[Rquantlib-commits] r266 - in pkg/RQuantLib: . R inst inst/unitTests man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Jul 1 13:51:44 CEST 2010
Author: edd
Date: 2010-07-01 13:51:44 +0200 (Thu, 01 Jul 2010)
New Revision: 266
Modified:
pkg/RQuantLib/NAMESPACE
pkg/RQuantLib/R/calendars.R
pkg/RQuantLib/inst/ChangeLog
pkg/RQuantLib/inst/unitTests/runit.calendar.R
pkg/RQuantLib/man/Calendars.Rd
Log:
renamed businessDay() to isBusinessDay(), kept old form for compatibility
Modified: pkg/RQuantLib/NAMESPACE
===================================================================
--- pkg/RQuantLib/NAMESPACE 2010-06-30 21:28:40 UTC (rev 265)
+++ pkg/RQuantLib/NAMESPACE 2010-07-01 11:51:44 UTC (rev 266)
@@ -28,7 +28,7 @@
"CallableBond",
"FittedBondCurve",
##--calendars.R
- "businessDay",
+ "isBusinessDay", "businessDay",
"isHoliday",
"isWeekend",
"isEndOfMonth",
Modified: pkg/RQuantLib/R/calendars.R
===================================================================
--- pkg/RQuantLib/R/calendars.R 2010-06-30 21:28:40 UTC (rev 265)
+++ pkg/RQuantLib/R/calendars.R 2010-07-01 11:51:44 UTC (rev 266)
@@ -21,7 +21,7 @@
## Software Foundation, Inc., 59 Temple Place - Suite 330, Boston,
## MA 02111-1307, USA
-businessDay <- function(calendar="TARGET", dates=Sys.Date()) {
+isBusinessDay <- function(calendar="TARGET", dates=Sys.Date()) {
stopifnot(is.character(calendar))
stopifnot(class(dates)=="Date")
val <- .Call("QL_isBusinessDay", calendar, dates, PACKAGE="RQuantLib")
@@ -29,6 +29,7 @@
names(val) <- dates
val
}
+businessDay <- function(...) isBusinessDay(...) ## may get deprecated one day
isHoliday <- function(calendar="TARGET", dates=Sys.Date()) {
stopifnot(is.character(calendar))
Modified: pkg/RQuantLib/inst/ChangeLog
===================================================================
--- pkg/RQuantLib/inst/ChangeLog 2010-06-30 21:28:40 UTC (rev 265)
+++ pkg/RQuantLib/inst/ChangeLog 2010-07-01 11:51:44 UTC (rev 266)
@@ -151,7 +151,7 @@
* man/endOfMonth.Rd: idem
* man/isHoliday.Rd: idem
* man/holidayList.Rd: idem
- * man/businessDaysBetwee.Rd: idem
+ * man/businessDaysBetween.Rd: idem
* man/adjust.Rd: idem
* man/isEndOfMonth.Rd: idem
* man/isWeekend.Rd: idem
Modified: pkg/RQuantLib/inst/unitTests/runit.calendar.R
===================================================================
--- pkg/RQuantLib/inst/unitTests/runit.calendar.R 2010-06-30 21:28:40 UTC (rev 265)
+++ pkg/RQuantLib/inst/unitTests/runit.calendar.R 2010-07-01 11:51:44 UTC (rev 266)
@@ -8,5 +8,5 @@
}
test.isBusinessDay <- function() {
- checkEquals(businessDay("UnitedStates", as.Date("2004-04-26")), c("2004-04-26"=TRUE), msg="isBusinessDay.US")
+ checkEquals(isBusinessDay("UnitedStates", as.Date("2004-04-26")), c("2004-04-26"=TRUE), msg="isBusinessDay.US")
}
Modified: pkg/RQuantLib/man/Calendars.Rd
===================================================================
--- pkg/RQuantLib/man/Calendars.Rd 2010-06-30 21:28:40 UTC (rev 265)
+++ pkg/RQuantLib/man/Calendars.Rd 2010-07-01 11:51:44 UTC (rev 266)
@@ -1,12 +1,16 @@
% $Id$
\name{Calendars}
+\alias{isBusinessDay}
\alias{businessDay}
\title{Calendar functions from QuantLib}
\description{
-The \code{businessDay} function evaluates the given dates in the context
+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.}
+business day status.
+
+The form \code{BusinessDay} is also recognised (but may be deprecated one day).}
\usage{
+isBusinessDay(calendar="TARGET", dates=Sys.Date())
businessDay(calendar="TARGET", dates=Sys.Date())
}
\arguments{
@@ -42,11 +46,11 @@
stabilises its own API.}
\examples{
dates <- seq(from=as.Date("2009-04-07"), to=as.Date("2009-04-14"), by=1)
- businessDay("UnitedStates", dates)
- businessDay("UnitedStates/Settlement", dates) ## same as previous
- businessDay("UnitedStates/NYSE", dates) ## stocks
- businessDay("UnitedStates/GovernmentBond", dates) ## bonds
- businessDay("UnitedStates/NERC", dates) ## energy
+ isBusinessDay("UnitedStates", dates)
+ isBusinessDay("UnitedStates/Settlement", dates) ## same as previous
+ isBusinessDay("UnitedStates/NYSE", dates) ## stocks
+ isBusinessDay("UnitedStates/GovernmentBond", dates) ## bonds
+ isBusinessDay("UnitedStates/NERC", dates) ## energy
}
\keyword{misc}
More information about the Rquantlib-commits
mailing list