doing something wrong.
>>>   Is the package
>>>   going to be updated for the latest version of R?
>>> 
>>>   Windows binary packages are only built for the most current
>>>   (major)
>>>   version of R.  You need to upgrade to at least R-3.4.0, or you
>>>   will
>>>   have to install RQuantLib (and therefore QuantLib itself) from
>>>   source.
>>> 
>>>   Thanks,
>>>   Bob
>>> 
>>>   __
>>>   R-help@r-project.org  mailing
>>>   list -- To UNSUBSCRIBE and more, see
>>>   https://stat.ethz.ch/mailman/listinfo/r-help
>>>   
>>>   PLEASE do read the posting guide
>>>   http://www.R-project.org/posting-guide.html
>>>   
>>>   and provide commented, minimal, self-contained,
>>>   reproducible code.
>>> 
>>> 
>>> 
>>> 
>>>   __
>>>   R-help@r-project.org  mailing list --
>>>   To UNSUBSCRIBE and more, see
>>>   https://stat.ethz.ch/mailman/listinfo/r-help
>>>   
>>>   PLEASE do read the posting guide
>>>   http://www.R-project.org/posting-guide.html
>>>   
>>>   and provide commented, minimal, self-contained, reproducible code.
>>> 
>>> 
>> 
>> 
>>  [[alternative HTML version deleted]]
>> 
>> __
>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
> 
> David Winsemius
> Alameda, CA, USA
> 
> 'Any technology distinguishable from magic is insufficiently advanced.'   
> -Gehm's Corollary to Clarke's Third Law
> 
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> 

Re: [R] RQuantLib

[David Winsemius]

> On Dec 30, 2017, at 7:54 AM, rsherry8  wrote:
> 
> OA,
> 
> Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz 
> into a directory c:\r.zip on my Windows machine. I then ran the 
> following command and I received the following output:
> 
>> install.packages("RQuantLib", lib="/r.zip/")
> Warning message:
> package ‘RQuantLib’ is not available (for R version 3.4.3)

The install.packages command should include repo=NULL when installing from 
local binary package, and it also should include type="source when the package 
is not binary.
> 
> I did not unpack the .gz file. Should I have?
> 
> Please comment.
> Bob Sherry
> 
> On 12/30/2017 2:24 AM, Orvalho Augusto wrote:
>> Hi Bob,
>> 
>> I don't know what is the cause of your trouble but try this:
>> 1. Download the zip of package.
>> 
>> 2. And install it from local zip files. This you find on the Packages 
>> menu.
>> 
>> Hope it helps
>> OA
>> 
>> 
>> On Fri, Dec 29, 2017 at 10:31 AM, rsherry8 > > wrote:
>> 
>>Joshua,
>> 
>>Thanks for the response. When you said at least version 3.4.0, I
>>upgraded to 3.4.2 which I believe is the current version. Now, I
>>attempted to install the package RQuantLib but it did not work.
>>Here is what I got:
>> 
>>> install.packages("RQuantLib")
>>Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
>>(as ‘lib’ is unspecified)
>>Warning message:
>>package ‘RQuantLib’ is not available (for R version 3.4.2)
>> 
>> 
>>Please help.
>>Thanks,
>>Bob Sherry
>> 
>> 
>>On 12/28/2017 10:28 PM, Joshua Ulrich wrote:
>> 
>>On Thu, Dec 28, 2017 at 6:02 PM, rsherry8
>>> wrote:
>> 
>>I have recently installed R on my new computer. I also
>>want to install the
>>package RQuantLib. So I run the following command and get
>>the following
>>output:
>> 
>>  install.packages("RQuantLib")
>> 
>>Installing package into
>>‘C:/Users/rsher/Documents/R/win-library/3.2’
>>(as ‘lib’ is unspecified)
>>--- Please select a CRAN mirror for use in this session ---
>>Warning message:
>>package ‘RQuantLib’ is not available (for R version 3.2.4
>>Revised)
>> 
>>The package did not install. Am I doing something wrong.
>>Is the package
>>going to be updated for the latest version of R?
>> 
>>Windows binary packages are only built for the most current
>>(major)
>>version of R.  You need to upgrade to at least R-3.4.0, or you
>>will
>>have to install RQuantLib (and therefore QuantLib itself) from
>>source.
>> 
>>Thanks,
>>Bob
>> 
>>__
>>R-help@r-project.org  mailing
>>list -- To UNSUBSCRIBE and more, see
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>
>>PLEASE do read the posting guide
>>http://www.R-project.org/posting-guide.html
>>
>>and provide commented, minimal, self-contained,
>>reproducible code.
>> 
>> 
>> 
>> 
>>__
>>R-help@r-project.org  mailing list --
>>To UNSUBSCRIBE and more, see
>>https://stat.ethz.ch/mailman/listinfo/r-help
>>
>>PLEASE do read the posting guide
>>http://www.R-project.org/posting-guide.html
>>
>>and provide commented, minimal, self-contained, reproducible code.
>> 
>> 
> 
> 
>   [[alternative HTML version deleted]]
> 
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA

