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Install RQuantLib on Microsoft Windows

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

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

I do not want to install Visual Studio, and I use the eclipse IDE. Can I use the cygwin compiler to compile the C code of the RQuantLib package? Will the resulting compiled code be used by R on my Windows machine?

Thank you for your help.

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, RQuantLib Windows . Cygwin, MinGW.

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