[Rquantlib-commits] r238 - pkg/RQuantLib/man

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

Author: edd
Date: 2010-06-09 23:36:14 +0200 (Wed, 09 Jun 2010)
New Revision: 238

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	2010-06-09 21:33:03 UTC (rev 237)
+++ pkg/RQuantLib/man/DiscountCurve.Rd	2010-06-09 21:36:14 UTC (rev 238)
@@ -130,12 +130,12 @@
                  d9m = 0.0348,
                  d1y = 0.0345,
 #                 fut1=96.2875,
-                 fut2=96.7875,
-                 fut3=96.9875,
-                 fut4=96.6875,
-                 fut5=96.4875,
+#                 fut2=96.7875,
+#                 fut3=96.9875,
+#                 fut4=96.6875,
+#                 fut5=96.4875,
 #                 fut6=96.3875,
-                 fut7=96.2875,
+#                 fut7=96.2875,
 #                 fut8=96.0875,
                  s2y = 0.037125,
                  s3y = 0.0398,