1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36
|
// RQuantLib wrapper definitions
//
// Copyright 2014 Dirk Eddelbuettel <edd@debian.org>
//
// This program is free software; you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation; either version 2 of the License, or
// (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with RcppArmadillo. If not, see <http://www.gnu.org/licenses/>.
#ifndef _rquantlib_wrappers_h_
#define _rquantlib_wrappers_h_
#include "rquantlib_internal.h"
// define template specialisations for as and wrap
namespace Rcpp {
//template <> QuantLib::Date as(SEXP dtsexp);
template <typename T> T as(SEXP dtsexp);
template <typename T> SEXP wrap(const T& d);
template <> std::vector<QuantLib::Date> as(SEXP dtvecsexp);
template <> SEXP wrap(const std::vector<QuantLib::Date> &dvec);
}
#endif
|