* using log directory 'd:/Rcompile/CRANpkg/local/2.7/RQuantLib.Rcheck'
* using R version 2.7.2 RC (2008-08-18 r46382)
* using session charset: ISO8859-1
* checking for file 'RQuantLib/DESCRIPTION' ... OK
* this is package 'RQuantLib' version '0.2.9'
* checking package dependencies ... OK
* checking if this is a source package ... OK
* checking whether package 'RQuantLib' can be installed ... ERROR
Installation failed.
The installation logfile:

Using auto-selected zip options ''

---------- Making package RQuantLib ------------
Building libRcpp.a in RcppSrc...
g++ -c Rcpp.cpp -o Rcpp.o -I"d:\Rcompile\recent\R-27~1.2/include" -I"d:\Rcompile\recent\R-27~1.2/src/include" -I"d:/Rcompile/CRANpkg/extralibs/QuantLib" -DUSING_QUANTLIB -Wall -O2
ar r libRcpp.a Rcpp.o
d:\compiler\gcc\bin\ar.exe: creating libRcpp.a
ranlib libRcpp.a
rm Rcpp.o
  adding build stamp to DESCRIPTION
  running src/Makefile.win ...
g++ -c barrier_binary.cpp -o barrier_binary.o -I../RcppSrc -I"d:/Rcompile/recent/R-27~1.2/include" -I"d:/Rcompile/recent/R-27~1.2/src/include" -I"d:/Rcompile/CRANpkg/extralibs/QuantLib" -Wall -O2 -DBUILDING_DLL=1 -DUSING_QUANTLIB
g++ -c bermudan.cpp -o bermudan.o -I../RcppSrc -I"d:/Rcompile/recent/R-27~1.2/include" -I"d:/Rcompile/recent/R-27~1.2/src/include" -I"d:/Rcompile/CRANpkg/extralibs/QuantLib" -Wall -O2 -DBUILDING_DLL=1 -DUSING_QUANTLIB
g++ -c curves.cpp -o curves.o -I../RcppSrc -I"d:/Rcompile/recent/R-27~1.2/include" -I"d:/Rcompile/recent/R-27~1.2/src/include" -I"d:/Rcompile/CRANpkg/extralibs/QuantLib" -Wall -O2 -DBUILDING_DLL=1 -DUSING_QUANTLIB
curves.cpp: In member function 'boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > ObservableDB::getRateHelper(std::string&, QuantLib::Rate)':
curves.cpp:80: error: no matching function for call to 'QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Handle<QuantLib::Quote>, QuantLib::Period, QuantLib::Integer&, QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, QuantLib::DayCounter&)'
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/ratehelpers.hpp:121: note: candidates are: QuantLib::DepositRateHelper::DepositRateHelper(QuantLib::Rate, const QuantLib::Period&, QuantLib::Natural, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, QuantLib::Natural, const QuantLib::DayCounter&)
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/ratehelpers.hpp:113: note:                 QuantLib::DepositRateHelper::DepositRateHelper(const QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Period&, QuantLib::Natural, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, QuantLib::Natural, const QuantLib::DayCounter&)
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/ratehelpers.hpp:104: note:                 QuantLib::DepositRateHelper::DepositRateHelper(const QuantLib::DepositRateHelper&)
curves.cpp:108: error: no matching function for call to 'QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Handle<QuantLib::Quote>, QuantLib::Date&, QuantLib::Integer&, QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, QuantLib::DayCounter&)'
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/ratehelpers.hpp:71: note: candidates are: QuantLib::FuturesRateHelper::FuturesRateHelper(QuantLib::Real, const QuantLib::Date&, QuantLib::Size, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const QuantLib::DayCounter&, QuantLib::Rate)
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/ratehelpers.hpp:64: note:                 QuantLib::FuturesRateHelper::FuturesRateHelper(const QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, QuantLib::Size, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const QuantLib::DayCounter&, QuantLib::Rate)
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/ratehelpers.hpp:57: note:                 QuantLib::FuturesRateHelper::FuturesRateHelper(const QuantLib::Handle<QuantLib::Quote>&, const QuantLib::Date&, QuantLib::Size, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, const QuantLib::DayCounter&, const QuantLib::Handle<QuantLib::Quote>&)
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/ratehelpers.hpp:49: note:                 QuantLib::FuturesRateHelper::FuturesRateHelper(const QuantLib::FuturesRateHelper&)
curves.cpp:116: error: no matching function for call to 'QuantLib::FraRateHelper::FraRateHelper(QuantLib::Handle<QuantLib::Quote>, int&, int&, QuantLib::Integer&, QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, QuantLib::DayCounter&)'
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/ratehelpers.hpp:156: note: candidates are: QuantLib::FraRateHelper::FraRateHelper(QuantLib::Rate, QuantLib::Natural, QuantLib::Natural, QuantLib::Natural, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, QuantLib::Natural, const QuantLib::DayCounter&)
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/ratehelpers.hpp:147: note:                 QuantLib::FraRateHelper::FraRateHelper(const QuantLib::Handle<QuantLib::Quote>&, QuantLib::Natural, QuantLib::Natural, QuantLib::Natural, const QuantLib::Calendar&, QuantLib::BusinessDayConvention, bool, QuantLib::Natural, const QuantLib::DayCounter&)
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/ratehelpers.hpp:137: note:                 QuantLib::FraRateHelper::FraRateHelper(const QuantLib::FraRateHelper&)
curves.cpp: In function 'boost::shared_ptr<QuantLib::YieldTermStructure> getTermStructure(std::string&, std::string&, const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, QuantLib::DayCounter&, QuantLib::Real)':
curves.cpp:137: error: no matching function for call to 'QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::Linear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, QuantLib::DayCounter&, std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote> > >, std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >, QuantLib::Real&)'
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:84: note: candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::Discount, Interpolator = QuantLib::Linear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:72: note:                 QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::Discount, Interpolator = QuantLib::Linear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:60: note:                 QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::Linear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::Linear, QuantLib::IterativeBootstrap>&)
