[Blotter-commits] r869 - in pkg/FinancialInstrument: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Dec 10 21:43:46 CET 2011
Author: gsee
Date: 2011-12-10 21:43:41 +0100 (Sat, 10 Dec 2011)
New Revision: 869
Modified:
pkg/FinancialInstrument/DESCRIPTION
pkg/FinancialInstrument/R/instrument.R
pkg/FinancialInstrument/R/synthetic.R
pkg/FinancialInstrument/man/currencies.Rd
pkg/FinancialInstrument/man/exchange_rate.Rd
pkg/FinancialInstrument/man/instrument.Rd
pkg/FinancialInstrument/man/instrument.auto.Rd
pkg/FinancialInstrument/man/root_contracts.Rd
pkg/FinancialInstrument/man/series_instrument.Rd
pkg/FinancialInstrument/man/synthetic.instrument.Rd
Log:
assign_i is now a formal argument for instrument wrappers.
Modified: pkg/FinancialInstrument/DESCRIPTION
===================================================================
--- pkg/FinancialInstrument/DESCRIPTION 2011-12-08 23:24:24 UTC (rev 868)
+++ pkg/FinancialInstrument/DESCRIPTION 2011-12-10 20:43:41 UTC (rev 869)
@@ -11,7 +11,7 @@
meta-data and relationships. Provides support for
multi-asset class and multi-currency portfolios. Still
in heavy development.
-Version: 0.9.8
+Version: 0.9.9
URL: https://r-forge.r-project.org/projects/blotter/
Date: $Date$
Depends:
Modified: pkg/FinancialInstrument/R/instrument.R
===================================================================
--- pkg/FinancialInstrument/R/instrument.R 2011-12-08 23:24:24 UTC (rev 868)
+++ pkg/FinancialInstrument/R/instrument.R 2011-12-10 20:43:41 UTC (rev 869)
@@ -69,7 +69,8 @@
#' @param tick_size the tick increment of the instrument price in it's trading venue, as numeric quantity (e.g. 1/8 is .125)
#' @param identifiers named list of any other identifiers that should also be stored for this instrument
#' @param type instrument type to be appended to the class definition, typically not set by user
-#' @param assign_i TRUE/FALSE if TRUE, assign the instrument to the .instrument environment, default FALSE
+#' @param assign_i TRUE/FALSE. Should the instrument be assigned to the \code{.instrument} environment? Default is FALSE for
+#' \code{instrument}, TRUE for wrappers.
#' @aliases
#' stock
#' bond
@@ -154,25 +155,25 @@
#' @export
#' @rdname instrument
-stock <- function(primary_id , currency=NULL , multiplier=1 , tick_size=.01, identifiers = NULL, ...){
+stock <- function(primary_id , currency=NULL , multiplier=1 , tick_size=.01, identifiers = NULL, assign_i=TRUE, ...){
if (is.null(currency)) stop ("'currency' is a required argument")
if (length(primary_id) > 1) return(unname(sapply(primary_id, stock,
currency=currency, multiplier=multiplier, tick_size=tick_size, identifiers=identifiers, ...=...)))
- instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , tick_size=tick_size, identifiers = identifiers, ..., type="stock", assign_i=TRUE)
+ instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , tick_size=tick_size, identifiers = identifiers, ..., type="stock", assign_i=assign_i)
}
#' @export
#' @rdname instrument
-fund <- function(primary_id , currency=NULL , multiplier=1 , tick_size=.01, identifiers = NULL, ...){
+fund <- function(primary_id , currency=NULL , multiplier=1 , tick_size=.01, identifiers = NULL, assign_i=TRUE, ...){
if (is.null(currency)) stop ("'currency' is a required argument")
if (length(primary_id) > 1) return(unname(sapply(primary_id, fund,
currency=currency, multiplier=multiplier, tick_size=tick_size, identifiers=identifiers, ...=...)))
