[Blotter-commits] r16 - pkg/man

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

Author: peter_carl
Date: 2008-12-17 04:53:35 +0100 (Wed, 17 Dec 2008)
New Revision: 16

Modified:
   pkg/man/calcRealizedPL.Rd
Log:
- first draft of documentation


Modified: pkg/man/calcRealizedPL.Rd
===================================================================
--- pkg/man/calcRealizedPL.Rd	2008-12-17 03:52:59 UTC (rev 15)
+++ pkg/man/calcRealizedPL.Rd	2008-12-17 03:53:35 UTC (rev 16)
@@ -1,76 +1,43 @@
 \name{calcRealizedPL}
 \alias{calcRealizedPL}
-%- Also NEED an '\alias' for EACH other topic documented here.
-\title{ ~~function to do ... ~~ }
+\title{ Calculate realized gain or loss }
 \description{
-  ~~ A concise (1-5 lines) description of what the function does. ~~
+  Calculates any realized gain or loss resulting from a transaction
 }
 \usage{
 calcRealizedPL(TxnQty, TxnAvgCost, PrevPosAvgCost, PosQty, PrevPosQty)
 }
 %- maybe also 'usage' for other objects documented here.
 \arguments{
-  \item{TxnQty}{ ~~Describe \code{TxnQty} here~~ }
-  \item{TxnAvgCost}{ ~~Describe \code{TxnAvgCost} here~~ }
-  \item{PrevPosAvgCost}{ ~~Describe \code{PrevPosAvgCost} here~~ }
-  \item{PosQty}{ ~~Describe \code{PosQty} here~~ }
-  \item{PrevPosQty}{ ~~Describe \code{PrevPosQty} here~~ }
+  \item{TxnQty}{ total units (shares) of the transaction }
+  \item{TxnAvgCost}{ unit normalized (per share) cost implied by the transaction }
+  \item{PrevPosAvgCost}{ average position cost of the previous position }
+  \item{PosQty}{ total units (shares) of the resulting position }
+  \item{PrevPosQty}{ quantity of the previous position }
 }
 \details{
-  ~~ If necessary, more details than the description above ~~
+    Calculated using the following conditions:
+    - if the previous position is zero, RealizedPL = 0
+    - if previous position is positive and position is larger, RealizedPL =0
+    - if previous position is negative and position is smaller, RealizedPL =0
+
+    - if prev position is negative and position is larger, OR
+    - if prev position is positive and position is smaller,
+    then calc RealizedPL as:
+        RealizedPL = TxnQty * (PrevPosAvgCost - TxnAvgCost)
+
 }
 \value{
-  ~Describe the value returned
-  If it is a LIST, use
-  \item{comp1 }{Description of 'comp1'}
-  \item{comp2 }{Description of 'comp2'}
-  ...
+  Numeric value of profit or loss realized in a transaction
 }
-\references{ ~put references to the literature/web site here ~ }
-\author{ ~~who you are~~ }
-\note{ ~~further notes~~ 
-
- ~Make other sections like Warning with \section{Warning }{....} ~
+\author{ Peter Carl }
+\note{ 
+    Note that the multiplier is missing for other types of instruments
 }
-\seealso{ ~~objects to See Also as \code{\link{help}}, ~~~ }
+\seealso{ \code{\link{addTxn}}, \code{\link{getTxn}}, \code{\link{getPosAvgCost}}, \code{\link{calcTxnAvgCost}} }
 \examples{
-##---- Should be DIRECTLY executable !! ----
-##-- ==>  Define data, use random,
-##--	or do  help(data=index)  for the standard data sets.
-
-## The function is currently defined as
-function(TxnQty, TxnAvgCost, PrevPosAvgCost, PosQty, PrevPosQty)
-{ # @author Peter Carl
-
-    # DESCRIPTION
-    # Calculates any realized gain or loss resulting from a transaction
-
-    # Inputs
-    # TxnQty: total units (shares) of the transaction
-    # TxnAvgCost: unit normalized (per share) cost implied by the transaction
-    # PrevPosAvgCost: average position cost of the previous position
-    # PosQty: total units (shares) of the resulting position
-    # PrevPosQty: quantity of the previous position
-
-    # Outputs
-    # RealizedPL: value of profit or loss realized in a transaction
-
-    # if the previous position is zero, RealizedPL = 0
-    # if previous position is positive and position is larger, RealizedPL =0
-    # if previous position is negative and position is smaller, RealizedPL =0
-    if(abs(PrevPosQty) < abs(PosQty) | (PrevPosQty = 0))
-        RealizedPL = 0
-
-    # if prev position is negative and position is larger, OR
-    # if prev position is positive and position is smaller,
-    # then calc RealizedPL
-    else
-        RealizedPL = TxnQty * (PrevPosAvgCost - TxnAvgCost)
-
-    return(RealizedPL)
-  }
 }
 % Add one or more standard keywords, see file 'KEYWORDS' in the
 % R documentation directory.
-\keyword{ ~kwd1 }
-\keyword{ ~kwd2 }% __ONLY ONE__ keyword per line
+\keyword{ utilities }
+\keyword{ manip }