Merge pull request #105 from jeroen/master

Build on windows using rwinlib and BH

.Rbuildignore

@@ -4,3 +4,4 @@
 FIXME
 misc
 Contributing.md
+windows

.gitignore

@@ -5,3 +5,4 @@ src/*.o
 src/*.so
 src/*.dll
 /FIXME
+windows

DESCRIPTION

@@ -16,7 +16,6 @@ Imports: methods, Rcpp (>= 0.11.0), stats, graphics, zoo
 LinkingTo: Rcpp
 SystemRequirements: QuantLib library (>= 1.8.0) from http://quantlib.org,
  Boost library from http://www.boost.org
-OS_type: unix 
 License: GPL (>= 2)
 URL: http://dirk.eddelbuettel.com/code/rquantlib.html
 BugReports: https://github.com/eddelbuettel/rquantlib/issues

src/Makevars.win

@@ -1,17 +1,18 @@
-# -*- mode: Makefile -*-
-#
-# Copyright 2005 - 2006 Dominick Samperi
-# Copyright 2005        Uwe Ligges
-# Copyright 2008 - 2015 Dirk Eddelbuettel
-# Copyright 2011        Uwe Ligges, Brian Ripley, and Josh Ulrich
-
-## This assumes that we can call Rscript to ask Rcpp about its locations
-## Use the R_HOME indirection to support installations of multiple R version
-## Commented out as Rcpp 0.11.0 and later no longer require this
-#RCPP_LDFLAGS = $(shell "${R_HOME}/bin${R_ARCH_BIN}/Rscript.exe" -e "Rcpp:::LdFlags()")
-
-## The environment variable QUANTLIB_ROOT has to point to an existing build of QuantLib
-## With R 2.12.0 and later, we also support 32 and 64 bit builds and need to differentiate
-PKG_CPPFLAGS=-I$(QUANTLIB_ROOT) -I../inst/include -I. -I$(BOOSTLIB) 
-PKG_CXXFLAGS=$(SHLIB_OPENMP_CFLAGS) -fpermissive 
-PKG_LIBS=-L$(QUANTLIB_ROOT)/lib${R_ARCH} -lQuantLib $(SHLIB_OPENMP_CFLAGS) 
+# -*- mode: Makefile -*-
+#
+# Copyright 2005 - 2006 Dominick Samperi
+# Copyright 2005        Uwe Ligges
+# Copyright 2008 - 2015 Dirk Eddelbuettel
+# Copyright 2011        Uwe Ligges, Brian Ripley, and Josh Ulrich
+RWINLIB=../windows/quantlib-1.12.1
+PKG_CPPFLAGS=-I$(RWINLIB)/include -I../inst/include
+PKG_CXXFLAGS=$(SHLIB_OPENMP_CFLAGS)
+PKG_LIBS=-L$(RWINLIB)/lib${R_ARCH} -lQuantLib $(SHLIB_OPENMP_CFLAGS) 
+
+all: clean winlibs
+
+clean:
+	rm -f $(SHLIB) $(OBJECTS)
+
+winlibs:
+	"${R_HOME}/bin${R_ARCH_BIN}/Rscript.exe" "../tools/winlibs.R"

tools/winlibs.R

@@ -0,0 +1,9 @@
+# Build against mingw-w64 build of quantlib
+if(!file.exists("../windows/quantlib-1.12.1/include/ql/quantlib.hpp")){
+  if(getRversion() < "3.3.0") setInternet2()
+  download.file("https://github.com/rwinlib/quantlib/archive/v1.12.1.zip", "lib.zip", quiet = TRUE)
+  dir.create("../windows", showWarnings = FALSE)
+  unzip("lib.zip", exdir = "../windows")
+  unzip("../windows/quantlib-1.12.1/lib.zip", exdir = "../windows/quantlib-1.12.1")
+  unlink("lib.zip")
+}