[Rquantlib-commits] r284 - in pkg/RQuantLib: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Aug 3 00:09:57 CEST 2010
Author: edd
Date: 2010-08-03 00:09:57 +0200 (Tue, 03 Aug 2010)
New Revision: 284
Removed:
pkg/RQuantLib/man/endOfMonth.Rd
pkg/RQuantLib/man/isEndOfMonth.Rd
Modified:
pkg/RQuantLib/R/calendars.R
pkg/RQuantLib/man/Calendars.Rd
Log:
folded endOfMonth.Rd, isEndOfMonth.Rd into Calendars.Rd
copied endOfMonth() into getEndOfMonth(), old form still allowed
Modified: pkg/RQuantLib/R/calendars.R
===================================================================
--- pkg/RQuantLib/R/calendars.R 2010-08-02 21:59:16 UTC (rev 283)
+++ pkg/RQuantLib/R/calendars.R 2010-08-02 22:09:57 UTC (rev 284)
@@ -60,7 +60,7 @@
val
}
-endOfMonth <- function(calendar="TARGET", dates=Sys.Date()) {
+getEndOfMonth <- function(calendar="TARGET", dates=Sys.Date()) {
stopifnot(is.character(calendar))
stopifnot(class(dates)=="Date")
val <- .Call("QL_endOfMonth", calendar, dates, PACKAGE="RQuantLib")
@@ -68,6 +68,10 @@
val
}
+endOfMonth <- function(calendar="TARGET", dates=Sys.Date()) {
+ getEndOfMonth(calendar, dates)
+}
+
adjust <- function(calendar="TARGET", dates=Sys.Date(), bdc = 0 ) {
stopifnot(is.character(calendar))
stopifnot(class(dates)=="Date")
Modified: pkg/RQuantLib/man/Calendars.Rd
===================================================================
--- pkg/RQuantLib/man/Calendars.Rd 2010-08-02 21:59:16 UTC (rev 283)
+++ pkg/RQuantLib/man/Calendars.Rd 2010-08-02 22:09:57 UTC (rev 284)
@@ -4,29 +4,43 @@
\alias{businessDay}
\alias{isHoliday}
\alias{isWeekend}
+\alias{isEndOfMonth}
+\alias{getEndOfMonth}
+\alias{endOfMonth}
\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 \code{isHoliday} function evaluates the given dates in the context
of the given calendar, and returns a vector of booleans indicating
-holiday day status.}
+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.}
+weekend status.
+The \code{isEndOfMonth} function evaluates the given dates in the context
+of the given calendar, and returns a vector of booleans indicating
+end of month status.
+
+The \code{getEndOfMonth} function evaluates the given dates in the context
+of the given calendar, and returns a vector that corresponds to the end
+of month. \code{endOfMonth} is a deprecated form for this function.
+
+The variants \code{BusinessDay} is are also
+recognised (but may be deprecated one day).
+
}
\usage{
isBusinessDay(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())
+isEndOfMonth(calendar="TARGET", dates=Sys.Date())
+getEndOfMonth(calendar="TARGET", dates=Sys.Date())
+endOfMonth(calendar="TARGET", dates=Sys.Date())
}
\arguments{
\item{calendar}{A string identifying one of the supported QuantLib
@@ -78,6 +92,18 @@
isWeekend("UnitedStates/NYSE", dates) ## stocks
isWeekend("UnitedStates/GovernmentBond", dates) ## bonds
isWeekend("UnitedStates/NERC", dates) ## energy
+
+ isEndOfMonth("UnitedStates", dates)
+ isEndOfMonth("UnitedStates/Settlement", dates) ## same as previous
+ isEndOfMonth("UnitedStates/NYSE", dates) ## stocks
+ isEndOfMonth("UnitedStates/GovernmentBond", dates) ## bonds
+ isEndOfMonth("UnitedStates/NERC", dates) ## energy
+
+ getEndMonth("UnitedStates", dates)
+ getEndMonth("UnitedStates/Settlement", dates) ## same as previous
+ getEndMonth("UnitedStates/NYSE", dates) ## stocks
+ getEndMonth("UnitedStates/GovernmentBond", dates) ## bonds
+ getEndMonth("UnitedStates/NERC", dates) ## energy
}
\keyword{misc}
Deleted: pkg/RQuantLib/man/endOfMonth.Rd
===================================================================
--- pkg/RQuantLib/man/endOfMonth.Rd 2010-08-02 21:59:16 UTC (rev 283)
+++ pkg/RQuantLib/man/endOfMonth.Rd 2010-08-02 22:09:57 UTC (rev 284)
@@ -1,53 +0,0 @@
-% $Id: Calendars.Rd 64 2009-04-10 20:24:33Z edd $
-\name{endOfMonth}
-\alias{endOfMonth}
-\title{Calendar functions from QuantLib}
-\description{
-The \code{endOfMonth} function evaluates the given dates in the context
-of the given calendar, and returns a vector that corresponds to the end
-of month.}
-\usage{
-endOfMonth(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 dates, each of which is the end of month date that
- corresponds to the input dates. 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)
- endOfMonth("UnitedStates", dates)
- endOfMonth("UnitedStates/Settlement", dates) ## same as previous
- endOfMonth("UnitedStates/NYSE", dates) ## stocks
- endOfMonth("UnitedStates/GovernmentBond", dates) ## bonds
- endOfMonth("UnitedStates/NERC", dates) ## energy
-}
-\keyword{misc}
-
Deleted: pkg/RQuantLib/man/isEndOfMonth.Rd
===================================================================
--- pkg/RQuantLib/man/isEndOfMonth.Rd 2010-08-02 21:59:16 UTC (rev 283)
+++ pkg/RQuantLib/man/isEndOfMonth.Rd 2010-08-02 22:09:57 UTC (rev 284)
@@ -1,53 +0,0 @@
-% $Id: Calendars.Rd 64 2009-04-10 20:24:33Z edd $
-\name{isEndOfMonth}
-\alias{isEndOfMonth}
-\title{Calendar functions from QuantLib}
-\description{
-The \code{isEndOfMonth} function evaluates the given dates in the context
-of the given calendar, and returns a vector of booleans indicating
-end of month status.}
-\usage{
-isEndOfMonth(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 an end of month 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)
- isEndOfMonth("UnitedStates", dates)
- isEndOfMonth("UnitedStates/Settlement", dates) ## same as previous
- isEndOfMonth("UnitedStates/NYSE", dates) ## stocks
- isEndOfMonth("UnitedStates/GovernmentBond", dates) ## bonds
- isEndOfMonth("UnitedStates/NERC", dates) ## energy
-}
-\keyword{misc}
-
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