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eddelbuettel / rquantlib

R interface to the QuantLib library
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Error in AffineSwaption ... could not find function "AffineSwaption" #87

Closed dado0583 closed 7 years ago

dado0583 commented 7 years ago

Hi. I don't know if this is an issue or not but I struggled to find somewhere I could find the answer and am still a bit of a n00b to R. I installed RQuantLib (but not the QuantLib C++ libraries themselves), and when I run through the AffineSwaption example I get the following error message:

> Error in AffineSwaption(params, dcurve, swaptionMaturities, swapTenors,  : 
>   could not find function "AffineSwaption"

Does QuantLib C++ libraries get installed when I intall RQuantLib or do I need to install separately? And is this a real issue, or is this a user error?

eddelbuettel commented 7 years ago

but not the QuantLib C++ libraries themselves

That won't work.

do I need to install separately?

Yes.