[Blotter-commits] r184 - pkg/FinancialInstrument/demo

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

Author: braverock
Date: 2010-01-19 15:58:00 +0100 (Tue, 19 Jan 2010)
New Revision: 184

Modified:
   pkg/FinancialInstrument/demo/demo.R
Log:
- add comments

Modified: pkg/FinancialInstrument/demo/demo.R
===================================================================
--- pkg/FinancialInstrument/demo/demo.R	2010-01-19 14:55:43 UTC (rev 183)
+++ pkg/FinancialInstrument/demo/demo.R	2010-01-19 14:58:00 UTC (rev 184)
@@ -1,12 +1,26 @@
 require(FinancialInstrument)
+
+# currencies need to be defined first
+
 currency("USD")
 currency("GBP")
 currency("EUR")
 currency("YEN")
+
+# now exchange rates
 exchange_rate("USDGBP","USD","GBP")
+exchange_rate("USDEUR","USD","EUR")
 exchange_rate("EURGBP","EUR","GBP")
 exchange_rate("EURYEN","EUR","YEN")
 exchange_rate("USDYEN","USD","YEN")
+
+# now a stock and an option contract on it
 stock("IBM","USD",1)
 option(".IBM","USD",100,underlying_id="IBM")
-# Jeff to pull put and call option series for 2009
+#@TODO:Jeff to pull put and call option series for 2009
+
+# bond & bond future
+
+# non-US
+
+# add a spread