[Rquantlib-commits] r283 - pkg/RQuantLib/man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Aug 2 23:59:17 CEST 2010


Author: edd
Date: 2010-08-02 23:59:16 +0200 (Mon, 02 Aug 2010)
New Revision: 283

Removed:
   pkg/RQuantLib/man/isHoliday.Rd
   pkg/RQuantLib/man/isWeekend.Rd
Modified:
   pkg/RQuantLib/man/Calendars.Rd
Log:
folded isHoliday.Rd and isWeekend.Rd into Calendars.Rd


Modified: pkg/RQuantLib/man/Calendars.Rd
===================================================================
--- pkg/RQuantLib/man/Calendars.Rd	2010-08-02 20:40:42 UTC (rev 282)
+++ pkg/RQuantLib/man/Calendars.Rd	2010-08-02 21:59:16 UTC (rev 283)
@@ -2,16 +2,31 @@
 \name{Calendars}
 \alias{isBusinessDay}
 \alias{businessDay}
+\alias{isHoliday}
+\alias{isWeekend}
 \title{Calendar functions from QuantLib}
 \description{
 The \code{isBusinessDay} function evaluates the given dates in the context
 of the given calendar, and returns a vector of booleans indicating
 business day status.
 
-The form \code{BusinessDay} is also recognised (but may be deprecated one day).}
+The form \code{BusinessDay} is also recognised (but may be deprecated
+one day).
+
+The \code{isHoliday} function evaluates the given dates in the context
+of the given calendar, and returns a vector of booleans indicating
+holiday day status.}
+
+The \code{isWeekend} function evaluates the given dates in the context
+of the given calendar, and returns a vector of booleans indicating
+weekend status.}
+
+}
 \usage{
 isBusinessDay(calendar="TARGET", dates=Sys.Date())
-businessDay(calendar="TARGET", dates=Sys.Date())
+businessDay(calendar="TARGET", dates=Sys.Date())  # deprecated form
+isHoliday(calendar="TARGET", dates=Sys.Date())
+isWeekend(calendar="TARGET", dates=Sys.Date())
 }
 \arguments{
   \item{calendar}{A string identifying one of the supported QuantLib
@@ -51,6 +66,18 @@
   isBusinessDay("UnitedStates/NYSE", dates)            ## stocks
   isBusinessDay("UnitedStates/GovernmentBond", dates)  ## bonds
   isBusinessDay("UnitedStates/NERC", dates)            ## energy
+
+  isHoliday("UnitedStates", dates)
+  isHoliday("UnitedStates/Settlement", dates)      ## same as previous
+  isHoliday("UnitedStates/NYSE", dates)            ## stocks
+  isHoliday("UnitedStates/GovernmentBond", dates)  ## bonds
+  isHoliday("UnitedStates/NERC", dates)            ## energy
+
+  isWeekend("UnitedStates", dates)
+  isWeekend("UnitedStates/Settlement", dates)      ## same as previous
+  isWeekend("UnitedStates/NYSE", dates)            ## stocks
+  isWeekend("UnitedStates/GovernmentBond", dates)  ## bonds
+  isWeekend("UnitedStates/NERC", dates)            ## energy
 }
 \keyword{misc}
 

