[Rquantlib-commits] r300 - in pkg/RQuantLib: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Nov 1 13:12:19 CET 2010
Author: edd
Date: 2010-11-01 13:12:19 +0100 (Mon, 01 Nov 2010)
New Revision: 300
Modified:
pkg/RQuantLib/ChangeLog
pkg/RQuantLib/DESCRIPTION
pkg/RQuantLib/man/AmericanOption.Rd
pkg/RQuantLib/man/AmericanOptionImpliedVolatility.Rd
pkg/RQuantLib/man/AsianOption.Rd
pkg/RQuantLib/man/BarrierOption.Rd
pkg/RQuantLib/man/BinaryOption.Rd
pkg/RQuantLib/man/BinaryOptionImpliedVolatility.Rd
pkg/RQuantLib/man/Bond.Rd
pkg/RQuantLib/man/CallableBond.Rd
pkg/RQuantLib/man/ConvertibleFixedCouponBond.Rd
pkg/RQuantLib/man/ConvertibleFloatingCouponBond.Rd
pkg/RQuantLib/man/ConvertibleZeroCouponBond.Rd
pkg/RQuantLib/man/EuropeanOption.Rd
pkg/RQuantLib/man/EuropeanOptionImpliedVolatility.Rd
pkg/RQuantLib/man/FixedRateBond.Rd
pkg/RQuantLib/man/FixedRateBondPriceByYield.Rd
pkg/RQuantLib/man/FixedRateBondYield.Rd
pkg/RQuantLib/man/FloatingRateBond.Rd
pkg/RQuantLib/man/ImpliedVolatility.Rd
pkg/RQuantLib/man/Option.Rd
pkg/RQuantLib/man/ZeroCouponBond.Rd
pkg/RQuantLib/man/ZeroPriceByYield.Rd
pkg/RQuantLib/man/ZeroYield.Rd
Log:
a number of changes due to R CMD check with R 2.12.0:
- better generics documentation
- suggests of zoo package
Modified: pkg/RQuantLib/ChangeLog
===================================================================
--- pkg/RQuantLib/ChangeLog 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/ChangeLog 2010-11-01 12:12:19 UTC (rev 300)
@@ -1,3 +1,32 @@
+2010-11-01 Dirk Eddelbuettel <edd at debian.org>
+
+
+ * man/AmericanOption.Rd: Correction to how generics are documented
+ * man/AmericanOptionImpliedVolatility.Rd: Idem
+ * man/BarrierOption.Rd: Idem
+ * man/BinaryOptionImpliedVolatility.Rd: Idem
+ * man/BinaryOption.Rd: Idem
+ * man/EuropeanOptionImpliedVolatility.Rd: Idem
+ * man/EuropeanOption.Rd: Idem
+ * man/Bond.Rd: Idem
+ * man/CallableBond.Rd: Idem
+ * man/ConvertibleFixedCouponBond.Rd: Idem
+ * man/ConvertibleFloatingCouponBond.Rd: Idem
+ * man/ConvertibleZeroCouponBond.Rd: Idem
+ * man/FixedRateBondPriceByYield.Rd: Idem
+ * man/FixedRateBond.Rd: Idem
+ * man/FixedRateBondYield.Rd: Idem
+ * man/FloatingRateBond.Rd: Idem
+ * man.ImpliedVolatility.Rd: Idem
+ * man/Option.Rd: Idem
+ * man/ZeroCouponBond.Rd: Idem
+ * man/ZeroPriceByYield.Rd: Idem
+ * man/ZeroYield.Rd: Idem
+
+ * R/bond.R: Standardised generics
+
+ * DESCRIPTION: Added Suggests: zoo
+
2010-08-09 Dirk Eddelbuettel <edd at debian.org>
* DESCRIPTION: Release 0.3.4
Modified: pkg/RQuantLib/DESCRIPTION
===================================================================
--- pkg/RQuantLib/DESCRIPTION 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/DESCRIPTION 2010-11-01 12:12:19 UTC (rev 300)
@@ -25,7 +25,7 @@
QuantLib itself is released under a somewhat less restrictive Open Source
license (see QuantLib-License.txt).
