[Blotter-commits] r82 - pkg/man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sat Mar 14 18:08:06 CET 2009 

Author: edd
Date: 2009-03-14 18:08:04 +0100 (Sat, 14 Mar 2009)
New Revision: 82

Modified:
   pkg/man/calcAcctAttr.Rd
   pkg/man/calcPortfAttr.Rd
   pkg/man/calcPortfWgt.Rd
   pkg/man/initAcct.Rd
Log:
add missing \itemize{} spotted by R CMD check from R 2.9.0 pre-releases and its new Rd parser


Modified: pkg/man/calcAcctAttr.Rd
===================================================================
--- pkg/man/calcAcctAttr.Rd	2009-03-14 16:52:42 UTC (rev 81)
+++ pkg/man/calcAcctAttr.Rd	2009-03-14 17:08:04 UTC (rev 82)
@@ -14,7 +14,8 @@
   \item{Date}{ Date range to return.  If NULL (default), the function returns all available dates }
 }
 \details{
-The attributes for the account are defined as:
+  The attributes for the account are defined as:
+  \itemize{
     \item{Long.Value}{ The aggregated value of the positions held long in each portfolio.} 
     \item{Short.Value}{ The aggregated value of the positions held short in each portfolio.}
     \item{Net.Value}{ The net value of the positions held in each portfolio, calculated as long value less short value.}
@@ -23,6 +24,7 @@
     \item{Realized.PL}{ The aggregated value of the realized profit and loss for each portfolio.}
     \item{Unrealized.PL}{ The aggregated value of the unrealized profit and loss for each portfolio.}
     \item{Trading.PL}{ The sum of the realized and unrealized profit and loss for each portfolio.}
+  }
 }
 \value{
   An xts time series with the calculated attribute values

Modified: pkg/man/calcPortfAttr.Rd
===================================================================
--- pkg/man/calcPortfAttr.Rd	2009-03-14 16:52:42 UTC (rev 81)
+++ pkg/man/calcPortfAttr.Rd	2009-03-14 17:08:04 UTC (rev 82)
@@ -16,16 +16,17 @@
   \item{Date}{ The ISO 8601 date to calculate the attribute for.  If no date is specified (NULL by default), the function calculates for all available dates }
 }
 \details{
-Attribute can be any of the following:
-  \item{Long.Value}{ The sum of the notional value of all positions held long in the portfolio.}
-  \item{Short.Value}{The sum of the notional value of all positions held short in the portfolio.} 
-  \item{Net.Value}{The sum of the notional long and notional short value of the portfolio.}
-  \item{Gross.Value}{The sum of the notional long and absolute value of the notional short value of the portfolio.}
-  \item{Txn.Fees}{The sum of brokerage commissions, exchange and other brokerage fees paid by the portfolio during the period.}
-  \item{Realized.PL}{The sum of net realized profits or losses aggregated from the underlying positions in the portfolio.  Gross realized profits can be calculated by adding 'Txn.Fees', the brokerage commission expenses for the period.}
-  \item{Unrealized.PL}{The sum total increase or decrease in unrealized profits or losses on open positions in the portfolio at the end of the period.}
-  \item{Trading.PL}{Net realized profit or loss plus interest income plus change in unrealized profit or loss across all positions in the portfolio.}
-
+  Attribute can be any of the following:
+  \itemize{
+    \item{Long.Value}{ The sum of the notional value of all positions held long in the portfolio.}
+    \item{Short.Value}{The sum of the notional value of all positions held short in the portfolio.} 
+    \item{Net.Value}{The sum of the notional long and notional short value of the portfolio.}
+    \item{Gross.Value}{The sum of the notional long and absolute value of the notional short value of the portfolio.}
+    \item{Txn.Fees}{The sum of brokerage commissions, exchange and other brokerage fees paid by the portfolio during the period.}
+    \item{Realized.PL}{The sum of net realized profits or losses aggregated from the underlying positions in the portfolio.  Gross realized profits can be calculated by adding 'Txn.Fees', the brokerage commission expenses for the period.}
+    \item{Unrealized.PL}{The sum total increase or decrease in unrealized profits or losses on open positions in the portfolio at the end of the period.}
+    \item{Trading.PL}{Net realized profit or loss plus interest income plus change in unrealized profit or loss across all positions in the portfolio.}
+  }
 The function \command{calcPortfSummary} returns all of the columns in an xts object.
 }
 \value{

Modified: pkg/man/calcPortfWgt.Rd
===================================================================
--- pkg/man/calcPortfWgt.Rd	2009-03-14 16:52:42 UTC (rev 81)
+++ pkg/man/calcPortfWgt.Rd	2009-03-14 17:08:04 UTC (rev 82)
@@ -17,10 +17,12 @@
 }
 \details{
   Portfolio weights can be calculated several different ways, and this function accommodates several methods.  The denominator may be specified as:
-  \item{Long.Value}{ The sum of the notional value of all positions held long in the portfolio.}
-  \item{Short.Value}{The sum of the notional value of all positions held short in the portfolio.} 
-  \item{Net.Value}{The sum of the notional long and notional short value of the portfolio.}
-  \item{Gross.Value}{Default. The sum of the notional long and absolute value of the notional short value of the portfolio.}
+  \itemize{
+    \item{Long.Value}{ The sum of the notional value of all positions held long in the portfolio.}
+    \item{Short.Value}{The sum of the notional value of all positions held short in the portfolio.} 
+    \item{Net.Value}{The sum of the notional long and notional short value of the portfolio.}
+    \item{Gross.Value}{Default. The sum of the notional long and absolute value of the notional short value of the portfolio.}
+  }
 }
 \value{
   Time series object (xts) with weights by date in rows and symbolname in columns.

Modified: pkg/man/initAcct.Rd
===================================================================
--- pkg/man/initAcct.Rd	2009-03-14 16:52:42 UTC (rev 81)
+++ pkg/man/initAcct.Rd	2009-03-14 17:08:04 UTC (rev 82)
@@ -28,6 +28,7 @@
 An Account object is a list of portfolios with aggregated portfolio summary information from all of the portfolios affiliated with the account.
 
 The Account object is modeled on the information contained within the CFTC's thirteen-column presentation table.  To support that presentation, the account object tracks the following items at the account level:
+\itemize{
   \item{Additions}{The sum of all new capital additions made at the beginning of the period into this account or initial deposits to a newly opened account. This does not include profits on existing money.}
   \item{Withdrawals}{The total of capital withdrawals made at the beginning of the period from this account, such as a partial withdrawal for whatever reason or the total ending equity from a terminating account.}
   \item{Txn.Fees}{The sum of brokerage commissions, exchange and other brokerage fees paid by the account during the period.}
@@ -38,7 +39,7 @@
   \item{Advisory.Fees}{Management and incentive fees charged or accrued during the period by the advisor for services rendered.}
   \item{Net.Performance}{ Trading profit or loss minus charges made as advisory fees. }
   \item{End.Eq}{Capital available for trading as of the end of the period, such as the end of the day or of the month. The following period's beginning equity is equal to the prior period's ending equity.  Period rate of return can be calculated from this column.}
-
+}
 For each portfolio, the account object tracks calculated portfolio information.  That information is calculated by the function \code{\link{calcPortfSummary}}.  For each portfolio held in the account, a slot named for the portfolio contains the following columns, held in a regular xts time series:
 \itemize{
   \item{Long.Value}{ The sum of the notional value of all positions held long in the portfolio.}

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