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rg++mingwquantlib

Quantlib R integration using different versions of g++

I am working on an R project where I need to interface with quantlib. I work with Windows (my firm does not have good support for Unix). I have a quantlib library compiled with the latest mingw tools (g++-4.8.x) and it is working pretty well so far. However, when I tried to write interfaces for R, I need to use g++-4.6.x provided by Rtools and I get a lot of error messages for exactly the same file.

Is this because I used a newer compiler for Quantlib and an older compiler for my own code? I am not quite sure as I built the boost library also using g++-4.8.x and it works alright when I used boost::shared_ptr in my own code and compiled using g++-4.6.x (provided by R).

Any help is appreciated.

Solution

  • You simply need to use the same compiler for whole stack. So:

    • if you built QuantLib with mingw-4.8,
    • then you should build R with it (this is sort-of documented, try the 'R Inst + Admin' manual)
    • and ditto for Rcpp
    • and then RQuantLib will just fall into place.

    That should work.

    BTW, there is a mailing list for rquantlib...