Depends: R (>= 2.10.0), Rcpp (>= 0.8.4)
-Suggests: rgl
+Suggests: rgl, zoo
LinkingTo: Rcpp
SystemRequirements: QuantLib library (>= 0.9.9) from http://quantlib.org,
Boost library from http://www.boost.org
Modified: pkg/RQuantLib/man/AmericanOption.Rd
===================================================================
--- pkg/RQuantLib/man/AmericanOption.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/AmericanOption.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -8,11 +8,9 @@
using finite differences. The option value as well as the common first
derivatives ("Greeks") are returned.}
\usage{
-\method{AmericanOption}{default}(type, underlying, strike, dividendYield, riskFreeRate,
-maturity, volatility, timeSteps=150, gridPoints=151)
-
-\method{print}{Option}
-\method{summary}{Option}
+\method{AmericanOption}{default}(type, underlying, strike,
+ dividendYield, riskFreeRate, maturity, volatility,
+ timeSteps=150, gridPoints=151)
}
\arguments{
\item{type}{A string with one of the values \code{call} or \code{put}}
Modified: pkg/RQuantLib/man/AmericanOptionImpliedVolatility.Rd
===================================================================
--- pkg/RQuantLib/man/AmericanOptionImpliedVolatility.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/AmericanOptionImpliedVolatility.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -10,10 +10,7 @@
\usage{
\method{AmericanOptionImpliedVolatility}{default}(type, value,
underlying, strike,dividendYield, riskFreeRate, maturity, volatility,
- timeSteps=150, gridPoints=151)
-
-\method{print}{ImpliedVolatility}
-\method{summary}{ImpliedVolatility}
+ timeSteps=150, gridPoints=151)
}
\arguments{
\item{type}{A string with one of the values \code{call} or \code{put}}
Modified: pkg/RQuantLib/man/AsianOption.Rd
===================================================================
--- pkg/RQuantLib/man/AsianOption.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/AsianOption.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -13,9 +13,6 @@
\method{AsianOption}{default}(averageType, type, underlying, strike,
dividendYield, riskFreeRate, maturity,
volatility, first=0, length=0, fixings=0)
-\method{plot}{Option}
-\method{print}{Option}
-\method{summary}{Option}
}
\arguments{
\item{averageType}{Specifiy averaging type, either "geometric" or "arithmetic" }
Modified: pkg/RQuantLib/man/BarrierOption.Rd
===================================================================
--- pkg/RQuantLib/man/BarrierOption.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/BarrierOption.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -11,8 +11,6 @@
\method{BarrierOption}{default}(barrType, type, underlying, strike,
dividendYield, riskFreeRate, maturity,
volatility, barrier, rebate=0.0)
-\method{print}{Option}
-\method{summary}{Option}
}
\arguments{
\item{barrType}{A string with one of the values \code{downin},
Modified: pkg/RQuantLib/man/BinaryOption.Rd
===================================================================
--- pkg/RQuantLib/man/BinaryOption.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/BinaryOption.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -11,9 +11,6 @@
\method{BinaryOption}{default}(binType, type, excType, underlying,
strike, dividendYield,
riskFreeRate, maturity, volatility, cashPayoff)
-
-\method{print}{Option}
-\method{summary}{Option}
}
\arguments{
\item{binType}{A string with one of the values \code{cash},
Modified: pkg/RQuantLib/man/BinaryOptionImpliedVolatility.Rd
===================================================================
--- pkg/RQuantLib/man/BinaryOptionImpliedVolatility.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/BinaryOptionImpliedVolatility.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -11,9 +11,6 @@
\method{BinaryOptionImpliedVolatility}{default}(type, value, underlying,
strike, dividendYield, riskFreeRate, maturity, volatility,
cashPayoff=1)
-
-\method{print}{ImpliedVolatility}
-\method{summary}{ImpliedVolatility}
}
\arguments{
\item{type}{A string with one of the values \code{call}, \code{put} or
Modified: pkg/RQuantLib/man/Bond.Rd
===================================================================
--- pkg/RQuantLib/man/Bond.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/Bond.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -9,15 +9,18 @@
This class forms the basis from which the more specific classes are
derived. }
\usage{
-\method{print}{Bond}
-\method{plot}{Bond}
-\method{summary}{Bond}
+\method{print}{Bond}(x, digits=5, ...)
