[Blotter-commits] r656 - pkg/FinancialInstrument/man

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

Author: gsee
Date: 2011-06-30 00:00:56 +0200 (Thu, 30 Jun 2011)
New Revision: 656

Modified:
   pkg/FinancialInstrument/man/buildSpread.Rd
   pkg/FinancialInstrument/man/fn_SpreadBuilder.Rd
Log:
minor updates to docs

Modified: pkg/FinancialInstrument/man/buildSpread.Rd
===================================================================
--- pkg/FinancialInstrument/man/buildSpread.Rd	2011-06-29 21:51:26 UTC (rev 655)
+++ pkg/FinancialInstrument/man/buildSpread.Rd	2011-06-29 22:00:56 UTC (rev 656)
@@ -30,7 +30,7 @@
 \details{
 The spread and all legs must be defined instruments.
 
-This function can build multileg spreads such as calendars, butterflies, condors, etc. However, the returned series will be univariate. It does not build Bid Ask Mid data like fn_SpreadBuilder2 does.
+This function can build multileg spreads such as calendars, butterflies, condors, etc. However, the returned series will be univariate. It does not build Bid Ask Mid data like fn_SpreadBuilder does.
 }
 \value{
 If \code{auto.assign} is FALSE, a univariate xts object 
@@ -54,6 +54,7 @@
 stock("SPY","USD",1)
 stock("DIA","USD",1)
 spread("SPYDIA", "USD", c("SPY","DIA"),c(1,-1))
+getSymbols(c("SPY","DIA"))
 buildSpread('SPYDIA')
 head(SPYDIA)
 }

Modified: pkg/FinancialInstrument/man/fn_SpreadBuilder.Rd
===================================================================
--- pkg/FinancialInstrument/man/fn_SpreadBuilder.Rd	2011-06-29 21:51:26 UTC (rev 655)
+++ pkg/FinancialInstrument/man/fn_SpreadBuilder.Rd	2011-06-29 22:00:56 UTC (rev 656)
@@ -44,7 +44,7 @@
 If it cannot find the data, it will get it with a call to getSymbols. 
 
 Prices are multiplied by multipliers and exchange rates to get notional values in USD using the most recent exchange rate.
-The second legs new values are multiplied by the ratio. Then the difference is taken between the new values for leg1 and the new values for leg2.
+The second leg's new values are multiplied by the ratio. Then the difference is taken between the new values for leg1 and the new values for leg2.
 
 \sQuote{make.index.unique} uses the xts function \code{make.index.unique} 
 \sQuote{least.liq} subsets the spread time series, by using the timestamps of the leg that has the fewest rows.
@@ -68,4 +68,14 @@
 \seealso{
 buildSpread, synthetic.instrument, formatSpreadPrice
 }
+\examples{
+\dontrun{
+currency("USD")
+stock("SPY")
+stock("DIA")
+getSymbols(c("SPY","DIA"))
+fSB <- fn_SpreadBuilder("SPY","DIA")
+head(fSB)
+}
+}