[Rquantlib-commits] r278 - in pkg/RQuantLib: R tests

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

Author: edd
Date: 2010-08-02 19:08:59 +0200 (Mon, 02 Aug 2010)
New Revision: 278

Modified:
   pkg/RQuantLib/R/calendars.R
   pkg/RQuantLib/tests/RQuantlib.Rout.save
Log:
corrected arguments for deprecated BusinessDay function (we now prefer isBusinessDay)
update regression testing output for fact that we longer return lists for single argument returns under the new API


Modified: pkg/RQuantLib/R/calendars.R
===================================================================
--- pkg/RQuantLib/R/calendars.R	2010-08-02 16:45:46 UTC (rev 277)
+++ pkg/RQuantLib/R/calendars.R	2010-08-02 17:08:59 UTC (rev 278)
@@ -29,7 +29,9 @@
     names(val) <- dates
     val
 }
-businessDay <- function(...) isBusinessDay(...)  ## may get deprecated one day
+businessDay <- function(calendar="TARGET", dates=Sys.Date()) {  ## may get deprecated one day
+    isBusinessDay(calendar, dates)
+}
 
 isHoliday <- function(calendar="TARGET", dates=Sys.Date()) {
     stopifnot(is.character(calendar))

Modified: pkg/RQuantLib/tests/RQuantlib.Rout.save
===================================================================
--- pkg/RQuantLib/tests/RQuantlib.Rout.save	2010-08-02 16:45:46 UTC (rev 277)
+++ pkg/RQuantLib/tests/RQuantlib.Rout.save	2010-08-02 17:08:59 UTC (rev 278)
@@ -151,33 +151,25 @@
 > 
 > ## bond.cpp: examples from Fixed Income page of Matlab
 > ZeroYield(95, 100, as.Date("1993-6-24"), as.Date("1993-11-1"))
-$yield
 [1] 0.1477733
-
 attr(,"class")
 [1] "ZeroYield"
 > 
 > ## bond.cpp: test theoretical price of bond by its yield
 > ZeroPriceByYield(0.1478, 100, as.Date("1993-6-24"), as.Date("1993-11-1"))
-$cleanPrice
 [1] 94.99914
-
 attr(,"class")
 [1] "ZeroPriceByYield"
 > 
 > ## bond.cpp: test theoretical yield of a fixed rate bond, = 0.0307
 > FixedRateBondYield(,99.282, 100000, as.Date("2004-11-30"), as.Date("2008-11-30"), 3, , c(0.02875), , , , ,as.Date("2004-11-30"))
-$yield
 [1] 0.03066526
-
 attr(,"class")
 [1] "FixedRateBondYield"
 > 
 > ## bond.cpp: test theoretical price of a fixed rate bond  = 99.2708
 > FixedRateBondPriceByYield(,0.0307, 100000, as.Date("2004-11-30"), as.Date("2008-11-30"), 3, , c(0.02875), , , , ,as.Date("2004-11-30"))
-$cleanPrice
 [1] 99.26903
-
 attr(,"class")
 [1] "FixedRateBondPriceByYield"
 >