RcppExample {RcppTemplate}R Documentation

Rcpp R/C++ interface example

Description

RcppExample illustrates how the Rcpp R/C++ interface class library is used.

Usage

RcppExample(params, nlist, vec, mat)

Arguments

params A parameter list specifying method (string), tolerance (double), maxIter (int)
nlist a list of named numeric values (double or int)
vec a numeric 1D vector (double or int)
mat a numeric 2D matrix (double or int)

Details

See the document Rcpp: R/C++ Interface Classes: Using C++ Libraries from R for more information. The source files for this example can be found in the doc package subdirectory.

Value

RcppExample returns a list containing:

nlFirstName first name in nlist
nlFirstValue first value in nlist
matD R matrix from an RcppMatrix<double> object
stlvec R vector from a vector<double> object
stlmat R matrix from a vector<vector<double> > object
a R matrix from C/C++ matrix
v R vector from C/C++ vector
settleDays An integer-valued parameter
price A real-valued parameter
riskFreeRate A real-valued parameter
dividendYield A real-valued parameter
params The input parameter list

Author(s)

Dominick Samperi

Examples


# We omit the Date parameters here since this requires QuantLib (see docs)
params <- list(optType='call',
#              tradeDate=c(5,15,1998),
#              exerciseDate=c(5,17,1999),
               settleDays=2,
               strikePrice=8,
               price= 7,
               volatility=0.10,
               riskFreeRate=0.05,
               dividendYield=0.05)

nlist <- list(ibm = 80.50, hp = 53.64, c = 45.41)

vec <- seq(1,5)

mat <- matrix(seq(1,20),4,5)

result <- RcppExample(params, nlist, vec, mat)

result
[Package RcppTemplate version 3.1 Index]