'Any technology distinguishable from magic is insufficiently advanced.'   
-Gehm's Corollary to Clarke's Third Law

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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] RQuantLib

[Jeff Newmiller]

I am not a user of this package, but I think you should read [1], particularly 
the README and system requirements. You may need to learn about compiling from 
source (.tar.gz) if you cannot find a recent precompiled package file (.zip).

[1] https://cran.r-project.org/web/packages/RQuantLib/index.html
-- 
Sent from my phone. Please excuse my brevity.

On December 30, 2017 8:08:55 AM PST, rsherry8  wrote:
>Jeff,
>
>I tired another mirror but that did not work. I tired the following two
>
>commands:
>
> > ap <- available.packages()
> > View(ap)
>
>The output of the View command showed numerous packages available but
>it 
>did not show RQuantLib.
>
>Bob Sherry
>
>On 12/30/2017 8:48 AM, Jeff Newmiller wrote:
>> Sometimes that message appears when using a CRAN mirror that is not
>up-to-date or has communication problems. Might also try another
>mirror.
>> -- Sent from my phone. Please excuse my brevity. On December 30, 2017
>
>> 5:25:15 AM PST, Michael Dewey  wrote:
>>> >Dear Bob
>>> >
>>> >In fact the current release is 3.4.3 I can think of no reason why
>that
>>> >should matter here but it might be worth trying to upgrade to it.
>>> >
>>> >Michael
>>> >
>>> >On 29/12/2017 18:31, rsherry8 wrote:
 >>Joshua,
 >>
 >>Thanks for the response. When you said at least version 3.4.0, I
 >>upgraded to 3.4.2 which I believe is the current version. Now, I
 >>attempted to install the package RQuantLib but it did not work.
>Here
>>> >is
 >>what I got:
 >>
 >>  > install.packages("RQuantLib")
 >>Installing package into
>‘C:/Users/rsher/Documents/R/win-library/3.4’
 >>(as ‘lib’ is unspecified)
 >>Warning message:
 >>package ‘RQuantLib’ is not available (for R version 3.4.2)
 >>
 >>
 >>Please help.
 >>Thanks,
 >>Bob Sherry
 >>
 >>On 12/28/2017 10:28 PM, Joshua Ulrich wrote:
> >>>On Thu, Dec 28, 2017 at 6:02 PM, rsherry8
>>> >wrote:
>> I have recently installed R on my new computer. I also want
>to
>> install the
>> package RQuantLib. So I run the following command and get the
>>> >following
>> output:
>> 
>>> >   install.packages("RQuantLib")
>> Installing package into
>>> >‘C:/Users/rsher/Documents/R/win-library/3.2’
>> (as ‘lib’ is unspecified)
>> --- Please select a CRAN mirror for use in this session ---
>> Warning message:
>> package ‘RQuantLib’ is not available (for R version 3.2.4
>Revised)
>> 
>> The package did not install. Am I doing something wrong. Is
>the
>>> >package
>> going to be updated for the latest version of R?
>> 
> >>>Windows binary packages are only built for the most current
>(major)
> >>>version of R.  You need to upgrade to at least R-3.4.0, or you
>will
> >>>have to install RQuantLib (and therefore QuantLib itself) from
>>> >source.
> >>>
>> Thanks,
>> Bob
>> 
>> __
>> R-help@r-project.org  mailing list -- To UNSUBSCRIBE and
>more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible
>code.
> >>>
> >>>
 >>
 >>__
 >>R-help@r-project.org  mailing list -- To UNSUBSCRIBE and more,
>see
 >>https://stat.ethz.ch/mailman/listinfo/r-help
 >>PLEASE do read the posting guide
 >>http://www.R-project.org/posting-guide.html
 >>and provide commented, minimal, self-contained, reproducible
>code.
>>> >
>>> >-- 
>>> >Michael
>>> >http://www.dewey.myzen.co.uk/home.html
>>> >
>>> >__
>>> >R-help@r-project.org  mailing list -- To UNSUBSCRIBE and more, see
>>> >https://stat.ethz.ch/mailman/listinfo/r-help
>>> >PLEASE do read the posting guide
>>> >http://www.R-project.org/posting-guide.html
>>> >and provide commented, minimal, self-contained, reproducible code.

