[Rquantlib-commits] r287 - pkg/RQuantLib/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Aug 3 00:34:37 CEST 2010
Author: edd
Date: 2010-08-03 00:34:36 +0200 (Tue, 03 Aug 2010)
New Revision: 287
Removed:
pkg/RQuantLib/man/setCalendarContext.Rd
Modified:
pkg/RQuantLib/man/Calendars.Rd
Log:
folded setCalendarContect into Calendars.Rd
Modified: pkg/RQuantLib/man/Calendars.Rd
===================================================================
--- pkg/RQuantLib/man/Calendars.Rd 2010-08-02 22:22:03 UTC (rev 286)
+++ pkg/RQuantLib/man/Calendars.Rd 2010-08-02 22:34:36 UTC (rev 287)
@@ -9,6 +9,7 @@
\alias{endOfMonth}
\alias{getHolidayList}
\alias{holidayList}
+\alias{setCalendarContext}
\title{Calendar functions from QuantLib}
\description{
The \code{isBusinessDay} function evaluates the given dates in the context
@@ -36,6 +37,8 @@
given dates, with an option to exclude weekends. \code{holidayList} is
a deprecated form for this function.
+The \code{setCalendarContext} function sets three values to a singleton
+instance at the C++ layer.}
}
\usage{
isBusinessDay(calendar="TARGET", dates=Sys.Date())
@@ -47,6 +50,7 @@
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)
+setCalendarContext(calendar, fixingDays, settleDate)
}
\arguments{
\item{calendar}{A string identifying one of the supported QuantLib
@@ -56,12 +60,17 @@
\item{to}{A vector (or scalar) of \code{Date} types.}
\item{includeWeekends}{boolean that indicates whether the calculation
should include the weekends. Default = false}
+ \item{fixingDays}{An integer for the fixing day period, defaults to 2.}
+ \item{settleDate}{A date on which trades settles, defaults to two days
+ after the current day.}
}
\value{
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).
+
+ For \code{setCalendarContext}, a boolean or NULL in case of error.
}
\details{
The calendars are coming from QuantLib, and the QuantLib documentation
Deleted: pkg/RQuantLib/man/setCalendarContext.Rd
===================================================================
--- pkg/RQuantLib/man/setCalendarContext.Rd 2010-08-02 22:22:03 UTC (rev 286)
+++ pkg/RQuantLib/man/setCalendarContext.Rd 2010-08-02 22:34:36 UTC (rev 287)
@@ -1,32 +0,0 @@
-% $Id$
-\name{setCalendarContext}
-\alias{setCalendarContext}
-\title{Set global calendar constants}
-\description{
-The \code{setCalendarContext} function sets three values to a singleton
-instance at the C++ layer.}
-\usage{
-setCalendarContext(calendar, fixingDays, settleDate)
-}
-\arguments{
- \item{calendar}{A string denoting a calendar, default is 'TARGET' or a
- non-country specific calendar.}
- \item{fixingDays}{An integer for the fixing day period, defaults to 2.}
- \item{settleDate}{A date on which trades settles, defaults to two days
- after the current day.}
-}
-\value{
- A boolean or NULL in case of error.
-}
-\details{
- These values are assigned to global 'singleton' instance (of which
- only one can ever be instantiated) and permit to store these values
- between calls.
-}
-\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.}
-\keyword{misc}
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