[Blotter-commits] r717 - in pkg/FinancialInstrument: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Aug 7 22:51:59 CEST 2011
Author: gsee
Date: 2011-08-07 22:51:59 +0200 (Sun, 07 Aug 2011)
New Revision: 717
Modified:
pkg/FinancialInstrument/R/parse_id.R
pkg/FinancialInstrument/man/parse_suffix.Rd
Log:
typo in docs
Modified: pkg/FinancialInstrument/R/parse_id.R
===================================================================
--- pkg/FinancialInstrument/R/parse_id.R 2011-08-07 19:56:28 UTC (rev 716)
+++ pkg/FinancialInstrument/R/parse_id.R 2011-08-07 20:51:59 UTC (rev 717)
@@ -76,10 +76,10 @@
#' 1CU1, 1CU11, 1CSEP11, 1DU1 (dividend protected)
#'
#' These would be recognized as Adjusted futures:
-#' cm.30 == 30 day constant maturity future
-#' cc.OI == continuous contract rolled when Open Interest rolls
-#' cc.Vol == continuous contract roll when Volumn rolls
-#' cc.Exp.1 == continuous contract rolled 1 day before Expiration
+#' cm.30 (30 day constant maturity future),
+#' cc.OI (continuous contract rolled when Open Interest rolls),
+#' cc.Vol (continuous contract roll when Volumn rolls),
+#' cc.Exp.1 (continuous contract rolled 1 day before Expiration)
#'
#' Synthetics only return a value for the $type slot:
#' U1.Z1 --> type == calendar, spread;
@@ -87,7 +87,7 @@
#' SPY.DIA --> type == synthetic;
#' 110917C125.110917P125 --> type == option_spread, spread
#' @param x the suffix_id to be parsed
-#' @param silent silence warnings? (warning will usually be about infering a 4 digit year from a 1 or 2 digit year)
+#' @param silent silence warnings? (warning will usually be about inferring a 4 digit year from a 1 or 2 digit year)
#' @return an object of class \sQuote{suffix.list} which is a list containing \sQuote{type} of instrument,
#' \sQuote{month} of expiration, \sQuote{year} of expiration, \sQuote{strike} price of option,
#' \sQuote{right} of option (\dQuote{C} or \dQuote{P}), \sQuote{cm} (maturity in days of a constant maturity contract),
Modified: pkg/FinancialInstrument/man/parse_suffix.Rd
===================================================================
--- pkg/FinancialInstrument/man/parse_suffix.Rd 2011-08-07 19:56:28 UTC (rev 716)
+++ pkg/FinancialInstrument/man/parse_suffix.Rd 2011-08-07 20:51:59 UTC (rev 717)
@@ -8,7 +8,7 @@
\item{x}{the suffix_id to be parsed}
\item{silent}{silence warnings? (warning will usually be
- about infering a 4 digit year from a 1 or 2 digit year)}
+ about inferring a 4 digit year from a 1 or 2 digit year)}
}
\value{
an object of class \sQuote{suffix.list} which is a list
@@ -33,11 +33,11 @@
These would be recognized as Sep 2011 single stock
futures: 1CU1, 1CU11, 1CSEP11, 1DU1 (dividend protected)
- These would be recognized as Adjusted futures: cm.30 ==
- 30 day constant maturity future cc.OI == continuous
- contract rolled when Open Interest rolls cc.Vol ==
- continuous contract roll when Volumn rolls cc.Exp.1 ==
- continuous contract rolled 1 day before Expiration
+ These would be recognized as Adjusted futures: cm.30 (30
+ day constant maturity future), cc.OI (continuous contract
+ rolled when Open Interest rolls), cc.Vol (continuous
+ contract roll when Volumn rolls), cc.Exp.1 (continuous
+ contract rolled 1 day before Expiration)
Synthetics only return a value for the $type slot: U1.Z1
--> type == calendar, spread; U11.Z11 --> type ==
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