- instrument(primary_id = primary_id, currency = currency, multiplier = multiplier, tick_size = tick_size, identifiers = identifiers, ..., type="fund", assign_i=TRUE)
+ instrument(primary_id = primary_id, currency = currency, multiplier = multiplier, tick_size = tick_size, identifiers = identifiers, ..., type="fund", assign_i=assign_i)
}
#' @export
#' @rdname instrument
-future <- function(primary_id , currency , multiplier , tick_size=NULL, identifiers = NULL, ..., underlying_id=NULL){
+future <- function(primary_id , currency , multiplier , tick_size=NULL, identifiers = NULL, assign_i=TRUE, ..., underlying_id=NULL){
if(missing(primary_id)) primary_id <- paste("..",underlying_id,sep="")
if (length(primary_id) > 1) stop('primary_id must be of length 1')
if (missing(currency) && !is.null(underlying_id)) {
@@ -192,7 +193,7 @@
}
}
- instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , tick_size=tick_size, identifiers = identifiers, ... , type="future", underlying_id=underlying_id, assign_i=TRUE )
+ instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , tick_size=tick_size, identifiers = identifiers, ... , type="future", underlying_id=underlying_id, assign_i=assign_i )
}
@@ -217,6 +218,7 @@
#' @param strike strike price of option
#' @param payment_schedule not currently being implemented
#' @param identifiers named list of any other identifiers that should also be stored for this instrument
+#' @param assign_i TRUE/FALSE. Should the instrument be assigned in the \code{.instrument} environment?
#' @param ... any other passthru parameters
#' @aliases
#' option_series
@@ -241,7 +243,7 @@
#' }
#' @export
#' @rdname series_instrument
-future_series <- function(primary_id, root_id=NULL, suffix_id=NULL, first_traded=NULL, expires=NULL, identifiers = NULL, ...){
+future_series <- function(primary_id, root_id=NULL, suffix_id=NULL, first_traded=NULL, expires=NULL, identifiers = NULL, assign_i=TRUE, ...){
if (missing(primary_id)) {
if (all(is.null(c(root_id,suffix_id)))) {
stop('must provide either a primary_id or both a root_id and a suffix_id')
@@ -258,7 +260,7 @@
stop("'first_traded' and 'expires' must be NULL if calling with multiple primary_ids")
return(unname(sapply(primary_id, future_series,
root_id=root_id, suffix_id=suffix_id, first_traded=first_traded,
- expires=expires, identifiers = identifiers, ...=...)))
+ expires=expires, identifiers = identifiers, assign_i=assign_i, ...=...)))
} else if (is.null(root_id) && !is.null(suffix_id) && parse_id(primary_id)$type == 'root') {
#if we have primary_id, but primary_id looks like a root_id, and we have suffix_id and don't have root_id
#then primary_id is really root_id and we need to replace primary_id
@@ -319,7 +321,7 @@
if (!is.null(contract$description)) {
args$series_description <- paste(contract$description, expires)
}
- args$assign_i=TRUE
+ args$assign_i=assign_i
dargs<-list(...)
dargs$currency=NULL
dargs$multiplier=NULL
@@ -335,7 +337,7 @@
#' @export
#' @rdname instrument
-option <- function(primary_id , currency , multiplier , tick_size=NULL, identifiers = NULL, ..., underlying_id=NULL){
+option <- function(primary_id , currency , multiplier , tick_size=NULL, identifiers = NULL, assign_i=TRUE, ..., underlying_id=NULL){
if (missing(primary_id)) primary_id <- paste(".",underlying_id,sep="")
if (length(primary_id) > 1) stop("'primary_id' must be of length 1")
if (missing(currency) && !is.null(underlying_id)) {
@@ -355,13 +357,13 @@
}
}
## now structure and return
- instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , tick_size=tick_size, identifiers = identifiers, ... , type="option", underlying_id=underlying_id, assign_i=TRUE )
+ instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , tick_size=tick_size, identifiers = identifiers, ... , type="option", underlying_id=underlying_id, assign_i=assign_i )
}
#' @export
#' @rdname series_instrument
option_series <- function(primary_id , root_id = NULL, suffix_id = NULL, first_traded=NULL,
- expires=NULL, callput=c("call","put"), strike=NULL, identifiers = NULL, ...){
+ expires=NULL, callput=c("call","put"), strike=NULL, identifiers = NULL, assign_i=TRUE, ...){
if (missing(primary_id) ) {
if (all(is.null(c(root_id,suffix_id))))
stop('must provide either a primary_id or both a root_id and a suffix_id')
@@ -383,7 +385,7 @@
stop("'first_traded' and 'expires' must be NULL if calling with multiple primary_ids")
return(unname(sapply(primary_id, option_series,
root_id=root_id, suffix_id=suffix_id, first_traded=first_traded,
- expires=expires, callput=callput, strike=strike, identifiers=identifiers, ...=...)))
