install RQuantLib on Microsoft Windows

I need to install the R package RQuantLib on a Microsoft Windows machine. There is no binary for this package so I downloaded the tar source.

I opened it and it contains the QuantLib C++ libraries. So I need to compile the package.

I don't want to install Visual Studio and I use eclipse IDE. Can I use the compiler cygwin to compile the C cod开发者_Go百科e of the RQuantLib package? Will the resulting compiled code be usable by R on my windows machine?

Thank you for you help.

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I wrote about how to build RQuantLib on Windows on my blog. I didn't try it with Cygwin, but you can do it with MinGW.

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