+\method{plot}{Bond}(x, ...)
+\method{summary}{Bond}(object, digits=5, ...)
}
\arguments{
- \item{Bond}{Any Bond object derived from this base class}
+ \item{x}{Any Bond object derived from this base class}
+ \item{object}{Any Bond object derived from this base class}
+ \item{digits}{Number of digits of precision shown}
+ \item{...}{Further arguments}
}
\value{
- None, but side effects of displaying content.
+ None, but side effects of displaying content.
}
\details{
Please see any decent Finance textbook for background reading, and the
Modified: pkg/RQuantLib/man/CallableBond.Rd
===================================================================
--- pkg/RQuantLib/man/CallableBond.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/CallableBond.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -9,9 +9,6 @@
}
\usage{
\method{CallableBond}{default}(bondparams, hullWhite, coupon, dateparams)
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
\item{bondparams}{a named list whose elements are:
Modified: pkg/RQuantLib/man/ConvertibleFixedCouponBond.Rd
===================================================================
--- pkg/RQuantLib/man/ConvertibleFixedCouponBond.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/ConvertibleFixedCouponBond.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -8,9 +8,6 @@
}
\usage{
\method{ConvertibleFixedCouponBond}{default}(bondparams, coupon, process, dateparams)
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
Modified: pkg/RQuantLib/man/ConvertibleFloatingCouponBond.Rd
===================================================================
--- pkg/RQuantLib/man/ConvertibleFloatingCouponBond.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/ConvertibleFloatingCouponBond.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -9,9 +9,6 @@
\usage{
\method{ConvertibleFloatingCouponBond}{default}(bondparams, iborindex,
spread, process, dateparams)
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
Modified: pkg/RQuantLib/man/ConvertibleZeroCouponBond.Rd
===================================================================
--- pkg/RQuantLib/man/ConvertibleZeroCouponBond.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/ConvertibleZeroCouponBond.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -9,9 +9,6 @@
}
\usage{
\method{ConvertibleZeroCouponBond}{default}(bondparams, process, dateparams)
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
Modified: pkg/RQuantLib/man/EuropeanOption.Rd
===================================================================
--- pkg/RQuantLib/man/EuropeanOption.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/EuropeanOption.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -12,10 +12,6 @@
\usage{
\method{EuropeanOption}{default}(type, underlying, strike,
dividendYield, riskFreeRate, maturity, volatility)
-
-\method{plot}{Option}
-\method{print}{Option}
-\method{summary}{Option}
}
\arguments{
\item{type}{A string with one of the values \code{call} or \code{put}}
Modified: pkg/RQuantLib/man/EuropeanOptionImpliedVolatility.Rd
===================================================================
--- pkg/RQuantLib/man/EuropeanOptionImpliedVolatility.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/EuropeanOptionImpliedVolatility.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -10,9 +10,6 @@
\usage{
\method{EuropeanOptionImpliedVolatility}{default}(type, value,
underlying, strike, dividendYield, riskFreeRate, maturity, volatility)
-
-\method{print}{ImpliedVolatility}
-\method{summary}{ImpliedVolatility}
}
\arguments{
\item{type}{A string with one of the values \code{call} or \code{put}}
Modified: pkg/RQuantLib/man/FixedRateBond.Rd
===================================================================
--- pkg/RQuantLib/man/FixedRateBond.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/FixedRateBond.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -12,9 +12,6 @@
}
\usage{
\method{FixedRateBond}{default}(bond, rates, discountCurve, dateparams )
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
\item{bond}{bond parameters, a named list whose elements are:
Modified: pkg/RQuantLib/man/FixedRateBondPriceByYield.Rd
===================================================================
--- pkg/RQuantLib/man/FixedRateBondPriceByYield.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/FixedRateBondPriceByYield.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -13,10 +13,6 @@