curves.cpp:147: error: no matching function for call to 'QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, QuantLib::DayCounter&, std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote> > >, std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >, QuantLib::Real&)'
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:84: note: candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::Discount, Interpolator = QuantLib::LogLinear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:72: note:                 QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::Discount, Interpolator = QuantLib::LogLinear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:60: note:                 QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::PiecewiseYieldCurve<QuantLib::Discount, QuantLib::LogLinear, QuantLib::IterativeBootstrap>&)
curves.cpp:153: error: 'Cubic' was not declared in this scope
curves.cpp:153: error: template argument 2 is invalid
curves.cpp:157: error: new initializer expression list treated as compound expression
curves.cpp:157: warning: left-hand operand of comma has no effect
curves.cpp:157: warning: right-hand operand of comma has no effect
curves.cpp:157: warning: right-hand operand of comma has no effect
curves.cpp:167: error: no matching function for call to 'QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::Linear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, QuantLib::DayCounter&, std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote> > >, std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >, QuantLib::Real&)'
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:84: note: candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::Linear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:72: note:                 QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::Linear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:60: note:                 QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::Linear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::Linear, QuantLib::IterativeBootstrap>&)
curves.cpp:177: error: no matching function for call to 'QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, QuantLib::DayCounter&, std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote> > >, std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >, QuantLib::Real&)'
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:84: note: candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::LogLinear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:72: note:                 QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::ForwardRate, Interpolator = QuantLib::LogLinear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:60: note:                 QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::PiecewiseYieldCurve<QuantLib::ForwardRate, QuantLib::LogLinear, QuantLib::IterativeBootstrap>&)
curves.cpp:183: error: 'Cubic' was not declared in this scope
curves.cpp:183: error: template argument 2 is invalid
curves.cpp:187: error: new initializer expression list treated as compound expression
curves.cpp:187: warning: left-hand operand of comma has no effect
curves.cpp:187: warning: right-hand operand of comma has no effect
curves.cpp:187: warning: right-hand operand of comma has no effect
curves.cpp:197: error: no matching function for call to 'QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, QuantLib::DayCounter&, std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote> > >, std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >, QuantLib::Real&)'
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:84: note: candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::Linear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:72: note:                 QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::Linear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:60: note:                 QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::Linear, QuantLib::IterativeBootstrap>&)
curves.cpp:207: error: no matching function for call to 'QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> >, std::allocator<boost::shared_ptr<QuantLib::BootstrapHelper<QuantLib::YieldTermStructure> > > >&, QuantLib::DayCounter&, std::vector<QuantLib::Handle<QuantLib::Quote>, std::allocator<QuantLib::Handle<QuantLib::Quote> > >, std::vector<QuantLib::Date, std::allocator<QuantLib::Date> >, QuantLib::Real&)'
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:84: note: candidates are: QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(QuantLib::Natural, const QuantLib::Calendar&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::LogLinear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:72: note:                 QuantLib::PiecewiseYieldCurve<Traits, Interpolator, Bootstrap>::PiecewiseYieldCurve(const QuantLib::Date&, const std::vector<boost::shared_ptr<typename Traits::helper>, std::allocator<boost::shared_ptr<typename Traits::helper> > >&, const QuantLib::DayCounter&, QuantLib::Real, const Interpolator&) [with Traits = QuantLib::ZeroYield, Interpolator = QuantLib::LogLinear, Bootstrap = QuantLib::IterativeBootstrap]
d:/Rcompile/CRANpkg/extralibs/QuantLib/ql/termstructures/yield/piecewiseyieldcurve.hpp:60: note:                 QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::LogLinear, QuantLib::IterativeBootstrap>::PiecewiseYieldCurve(const QuantLib::PiecewiseYieldCurve<QuantLib::ZeroYield, QuantLib::LogLinear, QuantLib::IterativeBootstrap>&)
curves.cpp:213: error: 'Cubic' was not declared in this scope
curves.cpp:213: error: template argument 2 is invalid
curves.cpp:217: error: new initializer expression list treated as compound expression
curves.cpp:217: warning: left-hand operand of comma has no effect
curves.cpp:217: warning: right-hand operand of comma has no effect
curves.cpp:217: warning: right-hand operand of comma has no effect
d:/Rcompile/CRANpkg/extralibs/QuantLib/boost/shared_ptr.hpp: In constructor 'boost::shared_ptr<T>::shared_ptr(Y*) [with Y = int, T = QuantLib::YieldTermStructure]':
curves.cpp:157:   instantiated from here
d:/Rcompile/CRANpkg/extralibs/QuantLib/boost/shared_ptr.hpp:149: error: cannot convert 'int*' to 'QuantLib::YieldTermStructure*' in initialization
make[3]: *** [curves.o] Error 1
make[2]: *** [srcDynlib] Error 2
make[1]: *** [all] Error 2
make: *** [pkg-RQuantLib] Error 2
*** Installation of RQuantLib failed ***

Removing 'd:/Rcompile/CRANpkg/lib/2.7/RQuantLib'
Restoring previous 'd:/Rcompile/CRANpkg/lib/2.7/RQuantLib'