ta-lib port using SWIG

[BENI]

ta-lib is a collection of math/statistical functions for estimating
price variablity of stock prices.

There is no port that exists for ruby.

Since I needed one so thought of building.

I followed the pick axe book.

Finally as there are about 120 functions to port so thuoght of using
SWIG.

I have gone through SWIG doc anf series of mails in comp.lang.ruby
but still some how I am unable to get the ball rooling.

I am particularly struck whether i would need to write some extra
typemap in swig given my C header of one of the function

==================
TA_RetCode TA_MA( int startIdx,
int endIdx,
const double inReal[],
int optInTimePeriod,
int optInMAType,
int *outBegIdx,
int *outNbElement,
double outReal[],
)
==============

In C
=============
Lets say you wish to calculate a 30 day moving average using closing
prices. The function call could look as follow:

TA_Real closePrice[400];
TA_Real out[400];
TA_Integer outBeg;
TA_Integer outNbElement;

/* ... initialize your closing price here... */

retCode = TA_MA( 0, 399,
&closePrice[0],
30,TA_MAType_SMA,
&outBeg, &outNbElement, &out[0] );

/* The output is displayed here */
for( i=0; i < outNbElement; i++ )
printf( "Day %d = %f\n", outBeg+i, out );
==============================================


Given this API do I need to write special typemap for arguments
like....const double inReal[],int *outBegIdx,int
*outNbElement,double outReal[]


Can anyone give me a lead?????