+ expires=expires, callput=callput, strike=strike, identifiers=identifiers, assign_i=assign_i, ...=...)))
} else if (is.null(root_id) && !is.null(suffix_id) && parse_id(primary_id)$type == 'root') {
#if we have primary_id, but primary_id looks like a root_id, and we have suffix_id and don't have root_id
#then primary_id is really root_id and we need to replace primary_id
@@ -439,7 +441,7 @@
underlying_id = contract$underlying_id,
...=dargs,
type=c("option_series", "option"),
- assign_i=TRUE
+ assign_i=assign_i
)
}
}
@@ -536,7 +538,7 @@
#' @export
#' @rdname instrument
-currency <- function(primary_id, identifiers = NULL, ...){
+currency <- function(primary_id, identifiers = NULL, assign_i=TRUE, ...){
if (length(primary_id) > 1) return(unname(sapply(primary_id, currency, identifiers=identifiers, ...=...)))
ccy <- try(getInstrument(primary_id,type='currency',silent=TRUE))
if (is.instrument(ccy)) {
@@ -563,8 +565,11 @@
ccy <- c(ccy,dargs)
}
class(ccy)<-c("currency","instrument")
- assign(primary_id, ccy, pos=as.environment(.instrument) )
- primary_id
+ if (assign_i) {
+ assign(primary_id, ccy, pos=as.environment(.instrument) )
+ return(primary_id)
+ }
+ ccy
}
#' class test for object supposedly of type 'currency'
@@ -592,10 +597,11 @@
#' @param currency string identifying the currency the exchange rate ticks in
#' @param counter_currency string identifying the currency which the rate uses as the base 'per 1' multiplier
#' @param identifiers named list of any other identifiers that should also be stored for this instrument
+#' @param assign_i TRUE/FALSE. Should the instrument be assigned in the \code{.instrument} environment? (Default TRUE)
#' @param ... any other passthru parameters
#' @references http://financial-dictionary.thefreedictionary.com/Base+Currency
#' @export
-exchange_rate <- function (primary_id = NULL, currency = NULL, counter_currency = NULL, identifiers = NULL, ...){
+exchange_rate <- function (primary_id = NULL, currency = NULL, counter_currency = NULL, identifiers = NULL, assign_i=TRUE, ...){
# exchange_rate_temp = instrument(primary_id , currency , multiplier=1 , tick_size=.01, identifiers = identifiers, ..., type="exchange_rate")
if (is.null(primary_id) && !is.null(currency) && !is.null(counter_currency)) {
primary_id <- c(outer(counter_currency,currency,paste,sep=""))
@@ -611,21 +617,21 @@
if(!exists(counter_currency, where=.instrument,inherits=TRUE)) warning(paste("counter_currency",counter_currency,"not found")) # assumes that we know where to look
## now structure and return
- instrument(primary_id=primary_id , currency=currency , multiplier=1 , tick_size=.01, identifiers = identifiers, ..., counter_currency=counter_currency, type=c("exchange_rate","currency"), assign_i=TRUE)
+ instrument(primary_id=primary_id , currency=currency , multiplier=1 , tick_size=.01, identifiers = identifiers, ..., counter_currency=counter_currency, type=c("exchange_rate","currency"), assign_i=assign_i)
}
#TODO auction dates, coupons, etc for govmt. bonds
#' @export
#' @rdname instrument
-bond <- function(primary_id , currency , multiplier, tick_size=NULL , identifiers = NULL, ...){
+bond <- function(primary_id , currency , multiplier, tick_size=NULL , identifiers = NULL, assign_i=TRUE, ...){
if (missing(currency)) stop ("'currency' is a required argument")