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] RQuantLib

[rsherry8]

Jeff,

I tired another mirror but that did not work. I tired the following two 
commands:

 > ap <- available.packages()
 > View(ap)

The output of the View command showed numerous packages available but it 
did not show RQuantLib.

Bob Sherry

On 12/30/2017 8:48 AM, Jeff Newmiller wrote:
> Sometimes that message appears when using a CRAN mirror that is not 
> up-to-date or has communication problems. Might also try another mirror.
> -- Sent from my phone. Please excuse my brevity. On December 30, 2017 
> 5:25:15 AM PST, Michael Dewey  wrote:
>> >Dear Bob
>> >
>> >In fact the current release is 3.4.3 I can think of no reason why that
>> >should matter here but it might be worth trying to upgrade to it.
>> >
>> >Michael
>> >
>> >On 29/12/2017 18:31, rsherry8 wrote:
>>> >>Joshua,
>>> >>
>>> >>Thanks for the response. When you said at least version 3.4.0, I
>>> >>upgraded to 3.4.2 which I believe is the current version. Now, I
>>> >>attempted to install the package RQuantLib but it did not work. Here
>> >is
>>> >>what I got:
>>> >>
>>> >>  > install.packages("RQuantLib")
>>> >>Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
>>> >>(as ‘lib’ is unspecified)
>>> >>Warning message:
>>> >>package ‘RQuantLib’ is not available (for R version 3.4.2)
>>> >>
>>> >>
>>> >>Please help.
>>> >>Thanks,
>>> >>Bob Sherry
>>> >>
>>> >>On 12/28/2017 10:28 PM, Joshua Ulrich wrote:
 >>>On Thu, Dec 28, 2017 at 6:02 PM, rsherry8
>> >wrote:
> I have recently installed R on my new computer. I also want to
> install the
> package RQuantLib. So I run the following command and get the
>> >following
> output:
> 
>> >   install.packages("RQuantLib")
> Installing package into
>> >‘C:/Users/rsher/Documents/R/win-library/3.2’
> (as ‘lib’ is unspecified)
> --- Please select a CRAN mirror for use in this session ---
> Warning message:
> package ‘RQuantLib’ is not available (for R version 3.2.4 Revised)
> 
> The package did not install. Am I doing something wrong. Is the
>> >package
> going to be updated for the latest version of R?
> 
 >>>Windows binary packages are only built for the most current (major)
 >>>version of R.  You need to upgrade to at least R-3.4.0, or you will
 >>>have to install RQuantLib (and therefore QuantLib itself) from
>> >source.
 >>>
> Thanks,
> Bob
> 
> __
> R-help@r-project.org  mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
 >>>
 >>>
>>> >>
>>> >>__
>>> >>R-help@r-project.org  mailing list -- To UNSUBSCRIBE and more, see
>>> >>https://stat.ethz.ch/mailman/listinfo/r-help
>>> >>PLEASE do read the posting guide
>>> >>http://www.R-project.org/posting-guide.html
>>> >>and provide commented, minimal, self-contained, reproducible code.
>> >
>> >-- 
>> >Michael
>> >http://www.dewey.myzen.co.uk/home.html
>> >
>> >__
>> >R-help@r-project.org  mailing list -- To UNSUBSCRIBE and more, see
>> >https://stat.ethz.ch/mailman/listinfo/r-help
>> >PLEASE do read the posting guide
>> >http://www.R-project.org/posting-guide.html
>> >and provide commented, minimal, self-contained, reproducible code.


