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Dirk Eddelbuettel has recently released RQuantLib-0.3.7, which contains the necessary QuantLib builds to allow the CRAN servers to build the Windows binary.Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
This (thankfully) makes my post on how to build RQuantLib on 32-bit Windows unnecessary for casual users, but may be useful for those who want to develop RQuantLib on Windows.
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