if (length(primary_id) > 1) stop("'primary_id' must be of length 1 for this function")
- instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , tick_size=tick_size, identifiers = identifiers, ..., type="bond", assign_i=TRUE )
+ instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , tick_size=tick_size, identifiers = identifiers, ..., type="bond", assign_i=assign_i )
}
#' @export
#' @rdname series_instrument
-bond_series <- function(primary_id , suffix_id, ..., first_traded=NULL, maturity=NULL, identifiers = NULL, payment_schedule=NULL){
+bond_series <- function(primary_id , suffix_id, ..., first_traded=NULL, maturity=NULL, identifiers = NULL, payment_schedule=NULL, assign_i=TRUE){
contract<-try(getInstrument(primary_id))
if(!inherits(contract,"bond")) stop("bonds contract spec must be defined first")
@@ -656,7 +662,7 @@
identifiers = identifiers,
type=c("bond_series", "bond"),
...=dargs,
- assign_i=TRUE
+ assign_i=assign_i
)
}
}
@@ -691,6 +697,7 @@
#' @param multiplier numeric product multiplier
#' @param silent TRUE/FALSE. silence warnings?
#' @param default_type What type of instrument to make if it is not clear from the primary_id. ("stock", "future", etc.) Default is NULL.
+#' @param assign_i TRUE/FALSE. Should the \code{instrument} be assigned in the \code{.instrument} environment?
#' @param ... other passthrough parameters
#' @return Primarily called for its side-effect, but will return the name of the instrument that was created
#' @note This is not intended to be used to create instruments of type \code{stock}, \code{future}, \code{option},
@@ -715,7 +722,7 @@
#' getInstrument("VX_H11") #made a future_series
#' }
#' @export
-instrument.auto <- function(primary_id, currency='USD', multiplier=1, silent=FALSE, default_type='NULL', ...) {
+instrument.auto <- function(primary_id, currency='USD', multiplier=1, silent=FALSE, default_type='NULL', assign_i=TRUE, ...) {
##TODO: check formals against dots and remove duplicates from dots before calling constructors to avoid
# 'formal argument "multiplier" matched by multiple actual arguments'
if (!is.currency(currency)) {
@@ -730,15 +737,15 @@
pid <- parse_id(primary_id)
type <- NULL
if (any(pid$type == 'calendar')) {
- return(guaranteed_spread(primary_id, currency=currency, defined.by='auto', ...))
+ return(guaranteed_spread(primary_id, currency=currency, defined.by='auto', assign_i=assign_i, ...))
}
if (any(pid$type == 'butterfly')) {
- return(butterfly(primary_id, currency=currency, defined.by='auto', ...))
+ return(butterfly(primary_id, currency=currency, defined.by='auto', assign_i=assign_i, ...))
}
if (any(pid$type == 'future') || any(pid$type == 'SSF')) {
root <- getInstrument(pid$root,silent=TRUE,type='future')
if (is.instrument(root) && !inherits(root, 'future_series')) {
- return(future_series(primary_id,defined.by='auto',...))
+ return(future_series(primary_id,defined.by='auto', assign_i=assign_i,...))
} else {
if (!silent) {
warning(paste(primary_id," appears to be a future_series, ",
@@ -754,7 +761,7 @@
if (any(pid$type == 'option')) {
root <- getInstrument(pid$root,silent=TRUE,type='option')
if (is.instrument(root) && !inherits(root, 'option_series')) {
- return(option_series(primary_id, defined.by='auto', ...))
+ return(option_series(primary_id, defined.by='auto', assign_i=assign_i, ...))
