[Rquantlib-commits] r205 - in papers/rinfinance2010: . figures figures/fixedIncomeDev

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Mar 22 20:54:42 CET 2010


Author: knguyen
Date: 2010-03-22 20:54:41 +0100 (Mon, 22 Mar 2010)
New Revision: 205

Added:
   papers/rinfinance2010/figures/fixedIncomeDev/
   papers/rinfinance2010/figures/fixedIncomeDev/Slide1.PNG
   papers/rinfinance2010/figures/fixedIncomeDev/Slide2.PNG
   papers/rinfinance2010/figures/fixedIncomeDev/Slide3.PNG
   papers/rinfinance2010/figures/fixedIncomeDev/Slide4.PNG
   papers/rinfinance2010/figures/fixedIncomeDev/Slide5.PNG
   papers/rinfinance2010/figures/fixedIncomeDev/Slide6.PNG
   papers/rinfinance2010/figures/fixedIncomeDev/Slide7.PNG
   papers/rinfinance2010/figures/fixedIncomeDev/Thumbs.db
Modified:
   papers/rinfinance2010/rquantlib_slides.tex
Log:
new slides

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Modified: papers/rinfinance2010/rquantlib_slides.tex
===================================================================
--- papers/rinfinance2010/rquantlib_slides.tex	2010-03-17 05:43:43 UTC (rev 204)
+++ papers/rinfinance2010/rquantlib_slides.tex	2010-03-22 19:54:41 UTC (rev 205)
@@ -6,6 +6,7 @@
 %\pgfpagesuselayout{4 on 1}[letterpaper,border shrink=5mm]
 %\pgfpagesuselayout{2 on 1}[a4,border shrink=5mm]
 
+\usepackage{color}
 \include{includes/beamer_setup}  %% has all definitions etc
 
 \title[RQuantLib]{RQuantLib: Interfacing QuantLib from R}  %% better title welcome...
@@ -18,7 +19,7 @@
   \and 
   \inst{2}
   UMASS at Boston
-}
+} 
 \date[R / Finance 2010]{R / Finance 2010 \\ April 18 and 19, 2010 \\ Chicago, IL, USA}
 
 \begin{document}
@@ -191,16 +192,64 @@
 %\end{frame}
 
 \section{Fixed Income}
+\subsection{Overview and development}
+{
+\setbeamercolor{normal text}{bg=black,fg=white}
+\begin{frame}[plain]
+	\frametitle{Fixed Income Development}
+	\textcolor{white}{RQuantLib before GSOC 2009...}
+	\begin{center}
+		\resizebox{95mm}{!}{\includegraphics{figures/fixedIncomeDev/Slide1.png}}
+	\end{center}
+\end{frame}
+\begin{frame}[plain]
+	\frametitle{Fixed Income Development}
+	\textcolor{white}{GSOC started. April 2009..}
+	\begin{center}
+		\resizebox{95mm}{!}{\includegraphics{figures/fixedIncomeDev/Slide2.png}}
+	\end{center}
+\end{frame}
+\begin{frame}[plain]
+	\frametitle{Fixed Income Development}
+	\textcolor{white}{}
+	\begin{center}
+		\resizebox{95mm}{!}{\includegraphics{figures/fixedIncomeDev/Slide3.png}}
+	\end{center}
+\end{frame}
+\begin{frame}[plain]
+	\frametitle{Fixed Income Development}
+	\textcolor{white}{}
+	\begin{center}
+		\resizebox{95mm}{!}{\includegraphics{figures/fixedIncomeDev/Slide4.png}}
+	\end{center}
+\end{frame}
+\begin{frame}[plain]
+	\frametitle{Fixed Income Development}
+	\textcolor{white}{Putting Curve Fitting and Bond Pricing together..}
+	\begin{center}
+		\resizebox{95mm}{!}{\includegraphics{figures/fixedIncomeDev/Slide5.png}}
+	\end{center}
+\end{frame}
+\begin{frame}[plain]
+	\frametitle{Fixed Income Development}
+	\textcolor{white}{}
+	\begin{center}
+		\resizebox{95mm}{!}{\includegraphics{figures/fixedIncomeDev/Slide6.png}}
+	\end{center}
+\end{frame}
+}
+
 \begin{frame}
 	\frametitle{Fixed Income in RQuantLib}
-	\framesubtitle{Quick overview}
+	In summary,
 	\begin{itemize}
-		\item Fixed Income functions are added during the summer of 2009 as part of the Google Summer of 	Code program. 
+		\item Fixed Income functions are added during the summer of 2009 as part of the Google Summer of Code program. 
 		\item  RQuantLib offeres strong support for fixed income pricing whereas several other packages (e.g. termstrc, YieldCurve, fBonds) focus on modelling term structure.		
 		\item The functions aim to support two primary tasks: pricing and curve fitting. 		
 	\end{itemize}
 \end{frame}
 
+
 \begin{frame}
 	\frametitle{Fixed Income in RQuantLib}
 	\framesubtitle{Primary tasks: Curve fitting}
@@ -237,6 +286,7 @@
 	\end{itemize}
 \end{frame}
 
+\subsection{Examples}
 \begin{frame}[shrink]
 	\frametitle{Fixed Income in RQuantLib}
 	\framesubtitle{Examples: Curve fitting with DiscountCurve function}



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