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RQuantlib installation in Windows (RQuantLib version 0.4.2)

The RQuantLib installation in Windows is quite straight forward. Download the windows binaries for either devel or release from here

https://CRAN.R-project.org/package=RQuantLib

Extract the files and copy the RQuanlib folder into the library folder of your R installation

E:\R\R-3.1.3\library

Once you copy it there fire up RStudio and when you run

> library(RQuantLib)
QuantLib version 1.6.2 detected which is older than 1.7.
Intra-daily options analytics unavailable with that version.
Warning message:
package ‘RQuantLib’ was built under R version 3.3.1
 
 
The version number is older here because I think the CRAN windows binary upload did not make it in time with the QUantlib version 1.8.0. Running getQuantLibVersion will give you the version
 
 
> getQuantLibVersion()
[1] "1.6.2"

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