[[alternative HTML version deleted]]

__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] RQuantLib

[rsherry8]

OA,

Thanks for the response. I downloaded the file RQuantLib_0.4.4.tar.gz 
into a directory c:\r.zip on my Windows machine. I then ran the 
following command and I received the following output:

 > install.packages("RQuantLib", lib="/r.zip/")
Warning message:
package ‘RQuantLib’ is not available (for R version 3.4.3)

I did not unpack the .gz file. Should I have?

Please comment.
Bob Sherry

On 12/30/2017 2:24 AM, Orvalho Augusto wrote:
> Hi Bob,
>
> I don't know what is the cause of your trouble but try this:
> 1. Download the zip of package.
>
> 2. And install it from local zip files. This you find on the Packages 
> menu.
>
> Hope it helps
> OA
>
>
> On Fri, Dec 29, 2017 at 10:31 AM, rsherry8  > wrote:
>
> Joshua,
>
> Thanks for the response. When you said at least version 3.4.0, I
> upgraded to 3.4.2 which I believe is the current version. Now, I
> attempted to install the package RQuantLib but it did not work.
> Here is what I got:
>
> > install.packages("RQuantLib")
> Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
> (as ‘lib’ is unspecified)
> Warning message:
> package ‘RQuantLib’ is not available (for R version 3.4.2)
>
>
> Please help.
> Thanks,
> Bob Sherry
>
>
> On 12/28/2017 10:28 PM, Joshua Ulrich wrote:
>
> On Thu, Dec 28, 2017 at 6:02 PM, rsherry8
> > wrote:
>
> I have recently installed R on my new computer. I also
> want to install the
> package RQuantLib. So I run the following command and get
> the following
> output:
>
>   install.packages("RQuantLib")
>
> Installing package into
> ‘C:/Users/rsher/Documents/R/win-library/3.2’
> (as ‘lib’ is unspecified)
> --- Please select a CRAN mirror for use in this session ---
> Warning message:
> package ‘RQuantLib’ is not available (for R version 3.2.4
> Revised)
>
> The package did not install. Am I doing something wrong.
> Is the package
> going to be updated for the latest version of R?
>
> Windows binary packages are only built for the most current
> (major)
> version of R.  You need to upgrade to at least R-3.4.0, or you
> will
> have to install RQuantLib (and therefore QuantLib itself) from
> source.
>
> Thanks,
> Bob
>
> __
> R-help@r-project.org  mailing
> list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> 
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> 
> and provide commented, minimal, self-contained,
> reproducible code.
>
>
>
>
> __
> R-help@r-project.org  mailing list --
> To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> 
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> 
> and provide commented, minimal, self-contained, reproducible code.
>
>


[[alternative HTML version deleted]]

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] RQuantLib

[Jeff Newmiller]

Sometimes that message appears when using a CRAN mirror that is not up-to-date 
or has communication problems. Might also try another mirror.
-- 
Sent from my phone. Please excuse my brevity.