Deleted: pkg/RQuantLib/man/isHoliday.Rd
===================================================================
--- pkg/RQuantLib/man/isHoliday.Rd	2010-08-02 20:40:42 UTC (rev 282)
+++ pkg/RQuantLib/man/isHoliday.Rd	2010-08-02 21:59:16 UTC (rev 283)
@@ -1,53 +0,0 @@
-% $Id: Calendars.Rd 64 2009-04-10 20:24:33Z edd $
-\name{isHoliday}
-\alias{isHoliday}
-\title{Calendar functions from QuantLib}
-\description{
-The \code{isHoliday} function evaluates the given dates in the context
-of the given calendar, and returns a vector of booleans indicating
-holiday day status.}
-\usage{
-isHoliday(calendar="TARGET", dates=Sys.Date())
-}
-\arguments{
-  \item{calendar}{A string identifying one of the supported QuantLib
-    calendars, see Details for more}
-  \item{dates}{A vector (or scalar) of \code{Date} types.}
-}
-\value{
-  An named vector of booleans each of which is true if the corresponding
-  date is a holiday day in the given calendar.  The element names are
-  the dates (formatted as text in yyyy-mm-dd format).
-}
-\details{
-  The calendars are coming from QuantLib, and the QuantLib documentation
-  should be consulted for details.
-
-  Currently, the following strings are recognised: TARGET (a default
-  calendar), Canada and Canada/Settlement, Canada/TSX, Germany and
-  Germany/FrankfurtStockExchange, Germany/Settlement, Germany/Xetra,
-  Germany/Eurex, Italy and Italy/Settlement, Italy/Exchange, Japan,
-  UnitedKingdom and UnitedKingdom/Settlement, UnitedKingdom/Exchange,
-  UnitedKingdom/Metals, UnitedStates and UnitedStates/Settlement,
-  UnitedStates/NYSE, UnitedStates/GovernmentBond, UnitedStates/NERC.
-
-  (In case of multiples entries per country, the country default is listed
-  right after the country itself. Using the shorter form is equivalent.)
-  
-}
-\references{\url{http://quantlib.org} for details on \code{QuantLib}.}
-\author{Dirk Eddelbuettel \email{edd at debian.org} for the \R interface;
-  Khanh Nguyen \email{nguyen.h.khanh at gmail.com} for the implementation;
-  the QuantLib Group for \code{QuantLib}}
-\note{The interface might change in future release as \code{QuantLib}
-  stabilises its own API.}
-\examples{
-  dates <- seq(from=as.Date("2009-04-07"), to=as.Date("2009-04-14"), by=1)
-  isHoliday("UnitedStates", dates)
-  isHoliday("UnitedStates/Settlement", dates)      ## same as previous
-  isHoliday("UnitedStates/NYSE", dates)            ## stocks
-  isHoliday("UnitedStates/GovernmentBond", dates)  ## bonds
-  isHoliday("UnitedStates/NERC", dates)            ## energy
-}
-\keyword{misc}
-

Deleted: pkg/RQuantLib/man/isWeekend.Rd
===================================================================
--- pkg/RQuantLib/man/isWeekend.Rd	2010-08-02 20:40:42 UTC (rev 282)
+++ pkg/RQuantLib/man/isWeekend.Rd	2010-08-02 21:59:16 UTC (rev 283)
@@ -1,53 +0,0 @@
-% $Id: Calendars.Rd 64 2009-04-10 20:24:33Z edd $
-\name{isWeekend}
-\alias{isWeekend}
-\title{Calendar functions from QuantLib}
-\description{
-The \code{isWeekend} function evaluates the given dates in the context
-of the given calendar, and returns a vector of booleans indicating
-weekend status.}
-\usage{
-isWeekend(calendar="TARGET", dates=Sys.Date())
-}
-\arguments{
-  \item{calendar}{A string identifying one of the supported QuantLib
-    calendars, see Details for more}
-  \item{dates}{A vector (or scalar) of \code{Date} types.}
-}
-\value{
-  An named vector of booleans each of which is true if the corresponding
-  date is a weekend in the given calendar.  The element names are
-  the dates (formatted as text in yyyy-mm-dd format).
-}
-\details{
-  The calendars are coming from QuantLib, and the QuantLib documentation
-  should be consulted for details.
-
-  Currently, the following strings are recognised: TARGET (a default
-  calendar), Canada and Canada/Settlement, Canada/TSX, Germany and
-  Germany/FrankfurtStockExchange, Germany/Settlement, Germany/Xetra,
-  Germany/Eurex, Italy and Italy/Settlement, Italy/Exchange, Japan,
-  UnitedKingdom and UnitedKingdom/Settlement, UnitedKingdom/Exchange,
-  UnitedKingdom/Metals, UnitedStates and UnitedStates/Settlement,
-  UnitedStates/NYSE, UnitedStates/GovernmentBond, UnitedStates/NERC.
-
-  (In case of multiples entries per country, the country default is listed
-  right after the country itself. Using the shorter form is equivalent.)
-  
-}
-\references{\url{http://quantlib.org} for details on \code{QuantLib}.}
-\author{Dirk Eddelbuettel \email{edd at debian.org} for the \R interface;
-  Khanh Nguyen \email{nguyen.h.khanh at gmail.com} for the implementation;
-  the QuantLib Group for \code{QuantLib}}
-\note{The interface might change in future release as \code{QuantLib}
-  stabilises its own API.}
-\examples{
-  dates <- seq(from=as.Date("2009-04-07"), to=as.Date("2009-04-14"), by=1)
-  isWeekend("UnitedStates", dates)
-  isWeekend("UnitedStates/Settlement", dates)      ## same as previous
-  isWeekend("UnitedStates/NYSE", dates)            ## stocks
-  isWeekend("UnitedStates/GovernmentBond", dates)  ## bonds
-  isWeekend("UnitedStates/NERC", dates)            ## energy
-}
-\keyword{misc}
-



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