[Rquantlib-commits] r285 - in pkg/RQuantLib: R man

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

Author: edd
Date: 2010-08-03 00:19:16 +0200 (Tue, 03 Aug 2010)
New Revision: 285

Removed:
   pkg/RQuantLib/man/holidayList.Rd
Modified:
   pkg/RQuantLib/R/calendars.R
   pkg/RQuantLib/man/Calendars.Rd
Log:
folded holidayList.Rd into Calendars.Rd
copied holidayList() into getHolidayList(), old form still allowed


Modified: pkg/RQuantLib/R/calendars.R
===================================================================
--- pkg/RQuantLib/R/calendars.R	2010-08-02 22:09:57 UTC (rev 284)
+++ pkg/RQuantLib/R/calendars.R	2010-08-02 22:19:16 UTC (rev 285)
@@ -130,10 +130,10 @@
     val
 }
 
-holidayList <- function(calendar="TARGET",
-                        from=Sys.Date(),
-                        to=Sys.Date() + 5,
-                        includeWeekends=0) {
+getHolidayList <- function(calendar="TARGET",
+                           from=Sys.Date(),
+                           to=Sys.Date() + 5,
+                           includeWeekends=0) {
     stopifnot(is.character(calendar))
     stopifnot(class(from)=="Date")
     stopifnot(class(to)=="Date")
@@ -144,6 +144,10 @@
     val
 }
 
+holidayList <- function(calendar="TARGET", from=Sys.Date(), to=Sys.Date() + 5, includeWeekends=0) {
+    getHolidayList(calendar, from, to, includeWeekends)
+}
+
 setCalendarContext <- function(calendar="TARGET",
                                fixingDays = 2,
                                settleDate = Sys.Date() + 2) {

Modified: pkg/RQuantLib/man/Calendars.Rd
===================================================================
--- pkg/RQuantLib/man/Calendars.Rd	2010-08-02 22:09:57 UTC (rev 284)
+++ pkg/RQuantLib/man/Calendars.Rd	2010-08-02 22:19:16 UTC (rev 285)
@@ -7,6 +7,8 @@
 \alias{isEndOfMonth}
 \alias{getEndOfMonth}
 \alias{endOfMonth}
+\alias{getHolidayList}
+\alias{holidayList}
 \title{Calendar functions from QuantLib}
 \description{
 The \code{isBusinessDay} function evaluates the given dates in the context
@@ -41,15 +43,22 @@
 isEndOfMonth(calendar="TARGET", dates=Sys.Date())
 getEndOfMonth(calendar="TARGET", dates=Sys.Date())
 endOfMonth(calendar="TARGET", dates=Sys.Date())
+getHolidayList(calendar="TARGET", from=Sys.Date(), to = Sys.Date() + 5, includeWeekends = 0) 
+holidayList(calendar="TARGET", from=Sys.Date(), to = Sys.Date() + 5, includeWeekends = 0) 
 }
 \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.}
+  \item{from}{A vector (or scalar) of \code{Date} types.}
+  \item{to}{A vector (or scalar) of \code{Date} types.}
+  \item{includeWeekends}{boolean that indicates whether the calculation
+    should include the weekends. Default = false}
 }
 \value{
-  An named vector of booleans each of which is true if the corresponding
-  date is a business day in the given calendar.  The element names are
+  A named vector of booleans each of which is true if the corresponding
+  date is a business day (or holiday or weekend) in the given calendar.
+  The element names are
   the dates (formatted as text in yyyy-mm-dd format).
 }
 \details{
@@ -104,6 +113,12 @@
   getEndMonth("UnitedStates/NYSE", dates)            ## stocks
   getEndMonth("UnitedStates/GovernmentBond", dates)  ## bonds
   getEndMonth("UnitedStates/NERC", dates)            ## energy
+
+  from <- as.Date("2009-04-07")
+  to<-as.Date("2009-04-14")
+  getHolidayList("UnitedStates", from, to)
+  to <- as.Date("2009-10-7")
+  getHolidayList("UnitedStates", from, to)
 }
 \keyword{misc}
 

Deleted: pkg/RQuantLib/man/holidayList.Rd
===================================================================
--- pkg/RQuantLib/man/holidayList.Rd	2010-08-02 22:09:57 UTC (rev 284)
+++ pkg/RQuantLib/man/holidayList.Rd	2010-08-02 22:19:16 UTC (rev 285)
@@ -1,55 +0,0 @@
-% $Id: Calendars.Rd 64 2009-04-10 20:24:33Z edd $
-\name{holidayList}
-\alias{holidayList}
-\title{Calendar functions from QuantLib}
-\description{
-The \code{holidayList} function evaluates two given dates in the context
-of the given calendar, and returns a vector that gives the list of holiday
-between.  
-}
-\usage{
-holidayList(calendar="TARGET", from=Sys.Date(),
-to = Sys.Date() + 5, includeWeekends = 0) 
-}
-\arguments{
-  \item{calendar}{A string identifying one of the supported QuantLib
-    calendars, see Details for more}
-  \item{from}{A vector (or scalar) of \code{Date} types.}
-  \item{to}{A vector (or scalar) of \code{Date} types.}
-  \item{includeWeekends}{boolean that indicates whether the calculation
-    should include the weekends. Default = false}
-}
-\value{
-  An vector of dates. 
-}
-\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{
-  from <- as.Date("2009-04-07")
-to<-as.Date("2009-04-14")
-holidayList("UnitedStates", from, to)
-to <- as.Date("2009-10-7")
-holidayList("UnitedStates", from, to)
-}
-\keyword{misc}
-