On December 30, 2017 5:25:15 AM PST, Michael Dewey  
wrote:
>Dear Bob
>
>In fact the current release is 3.4.3 I can think of no reason why that 
>should matter here but it might be worth trying to upgrade to it.
>
>Michael
>
>On 29/12/2017 18:31, rsherry8 wrote:
>> Joshua,
>> 
>> Thanks for the response. When you said at least version 3.4.0, I 
>> upgraded to 3.4.2 which I believe is the current version. Now, I 
>> attempted to install the package RQuantLib but it did not work. Here
>is 
>> what I got:
>> 
>>  > install.packages("RQuantLib")
>> Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
>> (as ‘lib’ is unspecified)
>> Warning message:
>> package ‘RQuantLib’ is not available (for R version 3.4.2)
>> 
>> 
>> Please help.
>> Thanks,
>> Bob Sherry
>> 
>> On 12/28/2017 10:28 PM, Joshua Ulrich wrote:
>>> On Thu, Dec 28, 2017 at 6:02 PM, rsherry8 
>wrote:
 I have recently installed R on my new computer. I also want to 
 install the
 package RQuantLib. So I run the following command and get the
>following
 output:

>   install.packages("RQuantLib")
 Installing package into
>‘C:/Users/rsher/Documents/R/win-library/3.2’
 (as ‘lib’ is unspecified)
 --- Please select a CRAN mirror for use in this session ---
 Warning message:
 package ‘RQuantLib’ is not available (for R version 3.2.4 Revised)

 The package did not install. Am I doing something wrong. Is the
>package
 going to be updated for the latest version of R?

>>> Windows binary packages are only built for the most current (major)
>>> version of R.  You need to upgrade to at least R-3.4.0, or you will
>>> have to install RQuantLib (and therefore QuantLib itself) from
>source.
>>>
 Thanks,
 Bob

 __
 R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
 https://stat.ethz.ch/mailman/listinfo/r-help
 PLEASE do read the posting guide 
 http://www.R-project.org/posting-guide.html
 and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>> 
>> __
>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide 
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
>-- 
>Michael
>http://www.dewey.myzen.co.uk/home.html
>
>__
>R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] RQuantLib

[Michael Dewey]

Dear Bob

In fact the current release is 3.4.3 I can think of no reason why that 
should matter here but it might be worth trying to upgrade to it.


Michael

On 29/12/2017 18:31, rsherry8 wrote:

Joshua,

Thanks for the response. When you said at least version 3.4.0, I 
upgraded to 3.4.2 which I believe is the current version. Now, I 
attempted to install the package RQuantLib but it did not work. Here is 
what I got:


 > install.packages("RQuantLib")
Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
(as ‘lib’ is unspecified)
Warning message:
package ‘RQuantLib’ is not available (for R version 3.4.2)


Please help.
Thanks,
Bob Sherry

On 12/28/2017 10:28 PM, Joshua Ulrich wrote:

On Thu, Dec 28, 2017 at 6:02 PM, rsherry8  wrote:
I have recently installed R on my new computer. I also want to 
install the

package RQuantLib. So I run the following command and get the following
output:


  install.packages("RQuantLib")

Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.2’
(as ‘lib’ is unspecified)
--- Please select a CRAN mirror for use in this session ---
Warning message:
package ‘RQuantLib’ is not available (for R version 3.2.4 Revised)

The package did not install. Am I doing something wrong. Is the package
going to be updated for the latest version of R?


Windows binary packages are only built for the most current (major)
version of R.  You need to upgrade to at least R-3.4.0, or you will
have to install RQuantLib (and therefore QuantLib itself) from source.


Thanks,
Bob

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide 
http://www.R-project.org/posting-guide.html

and provide commented, minimal, self-contained, reproducible code.





__
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PLEASE do read the posting guide 
http://www.R-project.org/posting-guide.html

and provide commented, minimal, self-contained, reproducible code.


--
Michael
http://www.dewey.myzen.co.uk/home.html

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Re: [R] RQuantLib

[Orvalho Augusto]

Hi Bob,

I don't know what is the cause of your trouble but try this:
1. Download the zip of package.