} else {
if (!silent) {
warning(paste(primary_id," appears to be an option_series, ",
@@ -775,7 +782,7 @@
}
}
if (any(pid$type == 'exchange_rate'))
- return(exchange_rate(primary_id, defined.by='auto', ...))
+ return(exchange_rate(primary_id, defined.by='auto', assign_i=assign_i, ...))
#if we weren't given a default_type, then if it's 6 uppercase letters, make an exchange rate
if (default_type == 'NULL' && nchar(primary_id) == 6 && sum(attr(gregexpr("[A-Z]",primary_id)[[1]],"match.length")) == 6) {
if (!is.instrument(getInstrument(substr(primary_id,1,3), silent=TRUE))) {
@@ -786,13 +793,13 @@
ccy.st <- currency(substr(primary_id,4,6), defined.by='auto')
if (!silent) cat("Created currency", ccy.st, "because it was not defined.\n")
}
- return(exchange_rate(primary_id, defined.by='auto', ...))
+ return(exchange_rate(primary_id, defined.by='auto', assign_i=assign_i, ...))
}
if (any(pid$type == 'synthetic')) {
if (!is.na(pid$format) && pid$format == 'yahooIndex') {
return(synthetic(gsub("\\^","",primary_id), currency=currency, identifiers=list(yahoo=primary_id),
- src=list(src='yahoo',name=primary_id), defined_by='auto', ...))
- } else return(synthetic(members=strsplit(primary_id,"\\.")[[1]], currency=currency, defined.by='auto', ...) )
+ src=list(src='yahoo',name=primary_id), defined_by='auto', assign_i=assign_i, ...))
+ } else return(synthetic(members=strsplit(primary_id,"\\.")[[1]], currency=currency, defined.by='auto', assign_i=assign_i, ...) )
}
ss <- strsplit(primary_id," ")[[1]] #take out spaces (OSI uses spaces, but makenames would turn them into dots)
ss <- ss[!ss %in% ""]
@@ -801,6 +808,7 @@
dargs$currency <- currency
dargs$multiplier <- multiplier
dargs$defined.by='auto'
+ dargs$assign_i <- assign_i
if(is.function(try(match.fun(default_type),silent=TRUE))) {
if (!silent && !warned)
warning('Creating a _', default_type, '_ instrument because ',
@@ -810,7 +818,6 @@
if (!silent && !warned)
warning(paste(primary_id, 'is not of an unambiguous format.',
'Creating basic instrument with multiplier 1.'))
- dargs$assign_i <- TRUE
do.call(instrument, dargs)
}
Modified: pkg/FinancialInstrument/R/synthetic.R
===================================================================
--- pkg/FinancialInstrument/R/synthetic.R 2011-12-08 23:24:24 UTC (rev 868)
+++ pkg/FinancialInstrument/R/synthetic.R 2011-12-10 20:43:41 UTC (rev 869)
@@ -13,7 +13,7 @@
#' @export
#' @rdname synthetic.instrument
-synthetic <- function(primary_id=NULL, currency=NULL, multiplier=1, identifiers = NULL, ..., members=NULL, type="synthetic")
+synthetic <- function(primary_id=NULL, currency=NULL, multiplier=1, identifiers = NULL, assign_i=TRUE, ..., members=NULL, type="synthetic")
{
if (missing(primary_id) || (is.null(primary_id))) primary_id <- make_spread_id(members)
if (missing(currency) || (is.null(currency))) {
@@ -24,7 +24,7 @@
if (is.instrument(instr)) currency <- instr$currency
}
}
- instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , identifiers = identifiers, ...=..., type=type, members=members, assign_i=TRUE )
+ instrument(primary_id=primary_id , currency=currency , multiplier=multiplier , identifiers = identifiers, assign_i=assign_i, ...=..., type=type, members=members)
}
#' constructors for synthetic instruments
@@ -88,6 +88,7 @@
#' @param multiplier multiplier of the spread (1 / divisor for price weighted baskets)
#' @param tick_size minimum price change of the spread
#' @param identifiers identifiers
+#' @param assign_i TRUE/FALSE. Should the instrument be assigned in the \code{.instrument} environment?
