[Rquantlib-commits] r237 - pkg/RQuantLib/man

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

Author: edd
Date: 2010-06-09 23:33:03 +0200 (Wed, 09 Jun 2010)
New Revision: 237

Modified:
   pkg/RQuantLib/man/DiscountCurve.Rd
Log:
as there are still numerical issues with the spline fit for given deposit +
futures + swap rates, comment the futures rates out again


Modified: pkg/RQuantLib/man/DiscountCurve.Rd
===================================================================
--- pkg/RQuantLib/man/DiscountCurve.Rd	2010-04-30 02:35:22 UTC (rev 236)
+++ pkg/RQuantLib/man/DiscountCurve.Rd	2010-06-09 21:33:03 UTC (rev 237)
@@ -120,7 +120,9 @@
                interpHow="loglinear")
 
 ## We get numerical issue for the spline interpolation if we add
-## any on of these three extra futures
+## any on of these three extra futures -- the original example
+## creates different curves based on different deposit, fra, futures
+## and swap data
 tsQuotes <- list(d1w = 0.0382,
                  d1m = 0.0372,
                  d3m = 0.0363,