[Blotter-commits] r125 - in pkg/instrument: . demo

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Dec 14 17:24:36 CET 2009


Author: braverock
Date: 2009-12-14 17:24:36 +0100 (Mon, 14 Dec 2009)
New Revision: 125

Added:
   pkg/instrument/demo/
   pkg/instrument/demo/demo.R
Log:
- Initial Revision of demo to set up financial instruments

Added: pkg/instrument/demo/demo.R
===================================================================
--- pkg/instrument/demo/demo.R	                        (rev 0)
+++ pkg/instrument/demo/demo.R	2009-12-14 16:24:36 UTC (rev 125)
@@ -0,0 +1,12 @@
+require(instrument)
+currency("USD")
+currency("GBP")
+currency("EUR")
+currency("YEN")
+exchange_rate("USDGBP","USD","GBP")
+exchange_rate("EURGBP","EUR","GBP")
+exchange_rate("EURYEN","EUR","YEN")
+exchange_rate("USDYEN","USD","YEN")
+stock("IBM","USD",1)
+option(".IBM","USD",100,underlying_id="IBM")
+# Jeff to pull put and call option series for 2009


Property changes on: pkg/instrument/demo/demo.R
___________________________________________________________________
Name: svn:keywords
   + Revision Id



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