24 Apr 2006 - More work on unit tests. R-SWIG now runs (although it doesn't pass) the entire SWIG unit test system. Also fixed some bugs with long long and const casts. (Yaahhh!!!)

23 Apr 2006 - Made new SWIG unit tests compatible with SWIG standards

17 Apr 2006 - Uploaded new version with fixed unit tests.

27 Feb 2006 - Even more progress. I'll work on the RSwig part of this for another week or so before trying to work on the screen scraping for Shanghai derivatives.

I fixed the problem with QuantLib not loading/saving the dollar operator in the data file. The basic problem is that S3 and S4 methods don't work very well with each other, and so I lot of what I did was to convert S4 to S3 methods.

16 Feb 2006 - Lots of progress. Got some basic option valuation working.

The main thing was to include code in r.cxx to cast down to the most basic typedef for a type. Most of that is now working. The next steps are:

• make inheritance work transparently
• put in operators to be able to get data to and from Array
• write wrappers for sample curve
• write show methods

quote <- function(x) {
todaysDate <- Date(15, "May", 1998)
Settings_instance()$setEvaluationDate(d=todaysDate)
settlementDate <- Date(17, "May", 1998)
riskFreeRate <- FlatForward(settlementDate, 0.05, Actual365Fixed())
exercise <- EuropeanExercise(Date(17, "May", 1999))
payoff <- PlainVanillaPayoff("Call", 8.0)
underlying <- SimpleQuote(x)
volatility <- BlackConstantVol(todaysDate, 0.10, Actual365Fixed())
dividendYield <- FlatForward(settlementDate, 0.05, Actual365Fixed())
process <- BlackScholesProcess(QuoteHandle(underlying),
      YieldTermStructureHandle(dividendYield),
      YieldTermStructureHandle(riskFreeRate),
      BlackVolTermStructureHandle(volatility))
option <- VanillaOption(process, payoff, exercise)
Instrument_setPricingEngine(option, s_arg2=AnalyticEuropeanEngine())
value <- option$NPV()
value
}

plot(seq(1.0,10.0,by=0.1), lapply(seq(1.0,10.0,by=0.1), quote))

15 Feb 2006 - Got StrVectors^? to work. Trying to upload package, but CVS is done. Commented out old array code.

> s <- new_StrVector()
> s$append(x="foo")
NULL
> s$append(x="bar")
NULL
> s$size()
[1] 2
> s[0]
[1] "bar"
> s[1]
[1] "foo"
> s[2]
[1] "bar"
> today <- new_Date(as.integer(15), "February", as.integer(2006))
> today$weekday()
[1] "Wednesday"
> today$dayOfYear()
[1] 46