RQuantLib on RStudio Connect

[jvail]

Hello,

Having a lot of trouble getting RQuantLib working on our RStudio Connect server. Started with the boost-devel and QuantLib packages, but install.packages("RQuantLib") still can't find QuantLib, error below. Anyone have success implementing RQuantLib on linux? Thanks!

* installing *source* package ‘RQuantLib’ ...
** package ‘RQuantLib’ successfully unpacked and MD5 sums checked
checking whether the C++ compiler works... yes
checking for C++ compiler default output file name... a.out
checking for suffix of executables...
checking whether we are cross compiling... no
checking for suffix of object files... o
checking whether we are using the GNU C++ compiler... yes
checking whether g++ -m64 accepts -g... yes
checking how to run the C++ preprocessor... g++ -m64 -E
checking whether we are using the GNU C++ compiler... (cached) yes
checking whether g++ -m64 accepts -g... (cached) yes
checking for R... yes
checking for quantlib-config... no
configure: error: Please install QuantLib before trying to build RQuantLib.
ERROR: configuration failed for package ‘RQuantLib’
* removing ‘/root/R/x86_64-redhat-linux-gnu-library/3.4/RQuantLib’type or paste code here

[cole]

This is a great question! Sorry for the delayed response!

Are you trying to install this when deploying content to Connect? Debugging these system library dependencies can be a bit of a pain. One way to try interactively is to log into the server's terminal (ssh, etc.) and try installing the package in a session on the command line.

I have to say I am not super familiar with RQuantLib, but hopefully someone here is!

These are the only directions I have found for installation: https://github.com/eddelbuettel/rquantlib/wiki/RQuantLib

I do not recommend using apt-get install or yum install for the package. If you want Connect to be able to install the package, you will want to be sure that normal install.packages() works from a terminal.

You said you have installed libquantlib0-dev? Also, what linux distribution are you on?

[jvail]

Hi Cole,

Thanks for the follow up. I’ve tried the steps outlined below. Since I only need the businessDaysBetween function from RQuantLib and not all of the fancy financial analysis stuff I’m now planning on using something like the bizdays package instead. Thanks again!

[cole]

Thanks for sharing! Please let us know if you start digging into this again and continue having issues.

[rstub]

If you only need businessDaysBetween, you can have a look at RcppQuantuccia, which aims at bringing as much as possible from (R)QuantLib as a header only library that can be installed without system dependencies. Currently it does not support all that many functions, but businessDaysBetween is among them.

[jvail]

Thanks! We'll give that a try.