2. And install it from local zip files. This you find on the Packages menu.

Hope it helps
OA


On Fri, Dec 29, 2017 at 10:31 AM, rsherry8  wrote:

> Joshua,
>
> Thanks for the response. When you said at least version 3.4.0, I upgraded
> to 3.4.2 which I believe is the current version. Now, I attempted to
> install the package RQuantLib but it did not work. Here is what I got:
>
> > install.packages("RQuantLib")
> Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
> (as ‘lib’ is unspecified)
> Warning message:
> package ‘RQuantLib’ is not available (for R version 3.4.2)
>
>
> Please help.
> Thanks,
> Bob Sherry
>
>
> On 12/28/2017 10:28 PM, Joshua Ulrich wrote:
>
>> On Thu, Dec 28, 2017 at 6:02 PM, rsherry8  wrote:
>>
>>> I have recently installed R on my new computer. I also want to install
>>> the
>>> package RQuantLib. So I run the following command and get the following
>>> output:
>>>
>>>   install.packages("RQuantLib")

>>> Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.2’
>>> (as ‘lib’ is unspecified)
>>> --- Please select a CRAN mirror for use in this session ---
>>> Warning message:
>>> package ‘RQuantLib’ is not available (for R version 3.2.4 Revised)
>>>
>>> The package did not install. Am I doing something wrong. Is the package
>>> going to be updated for the latest version of R?
>>>
>>> Windows binary packages are only built for the most current (major)
>> version of R.  You need to upgrade to at least R-3.4.0, or you will
>> have to install RQuantLib (and therefore QuantLib itself) from source.
>>
>> Thanks,
>>> Bob
>>>
>>> __
>>> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posti
>>> ng-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>>
>>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posti
> ng-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

[[alternative HTML version deleted]]

__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] RQuantLib

[rsherry8]

Joshua,

Thanks for the response. When you said at least version 3.4.0, I 
upgraded to 3.4.2 which I believe is the current version. Now, I 
attempted to install the package RQuantLib but it did not work. Here is 
what I got:


> install.packages("RQuantLib")
Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.4’
(as ‘lib’ is unspecified)
Warning message:
package ‘RQuantLib’ is not available (for R version 3.4.2)


Please help.
Thanks,
Bob Sherry

On 12/28/2017 10:28 PM, Joshua Ulrich wrote:

On Thu, Dec 28, 2017 at 6:02 PM, rsherry8  wrote:

I have recently installed R on my new computer. I also want to install the
package RQuantLib. So I run the following command and get the following
output:


  install.packages("RQuantLib")

Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.2’
(as ‘lib’ is unspecified)
--- Please select a CRAN mirror for use in this session ---
Warning message:
package ‘RQuantLib’ is not available (for R version 3.2.4 Revised)

The package did not install. Am I doing something wrong. Is the package
going to be updated for the latest version of R?


Windows binary packages are only built for the most current (major)
version of R.  You need to upgrade to at least R-3.4.0, or you will
have to install RQuantLib (and therefore QuantLib itself) from source.


Thanks,
Bob

__
R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.





__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.

Re: [R] RQuantLib

[Joshua Ulrich]

On Thu, Dec 28, 2017 at 6:02 PM, rsherry8  wrote:
>
> I have recently installed R on my new computer. I also want to install the
> package RQuantLib. So I run the following command and get the following
> output:
>
>>  install.packages("RQuantLib")
> Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.2’
> (as ‘lib’ is unspecified)
> --- Please select a CRAN mirror for use in this session ---
> Warning message:
> package ‘RQuantLib’ is not available (for R version 3.2.4 Revised)
>
> The package did not install. Am I doing something wrong. Is the package
> going to be updated for the latest version of R?
>
Windows binary packages are only built for the most current (major)
version of R.  You need to upgrade to at least R-3.4.0, or you will
have to install RQuantLib (and therefore QuantLib itself) from source.

> Thanks,
> Bob
>
> __
> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.



-- 
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2018 | www.rinfinance.com

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and provide commented, minimal, self-contained, reproducible code.