#' @param type type of instrument; wrappers do not require this.
#' @param root_id instrument identifier for the root contract, default NULL
#' @param suffix_id identifiers for the member contract suffixes, default NULL, will be split as \code{members}, see Details
@@ -103,7 +104,7 @@
#' }
#' @export
synthetic.instrument <- function (primary_id, currency, members, memberratio, ..., multiplier = 1, tick_size=NULL,
- identifiers = NULL, type = c("synthetic.instrument", "synthetic"))
+ identifiers = NULL, assign_i=TRUE, type = c("synthetic.instrument", "synthetic"))
{
if (!is.list(members)) {
if (length(members) != length(memberratio) | length(members) < 2) {
@@ -160,18 +161,18 @@
#' @export
#' @rdname synthetic.instrument
spread <- function (primary_id = NULL, currency = NULL, members, memberratio, tick_size=NULL,
- ..., multiplier = 1, identifiers = NULL)
+ ..., multiplier = 1, identifiers = NULL, assign_i=TRUE)
{
synthetic.instrument(primary_id = primary_id, currency = currency,
members = members, memberratio = memberratio, ...=..., tick_size=tick_size,
- multiplier = multiplier, identifiers = identifiers,
+ multiplier = multiplier, identifiers = identifiers, assign_i=assign_i,
type = c("spread", "synthetic.instrument", "synthetic", "instrument"))
}
#' @export
#' @rdname synthetic.instrument
-butterfly <- function(primary_id = NULL, currency=NULL, members,tick_size=NULL, identifiers=NULL, ...)
+butterfly <- function(primary_id = NULL, currency=NULL, members,tick_size=NULL, identifiers=NULL, assign_i=TRUE, ...)
{
##TODO: butterfly can refer to expirations (futures) or strikes (options)
##TODO: A butterfly could either have 3 members that are outrights, or 2 members that are spreads
@@ -188,7 +189,7 @@
if (length(members) == 3) {
synthetic.instrument(primary_id=primary_id,currency=currency,members=members,
memberratio=c(1,-2,1), multiplier=1, tick_size=tick_size,
- identifiers=NULL, ...=..., type = c('butterfly','spread','synthetic.instrument',
+ identifiers=NULL, assign_i=assign_i, ...=..., type = c('butterfly','spread','synthetic.instrument',
'synthetic','instrument'))
} else if (length(members) == 2) {
stop('butterfly currently only supports 3 leg spreads (i.e. no spread of spreads yet.)')
@@ -201,7 +202,7 @@
#' @export
#' @rdname synthetic.instrument
guaranteed_spread <- calendar_spread <- function (primary_id=NULL, currency=NULL, root_id=NULL, suffix_id=NULL, members = NULL, memberratio = c(1,-1), ...,
- multiplier = NULL, identifiers = NULL, tick_size=NULL)
+ multiplier = NULL, identifiers = NULL, assign_i=TRUE, tick_size=NULL)
{
if (!is.null(suffix_id)) {
@@ -246,7 +247,7 @@
}
synthetic.instrument(primary_id = id, currency = currency, members = members,
- memberratio = memberratio, multiplier = multiplier, identifiers = NULL,
+ memberratio = memberratio, multiplier = multiplier, identifiers = NULL, assign_i=assign_i,
tick_size=tick_size, ... = ..., type = c("guaranteed_spread", "spread",
"synthetic.instrument", "synthetic"))
}
Modified: pkg/FinancialInstrument/man/currencies.Rd
===================================================================
--- pkg/FinancialInstrument/man/currencies.Rd 2011-12-08 23:24:24 UTC (rev 868)
+++ pkg/FinancialInstrument/man/currencies.Rd 2011-12-10 20:43:41 UTC (rev 869)
@@ -7,5 +7,5 @@
\code{\link{load.instruments}}
}
\keyword{data}
-\keyword{dataset}
+\keyword{datasets}
Modified: pkg/FinancialInstrument/man/exchange_rate.Rd
===================================================================
--- pkg/FinancialInstrument/man/exchange_rate.Rd 2011-12-08 23:24:24 UTC (rev 868)
+++ pkg/FinancialInstrument/man/exchange_rate.Rd 2011-12-10 20:43:41 UTC (rev 869)
@@ -3,7 +3,8 @@
\title{constructor for spot exchange rate instruments}
\usage{
exchange_rate(primary_id = NULL, currency = NULL,
- counter_currency = NULL, identifiers = NULL, ...)
