[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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