[R] RQuantLib

[rsherry8]

I have recently installed R on my new computer. I also want to install 
the package RQuantLib. So I run the following command and get the 
following output:


>  install.packages("RQuantLib")
Installing package into ‘C:/Users/rsher/Documents/R/win-library/3.2’
(as ‘lib’ is unspecified)
--- Please select a CRAN mirror for use in this session ---
Warning message:
package ‘RQuantLib’ is not available (for R version 3.2.4 Revised)

The package did not install. Am I doing something wrong. Is the package 
going to be updated for the latest version of R?


Thanks,
Bob

__
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and provide commented, minimal, self-contained, reproducible code.

[R] RQuantlib - Convertible Bond Pricing

[colaiutachambers]

Hi everyone,
I’m working on my Master’s Degree thesis about the pricing of C.B. trying to
do that with “R”.
I read the paper “RQuantLib: Interfacing QuantLib from R” and now I’m
matching several market price (taken from Bloomberg or Deutsche Bank
database) with “R” output.
Could you help me to understand the parameters within these functions?
Let me show you one of the problem that I met in the attached files.
As you could see in the image, just shifting the Conv.Ratio from 1 to 10 all
the curves in the plot get flattened.

First http://imageshack.us/photo/my-images/19/cr10plot.png/  
Second http://imageshack.us/photo/my-images/641/cr1plot.png/  
Script http://imageshack.us/photo/my-images/801/cr1m.png/  


Best regards.

Gabriele Carrarini
BTG Pactual  
London Berkeley Square House





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[R] RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

[Cren]

# Hi all,
# trying to run the following example code
# from 'RQuantLib' package...

HullWhite - list(term = 0.055, alpha = 0.03, sigma = 0.01,
  gridIntervals = 40)

Price - rep(as.double(100),24)
Type - rep(as.character(C), 24)
Date - seq(as.Date(2006-09-15), by = '3 months', length = 24)
callSch - data.frame(Price, Type, Date)
callSch$Type - as.character(callSch$Type)

bondparams - list(faceAmount=100, issueDate = as.Date(2004-09-16),
   maturityDate=as.Date(2012-09-16), redemption=100,
   callSch = callSch)
dateparams - list(settlementDays=3, calendar=us, 
   dayCounter = ActualActual, 
   period=Quarterly, 
   businessDayConvention = Unadjusted, 
   terminationDateConvention= Unadjusted)
coupon - c(0.0465)

CallableBond(bondparams, HullWhite, coupon, dateparams)

# ...I get the following error:
# --- SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'
---

# Wandering through Internet, I found something similar to my
# issue which has been solved by updating packages.
# I tried the same but no results :(

# Two weeks ago the same code worked properly.
# Any idea about what changed in the meantime?

# Thanks :)





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Re: [R] RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

[Cren]

Cren wrote
 
 # trying to run the following example code
 # from 'RQuantLib' package...
 
# Obviously, run

require(RQuantLib)

# before executing the example :)



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Re: [R] RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

[Enrico Schumann]

Am 08.08.2012 09:54, schrieb Cren:

# Hi all,
# trying to run the following example code
# from 'RQuantLib' package...

HullWhite - list(term = 0.055, alpha = 0.03, sigma = 0.01,
   gridIntervals = 40)

Price - rep(as.double(100),24)
Type - rep(as.character(C), 24)
Date - seq(as.Date(2006-09-15), by = '3 months', length = 24)
callSch - data.frame(Price, Type, Date)
callSch$Type - as.character(callSch$Type)

bondparams - list(faceAmount=100, issueDate = as.Date(2004-09-16),
maturityDate=as.Date(2012-09-16), redemption=100,
callSch = callSch)
dateparams - list(settlementDays=3, calendar=us,
dayCounter = ActualActual,
period=Quarterly,
businessDayConvention = Unadjusted,
terminationDateConvention= Unadjusted)
coupon - c(0.0465)

CallableBond(bondparams, HullWhite, coupon, dateparams)


 # ...I get the following error:
 # --- SET_VECTOR_ELT() can only be applied to a 'list', not a
 'symbol'


I cannot reproduce this error. I get

Concise summary of valuation for CallableBond
 Net present value :  64.73968
   clean price :  64.003
   dirty price :  64.74
accrued coupon :  0.73689
 yield :  9.2989
cash flows :
   Date   Amount
 2004-12-16   1.1561
 2005-03-16   1.1460
 2005-06-16   1.1721
 2005-09-16   1.1721
##...