rates, dayCounter=2,
businessDayConvention=0, compound = 0, redemption=100,
issueDate)
-
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
\item{settlementDays}{an integer, 1 for T+1, 2 for T+2, etc...}
Modified: pkg/RQuantLib/man/FixedRateBondYield.Rd
===================================================================
--- pkg/RQuantLib/man/FixedRateBondYield.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/FixedRateBondYield.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -14,10 +14,6 @@
businessDayConvention=0,
compound = 0, redemption=100,
issueDate)
-
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
\item{settlementDays}{an integer, 1 for T+1, 2 for T+2, etc...}
Modified: pkg/RQuantLib/man/FloatingRateBond.Rd
===================================================================
--- pkg/RQuantLib/man/FloatingRateBond.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/FloatingRateBond.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -13,9 +13,6 @@
\method{FloatingRateBond}{default}(bond, gearings, spreads,
caps, floors, index,
curve, dateparams )
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
Modified: pkg/RQuantLib/man/ImpliedVolatility.Rd
===================================================================
--- pkg/RQuantLib/man/ImpliedVolatility.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/ImpliedVolatility.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -8,12 +8,16 @@
This class forms the basis from which the more specific classes are
derived. }
\usage{
-\method{print}{ImpliedVolatility}
-\method{summary}{ImpliedVolatility}
+\method{print}{ImpliedVolatility}(x, digits=3, ...)
+\method{summary}{ImpliedVolatility}(object, digits=3, ...)
}
\arguments{
- \item{}{Any option-price implied volatility object derived
+ \item{x}{Any option-price implied volatility object derived
from this base class}
+ \item{object}{Any option-price implied volatility object derived
+ from this base class}
+ \item{digits}{Number of digits of precision shown}
+ \item{...}{Further arguments}
}
\value{
None, but side effects of displaying content.
Modified: pkg/RQuantLib/man/Option.Rd
===================================================================
--- pkg/RQuantLib/man/Option.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/Option.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -9,12 +9,15 @@
This class forms the basis from which the more specific classes are
derived. }
\usage{
-\method{print}{Option}
-\method{plot}{Option}
-\method{summary}{Option}
+\method{print}{Option}(x, digits=4, ...)
+\method{plot}{Option}(x, ...)
+\method{summary}{Option}(object, digits=4, ...)
}
\arguments{
- \item{Option}{Any option object derived from this base class}
+ \item{x}{Any option object derived from this base class}
+ \item{object}{Any option object derived from this base class}
+ \item{digits}{Number of digits of precision shown}
+ \item{...}{Further arguments}
}
\value{
None, but side effects of displaying content.
Modified: pkg/RQuantLib/man/ZeroCouponBond.Rd
===================================================================
--- pkg/RQuantLib/man/ZeroCouponBond.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/ZeroCouponBond.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -12,10 +12,6 @@
}
\usage{
\method{ZeroCouponBond}{default}(bond, discountCurve, dateparams)
-
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
Modified: pkg/RQuantLib/man/ZeroPriceByYield.Rd
===================================================================
--- pkg/RQuantLib/man/ZeroPriceByYield.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/ZeroPriceByYield.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -11,9 +11,6 @@
issueDate, maturityDate,
dayCounter=2, frequency=2,
compound=0, businessDayConvention=4)
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
\item{yield}{yield of the bond}
Modified: pkg/RQuantLib/man/ZeroYield.Rd
===================================================================
--- pkg/RQuantLib/man/ZeroYield.Rd 2010-11-01 11:25:03 UTC (rev 299)
+++ pkg/RQuantLib/man/ZeroYield.Rd 2010-11-01 12:12:19 UTC (rev 300)
@@ -11,9 +11,6 @@
issueDate, maturityDate,
dayCounter=2, frequency=2,
compound=0, businessDayConvention=4)
-\method{plot}{Bond}
-\method{print}{Bond}
-\method{summary}{Bond}
}
\arguments{
\item{price}{price of the bond}
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