[Blotter-commits] r717 - in pkg/FinancialInstrument: R man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sun Aug 7 22:51:59 CEST 2011


Author: gsee
Date: 2011-08-07 22:51:59 +0200 (Sun, 07 Aug 2011)
New Revision: 717

Modified:
   pkg/FinancialInstrument/R/parse_id.R
   pkg/FinancialInstrument/man/parse_suffix.Rd
Log:
typo in docs

Modified: pkg/FinancialInstrument/R/parse_id.R
===================================================================
--- pkg/FinancialInstrument/R/parse_id.R	2011-08-07 19:56:28 UTC (rev 716)
+++ pkg/FinancialInstrument/R/parse_id.R	2011-08-07 20:51:59 UTC (rev 717)
@@ -76,10 +76,10 @@
 #' 1CU1, 1CU11, 1CSEP11, 1DU1 (dividend protected)
 #'
 #' These would be recognized as Adjusted futures:
-#' cm.30 == 30 day constant maturity future
-#' cc.OI == continuous contract rolled when Open Interest rolls
-#' cc.Vol == continuous contract roll when Volumn rolls
-#' cc.Exp.1 == continuous contract rolled 1 day before Expiration
+#' cm.30 (30 day constant maturity future),
+#' cc.OI (continuous contract rolled when Open Interest rolls),
+#' cc.Vol (continuous contract roll when Volumn rolls),
+#' cc.Exp.1 (continuous contract rolled 1 day before Expiration)
 #'
 #' Synthetics only return a value for the $type slot:
 #' U1.Z1 --> type == calendar, spread; 
@@ -87,7 +87,7 @@
 #' SPY.DIA --> type == synthetic; 
 #' 110917C125.110917P125 --> type == option_spread, spread
 #' @param x the suffix_id to be parsed
-#' @param silent silence warnings? (warning will usually be about infering a 4 digit year from a 1 or 2 digit year)
+#' @param silent silence warnings? (warning will usually be about inferring a 4 digit year from a 1 or 2 digit year)
 #' @return an object of class \sQuote{suffix.list} which is a list containing \sQuote{type} of instrument, 
 #' \sQuote{month} of expiration, \sQuote{year} of expiration, \sQuote{strike} price of option, 
 #' \sQuote{right} of option (\dQuote{C} or \dQuote{P}), \sQuote{cm} (maturity in days of a constant maturity contract),

Modified: pkg/FinancialInstrument/man/parse_suffix.Rd
===================================================================
--- pkg/FinancialInstrument/man/parse_suffix.Rd	2011-08-07 19:56:28 UTC (rev 716)
+++ pkg/FinancialInstrument/man/parse_suffix.Rd	2011-08-07 20:51:59 UTC (rev 717)
@@ -8,7 +8,7 @@
   \item{x}{the suffix_id to be parsed}
 
   \item{silent}{silence warnings? (warning will usually be
-  about infering a 4 digit year from a 1 or 2 digit year)}
+  about inferring a 4 digit year from a 1 or 2 digit year)}
 }
 \value{
   an object of class \sQuote{suffix.list} which is a list
@@ -33,11 +33,11 @@
   These would be recognized as Sep 2011 single stock
   futures: 1CU1, 1CU11, 1CSEP11, 1DU1 (dividend protected)
 
-  These would be recognized as Adjusted futures: cm.30 ==
-  30 day constant maturity future cc.OI == continuous
-  contract rolled when Open Interest rolls cc.Vol ==
-  continuous contract roll when Volumn rolls cc.Exp.1 ==
-  continuous contract rolled 1 day before Expiration
+  These would be recognized as Adjusted futures: cm.30 (30
+  day constant maturity future), cc.OI (continuous contract
+  rolled when Open Interest rolls), cc.Vol (continuous
+  contract roll when Volumn rolls), cc.Exp.1 (continuous
+  contract rolled 1 day before Expiration)
 
   Synthetics only return a value for the $type slot: U1.Z1
   --> type == calendar, spread; U11.Z11 --> type ==



More information about the Blotter-commits mailing list