Thanks. "library('RQuantLib',quiet=TRUE)" did the trick to make the AmericanOption() function work in the R console.

However, Zorro's ContractVal() function did already work before (I used the OptionsCurve script to test), so it appears as if Zorro could already use RQuantLib while R console could not.

Please note that while following the installation instructions from the stackoverflow URL above, Rcpp got installed automatically.

Thanks for the add-on to the manual.