readme.linux

Build and installation on Linux

Prerequisite
R, QuantLib and boost are installed in standard directories.


1. install Rcpp

echo "install.packages(\"Rcpp\", repos=\"https://cran.r-project.org\")" | R --vanilla


2. download and build RHestonSLV  

https://github.com/klausspanderen/RHestonSLV/archive/master.zip

und extract files.


2a. Open RStudio

File -> Open Project -> open RHestonSLV.Rproj 

Build -> Build and Reload


2b. or alternatively run

R CMD INSTALL RHestonSLV


done