[Rquantlib-commits] r230 - papers/rinfinance2010
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Apr 14 15:57:36 CEST 2010
Author: knguyen
Date: 2010-04-14 15:57:36 +0200 (Wed, 14 Apr 2010)
New Revision: 230
Modified:
papers/rinfinance2010/rquantlib_slides.tex
Log:
-matlab's cbond source and description
Modified: papers/rinfinance2010/rquantlib_slides.tex
===================================================================
--- papers/rinfinance2010/rquantlib_slides.tex 2010-04-11 02:50:27 UTC (rev 229)
+++ papers/rinfinance2010/rquantlib_slides.tex 2010-04-14 13:57:36 UTC (rev 230)
@@ -729,6 +729,10 @@
\end{frame}
\begin{frame}[fragile]
+ \frametitle{Fixed Income in RQuantLib}
+ \framesubtitle{Examples: Convertible Bond from Matlab's Fixed Income Toolbox}
+\tiny
+Source: \url{http://www.mathworks.com/access/helpdesk/help/toolbox/finfixed/cbprice.html}
\begin{columns}
\column{1.5in}
\lstset{language=Matlab,basicstyle=\tiny}
@@ -747,11 +751,13 @@
\begin{center}
\resizebox{75mm}{!}{\includegraphics{figures/cbspread.png}}
\end{center}
-
\end{columns}
\end{frame}
\begin{frame}
+ \frametitle{Fixed Income in RQuantLib}
+ \framesubtitle{Examples: Convertible Bond from Matlab's Fixed Income Toolbox}
+
Doing it in R using RQuantLib....
\vskip5pt
\tiny
@@ -788,6 +794,8 @@
\end{frame}
\begin{frame}
+ \frametitle{Fixed Income in RQuantLib}
+ \framesubtitle{Examples: Convertible Bond from Matlab's Fixed Income Toolbox}
\scriptsize
\pagecolor{bgcolor}
\noindent
@@ -824,8 +832,10 @@
\end{frame}
\begin{frame}
-\vskip10pt
-\scriptsize
+ \frametitle{Fixed Income in RQuantLib}
+ \framesubtitle{Examples: Convertible Bond from Matlab's Fixed Income Toolbox}
+
+\tiny
\pagecolor{bgcolor}
\noindent
\ttfamily
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