[R] [R-SIG-Finance] Does anybody know how to connect to KDB from within R?

[Silika Prohl]

Dear all,
I need to compute yield corporate bond yields. I have coupon, 
market price and maturity. Could anybody give an advice how
to compute this. I found the package termstr in R.
Is this one which I need?
Best,
Sven


-----Original Message-----
From: r-sig-finance-bounces at stat.math.ethz.ch
[mailto:r-sig-finance-bounces at stat.math.ethz.ch] On Behalf Of Brian G.
Peterson
Sent: Donnerstag, 24. September 2009 19:39
To: Michael
Cc: r-sig-finance at stat.math.ethz.ch; r-help
Subject: Re: [R-SIG-Finance] Does anybody know how to connect to KDB
from within R?

Michael wrote:
> Does anybody know how to connect to KDB from within R?
> Please give me some pointers... Thanks a lot!
>   
Michael,

KX distributes R glue code with kdb. 

http://kx.com/q/interfaces/r/

Talk to them if you need support on using it, your firm presumably paid 
enough for the license...

Also, you may wish to read Dirk's post and related posts on the list 
archives here regarding POSIXct compatibility:

http://dirk.eddelbuettel.com/blog/2009/02/03/#kdbplus_datetime_patch


Regards,

    - Brian

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