 sessionInfo()
R version 2.15.1 (2012-06-22)
Platform: x86_64-pc-mingw32/x64 (64-bit)

locale:
[1] LC_COLLATE=German_Germany.1252  LC_CTYPE=German_Germany.1252
[3] LC_MONETARY=German_Germany.1252 LC_NUMERIC=C
[5] LC_TIME=German_Germany.1252

attached base packages:
[1] stats graphics  grDevices utils datasets  methods   base

other attached packages:
[1] RQuantLib_0.3.8 Rcpp_0.9.13



Regards,
Enrico

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Re: [R] RQuantLib: SET_VECTOR_ELT() can only be applied to a 'list', not a 'symbol'

[Cren]

Enrico Schumann-2 wrote
 
 I cannot reproduce this error. I get...
 
   sessionInfo()
 *R version 2.15.1* (2012-06-22)
 
# Thank you for testing, Enrico (Italian? ),
# it seems an updating issue.

# I am trying to update everything possible to the latest
# version because of compatibility.



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Re: [R] 'RQuantLib for 2.12 version

[Joshua Ulrich]

Hi Mauricio,

A Windows binary is now available on CRAN:
http://dirk.eddelbuettel.com/blog/2011/04/04/#rquantlib_0.3.7

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com



On Tue, Mar 29, 2011 at 10:38 AM, Mauricio Romero
mauricio.rom...@quantil.com.co wrote:
 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/
 http://sourceforge.net/projects/quantlib/files/QuantLib/ which didn't work,
 so I

 I downloaded the package source from
 http://sourceforge.net/projects/quantlib/files/QuantLib/1.0.1/
 http://sourceforge.net/projects/quantlib/files/QuantLib/1.0.1/



 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)

 * installing *source* package 'RQuantLib' ...



   **

   WARNING: this package has a configure script

         It probably needs manual configuration

   **





 ** libs



 *** arch - i386

 cygwin warning:

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

  Preferred POSIX equivalent is:
 /cygdrive/c/PROGRA~1/R/R-212~1.2/etc/i386/Makeconf

  CYGWIN environment variable option nodosfilewarning turns off this
 warning.

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

    http://cygwin.com/cygwin-ug-net/using.html#using-pathnames

 g++ -IC:/PROGRA~1/R/R-212~1.2/include
 -IC:/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'

 * removing 'C:/Users/Mauricio/Documents/R/win-library/2.12/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?



 Thanks,



 Mauricio Romero


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[R] 'RQuantLib for 2.12 version

[Mauricio Romero]

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/
http://sourceforge.net/projects/quantlib/files/QuantLib/ which didn't work,
so I 

I downloaded the package source from
http://sourceforge.net/projects/quantlib/files/QuantLib/1.0.1/
http://sourceforge.net/projects/quantlib/files/QuantLib/1.0.1/ 

 

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)

* installing *source* package 'RQuantLib' ...

 

   **

   WARNING: this package has a configure script

 It probably needs manual configuration

   **

 

 

** libs

 

*** arch - i386

cygwin warning:

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

  Preferred POSIX equivalent is:
/cygdrive/c/PROGRA~1/R/R-212~1.2/etc/i386/Makeconf

  CYGWIN environment variable option nodosfilewarning turns off this
warning.

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

http://cygwin.com/cygwin-ug-net/using.html#using-pathnames

g++ -IC:/PROGRA~1/R/R-212~1.2/include
-IC:/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'

* removing 'C:/Users/Mauricio/Documents/R/win-library/2.12/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?

 

Thanks,

 

Mauricio Romero 


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[R] RQuantLib Question

[GULATI, BRIJESH (Global Markets FFO NY)]

Hi:
I am not able to find a function that would calculate bond
duration, convexity and other sensitivities. If RQuantLib does not have
it, please recommend some other library that I can use.
Rgds,
Brijesh

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