[Blotter-commits] r1129 - in pkg/FinancialInstrument: R man

[noreply at r-forge.r-project.org]

Author: gsee
Date: 2012-08-22 04:13:54 +0200 (Wed, 22 Aug 2012)
New Revision: 1129

Removed:
   pkg/FinancialInstrument/man/synthetic.ratio.Rd
Modified:
   pkg/FinancialInstrument/R/synthetic.R
Log:
 removed deprecated synthetic.ratio

Modified: pkg/FinancialInstrument/R/synthetic.R
===================================================================
--- pkg/FinancialInstrument/R/synthetic.R	2012-08-22 01:48:39 UTC (rev 1128)
+++ pkg/FinancialInstrument/R/synthetic.R	2012-08-22 02:13:54 UTC (rev 1129)
@@ -28,34 +28,6 @@
     instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , identifiers = identifiers, assign_i=assign_i, ...=..., type=type, members=members)
 }
 
-#' constructors for synthetic instruments
-#' 
-#' THIS FUNCTION HAS BEEN DEPRECATED. Use synthetic.instrument instead.
-#' Simple derivatives like \code{\link{option}} or \code{\link{future}} contracts typically have one underlying instrument.  
-#' While properties like strike and expiration vary for these derivative contracts or series, the underlying is well understood.
-#' 
-#' More complex derivatives are typically modeled as baskets of underlying products, and are typically traded over-the-counter or as proprietary in-house products.
-#' 
-#' The general \code{synthetic} function is intended to be extended to support these arbitrary baskets of assets.  
-#' 
-#' Currently implemented examples are in ratio based spreads in \code{spread} and in exchange-guaranteed spread products in \code{guaranteed_spread}.
-#' 
-#' We welcome assistance from others to model more complex OTC derivatives such as swap products.
-#' 
-#' @param primary_id string describing the unique ID for the instrument
-#' @param currency string describing the currency ID of an object of type \code{\link{currency}}
-#' @param multiplier numeric multiplier to apply to the price in the instrument currency to get to notional value
-#' @param identifiers character vector of any other identifiers that should also be stored for this instrument
-#' @param ... any other passthru parameters such as tick_size -- the tick increment of the instrument price in it's trading venue, as numeric quantity (e.g. 1/8 is .125)
-#' @param type class string, should not be set by users
-#' @param members character vector of instrument identifiers that make up the synthetic
-#' @param memberratio numeric vector of ratio relationships between members, e.g. c(4,3) for a 4:3 spread
-#' @note DEPRECATED
-#' @export
-synthetic.ratio <- function(primary_id , currency ,  members, memberratio, ..., multiplier=1, identifiers = NULL, type=c("synthetic.ratio","synthetic"))
-{
-    .Deprecated(new='synthetic.instrument',package='FinancialInstrument') 
-}
 
 #' synthetic instrument constructors
 #' 

Deleted: pkg/FinancialInstrument/man/synthetic.ratio.Rd
===================================================================
--- pkg/FinancialInstrument/man/synthetic.ratio.Rd	2012-08-22 01:48:39 UTC (rev 1128)
+++ pkg/FinancialInstrument/man/synthetic.ratio.Rd	2012-08-22 02:13:54 UTC (rev 1129)
@@ -1,64 +0,0 @@
-\name{synthetic.ratio}
-\alias{synthetic.ratio}
-\title{constructors for synthetic instruments}
-\usage{
-  synthetic.ratio(primary_id, currency, members,
-    memberratio, ..., multiplier = 1, identifiers = NULL,
-    type = c("synthetic.ratio", "synthetic"))
-}
-\arguments{
-  \item{primary_id}{string describing the unique ID for the
-  instrument}
-
-  \item{currency}{string describing the currency ID of an
-  object of type \code{\link{currency}}}
-
-  \item{multiplier}{numeric multiplier to apply to the
-  price in the instrument currency to get to notional
-  value}
-
-  \item{identifiers}{character vector of any other
-  identifiers that should also be stored for this
-  instrument}
-
-  \item{...}{any other passthru parameters such as
-  tick_size -- the tick increment of the instrument price
-  in it's trading venue, as numeric quantity (e.g. 1/8 is
-  .125)}
-
-  \item{type}{class string, should not be set by users}
-
-  \item{members}{character vector of instrument identifiers
-  that make up the synthetic}
-
-  \item{memberratio}{numeric vector of ratio relationships
-  between members, e.g. c(4,3) for a 4:3 spread}
-}
-\description{
-  THIS FUNCTION HAS BEEN DEPRECATED. Use
-  synthetic.instrument instead. Simple derivatives like
-  \code{\link{option}} or \code{\link{future}} contracts
-  typically have one underlying instrument. While
-  properties like strike and expiration vary for these
-  derivative contracts or series, the underlying is well
-  understood.
-}
-\details{
-  More complex derivatives are typically modeled as baskets
-  of underlying products, and are typically traded
-  over-the-counter or as proprietary in-house products.
-
-  The general \code{synthetic} function is intended to be
-  extended to support these arbitrary baskets of assets.
-
-  Currently implemented examples are in ratio based spreads
-  in \code{spread} and in exchange-guaranteed spread
-  products in \code{guaranteed_spread}.
-
-  We welcome assistance from others to model more complex
-  OTC derivatives such as swap products.
-}
-\note{
-  DEPRECATED
-}
-