+ counter_currency = NULL, identifiers = NULL,
+ assign_i = TRUE, ...)
}
\arguments{
\item{primary_id}{string identifier, usually expressed as
@@ -18,6 +19,10 @@
\item{identifiers}{named list of any other identifiers
that should also be stored for this instrument}
+ \item{assign_i}{TRUE/FALSE. Should the instrument be
+ assigned in the \code{.instrument} environment? (Default
+ TRUE)}
+
\item{...}{any other passthru parameters}
}
\description{
Modified: pkg/FinancialInstrument/man/instrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/instrument.Rd 2011-12-08 23:24:24 UTC (rev 868)
+++ pkg/FinancialInstrument/man/instrument.Rd 2011-12-10 20:43:41 UTC (rev 869)
@@ -13,23 +13,26 @@
assign_i = FALSE)
stock(primary_id, currency = NULL, multiplier = 1,
- tick_size = 0.01, identifiers = NULL, ...)
+ tick_size = 0.01, identifiers = NULL, assign_i = TRUE,
+ ...)
fund(primary_id, currency = NULL, multiplier = 1,
- tick_size = 0.01, identifiers = NULL, ...)
+ tick_size = 0.01, identifiers = NULL, assign_i = TRUE,
+ ...)
future(primary_id, currency, multiplier,
- tick_size = NULL, identifiers = NULL, ...,
- underlying_id = NULL)
+ tick_size = NULL, identifiers = NULL, assign_i = TRUE,
+ ..., underlying_id = NULL)
option(primary_id, currency, multiplier,
- tick_size = NULL, identifiers = NULL, ...,
- underlying_id = NULL)
+ tick_size = NULL, identifiers = NULL, assign_i = TRUE,
+ ..., underlying_id = NULL)
- currency(primary_id, identifiers = NULL, ...)
+ currency(primary_id, identifiers = NULL, assign_i = TRUE,
+ ...)
bond(primary_id, currency, multiplier, tick_size = NULL,
- identifiers = NULL, ...)
+ identifiers = NULL, assign_i = TRUE, ...)
}
\arguments{
\item{primary_id}{string describing the unique ID for the
@@ -59,8 +62,9 @@
\item{type}{instrument type to be appended to the class
definition, typically not set by user}
- \item{assign_i}{TRUE/FALSE if TRUE, assign the instrument
- to the .instrument environment, default FALSE}
+ \item{assign_i}{TRUE/FALSE. Should the instrument be
+ assigned to the \code{.instrument} environment? Default
+ is FALSE for \code{instrument}, TRUE for wrappers.}
}
\description{
All 'currency' instruments must be defined before
Modified: pkg/FinancialInstrument/man/instrument.auto.Rd
===================================================================
--- pkg/FinancialInstrument/man/instrument.auto.Rd 2011-12-08 23:24:24 UTC (rev 868)
+++ pkg/FinancialInstrument/man/instrument.auto.Rd 2011-12-10 20:43:41 UTC (rev 869)
@@ -4,7 +4,7 @@
\usage{
instrument.auto(primary_id, currency = "USD",
multiplier = 1, silent = FALSE, default_type = "NULL",
- ...)
+ assign_i = TRUE, ...)
