[Rquantlib-commits] r301 - in pkg/RQuantLib: . tests

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

Author: edd
Date: 2010-11-13 05:05:41 +0100 (Sat, 13 Nov 2010)
New Revision: 301

Modified:
   pkg/RQuantLib/ChangeLog
   pkg/RQuantLib/DESCRIPTION
   pkg/RQuantLib/tests/RQuantlib.Rout.save
Log:
release 0.3.5 with
 - updated manual pages for R 2.12.0 and how generic methods are documented
 - minor update on regression tests
 - addition of RUnit to Suggests in DESCRIPTION


Modified: pkg/RQuantLib/ChangeLog
===================================================================
--- pkg/RQuantLib/ChangeLog	2010-11-01 12:12:19 UTC (rev 300)
+++ pkg/RQuantLib/ChangeLog	2010-11-13 04:05:41 UTC (rev 301)
@@ -1,6 +1,15 @@
+2010-11-12  Dirk Eddelbuettel  <edd at debian.org>
+
+	* DESCRIPTION: Release 0.3.5
+
+	* DESCRIPTION: Added RUnit to Suggests:
+
+	* tests/RQuantlib.Rout.save: Updated to results from running against
+	QuantLib 1.0.1 which affected one yield computation at the third
+	decimal, as well as one date calculation.
+
 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

Modified: pkg/RQuantLib/DESCRIPTION
===================================================================
--- pkg/RQuantLib/DESCRIPTION	2010-11-01 12:12:19 UTC (rev 300)
+++ pkg/RQuantLib/DESCRIPTION	2010-11-13 04:05:41 UTC (rev 301)
@@ -1,6 +1,6 @@
 Package: RQuantLib
 Title: R interface to the QuantLib library
-Version: 0.3.4
+Version: 0.3.5
 Date: $Date$
 Maintainer: Dirk Eddelbuettel <edd at debian.org>
 Author: Dirk Eddelbuettel <edd at debian.org> and Khanh Nguyen <knguyen at cs.umb.edu>
@@ -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, zoo
+Suggests: rgl, zoo, RUnit
 LinkingTo: Rcpp
 SystemRequirements: QuantLib library (>= 0.9.9) from http://quantlib.org, 
  Boost library from http://www.boost.org

Modified: pkg/RQuantLib/tests/RQuantlib.Rout.save
===================================================================
--- pkg/RQuantLib/tests/RQuantlib.Rout.save	2010-11-01 12:12:19 UTC (rev 300)
+++ pkg/RQuantLib/tests/RQuantlib.Rout.save	2010-11-13 04:05:41 UTC (rev 301)
@@ -1,14 +1,13 @@
 
-R version 2.10.1 (2009-12-14)
-Copyright (C) 2009 The R Foundation for Statistical Computing
+R version 2.12.0 (2010-10-15)
+Copyright (C) 2010 The R Foundation for Statistical Computing
 ISBN 3-900051-07-0
+Platform: x86_64-pc-linux-gnu (64-bit)
 
 R is free software and comes with ABSOLUTELY NO WARRANTY.
 You are welcome to redistribute it under certain conditions.
 Type 'license()' or 'licence()' for distribution details.
 
-  Natural language support but running in an English locale
-
 R is a collaborative project with many contributors.
 Type 'contributors()' for more information and
 'citation()' on how to cite R or R packages in publications.
@@ -19,6 +18,8 @@
 
 > 
 > stopifnot(require(RQuantLib))
+Loading required package: RQuantLib
+Loading required package: Rcpp
 > 
 > ## values from Quantlib's test-suite
 > ## Reference: Haug, Option Pricing Formulas, McGraw-Hill, 1998
@@ -196,7 +197,7 @@
 > discountCurve.flat <- DiscountCurve(params, list(flat=0.05))
 > FixedRateBond(bond, coupon.rate, discountCurve.flat, dateparams)
 Concise summary of valuation for FixedRateBond 
- Net present value :  80.2129 
+ Net present value :  80.21276 
        clean price :  92.167 
        dirty price :  92.167 
     accrued coupon :  0 
@@ -209,7 +210,7 @@
  2006-11-30   1.4375
  2007-05-31   1.4375
  2007-11-30   1.4375
- 2008-05-30   1.4375
+ 2008-05-31   1.4375
  2008-11-30   1.4375
  2008-11-30 100.0000
 > ## bond.cpp FloatingRateBond, following test-suite/bonds.cpp