}
\arguments{
\item{primary_id}{charater primary identifier of
@@ -21,6 +21,9 @@
is not clear from the primary_id. ("stock", "future",
etc.) Default is NULL.}
+ \item{assign_i}{TRUE/FALSE. Should the \code{instrument}
+ be assigned in the \code{.instrument} environment?}
+
\item{...}{other passthrough parameters}
}
\value{
Modified: pkg/FinancialInstrument/man/root_contracts.Rd
===================================================================
--- pkg/FinancialInstrument/man/root_contracts.Rd 2011-12-08 23:24:24 UTC (rev 868)
+++ pkg/FinancialInstrument/man/root_contracts.Rd 2011-12-10 20:43:41 UTC (rev 869)
@@ -7,5 +7,5 @@
\code{\link{load.instruments}}
}
\keyword{data}
-\keyword{dataset}
+\keyword{datasets}
Modified: pkg/FinancialInstrument/man/series_instrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/series_instrument.Rd 2011-12-08 23:24:24 UTC (rev 868)
+++ pkg/FinancialInstrument/man/series_instrument.Rd 2011-12-10 20:43:41 UTC (rev 869)
@@ -6,16 +6,17 @@
\usage{
future_series(primary_id, root_id = NULL,
suffix_id = NULL, first_traded = NULL, expires = NULL,
- identifiers = NULL, ...)
+ identifiers = NULL, assign_i = TRUE, ...)
option_series(primary_id, root_id = NULL,
suffix_id = NULL, first_traded = NULL, expires = NULL,
callput = c("call", "put"), strike = NULL,
- identifiers = NULL, ...)
+ identifiers = NULL, assign_i = TRUE, ...)
bond_series(primary_id, suffix_id, ...,
first_traded = NULL, maturity = NULL,
- identifiers = NULL, payment_schedule = NULL)
+ identifiers = NULL, payment_schedule = NULL,
+ assign_i = TRUE)
}
\arguments{
\item{primary_id}{string describing the unique ID for the
@@ -49,6 +50,9 @@
\item{identifiers}{named list of any other identifiers
that should also be stored for this instrument}
+ \item{assign_i}{TRUE/FALSE. Should the instrument be
+ assigned in the \code{.instrument} environment?}
+
\item{...}{any other passthru parameters}
}
\description{
Modified: pkg/FinancialInstrument/man/synthetic.instrument.Rd
===================================================================
--- pkg/FinancialInstrument/man/synthetic.instrument.Rd 2011-12-08 23:24:24 UTC (rev 868)
+++ pkg/FinancialInstrument/man/synthetic.instrument.Rd 2011-12-10 20:43:41 UTC (rev 869)
@@ -7,25 +7,26 @@
\title{synthetic instrument constructors}
\usage{
synthetic(primary_id = NULL, currency = NULL,
- multiplier = 1, identifiers = NULL, ...,
- members = NULL, type = "synthetic")
+ multiplier = 1, identifiers = NULL, assign_i = TRUE,
+ ..., members = NULL, type = "synthetic")
synthetic.instrument(primary_id, currency, members,
memberratio, ..., multiplier = 1, tick_size = NULL,
- identifiers = NULL,
+ identifiers = NULL, assign_i = TRUE,
type = c("synthetic.instrument", "synthetic"))
spread(primary_id = NULL, currency = NULL, members,
memberratio, tick_size = NULL, ..., multiplier = 1,
- identifiers = NULL)
+ identifiers = NULL, assign_i = TRUE)
butterfly(primary_id = NULL, currency = NULL, members,
- tick_size = NULL, identifiers = NULL, ...)
+ tick_size = NULL, identifiers = NULL, assign_i = TRUE,
+ ...)
guaranteed_spread(primary_id = NULL, currency = NULL,
root_id = NULL, suffix_id = NULL, members = NULL,
memberratio = c(1, -1), ..., multiplier = NULL,
- identifiers = NULL, tick_size = NULL)
+ identifiers = NULL, assign_i = TRUE, tick_size = NULL)
}
\arguments{
\item{primary_id}{chr string of primary identifier of
@@ -48,6 +49,9 @@
\item{identifiers}{identifiers}
+ \item{assign_i}{TRUE/FALSE. Should the instrument be
+ assigned in the \code{.instrument} environment?}
+
\item{type}{type of instrument; wrappers do not require
this.}
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