[Rquantlib-commits] r309 - in pkg/RQuantLib: . man

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

Author: edd
Date: 2011-04-03 20:48:16 +0200 (Sun, 03 Apr 2011)
New Revision: 309

Modified:
   pkg/RQuantLib/ChangeLog
   pkg/RQuantLib/man/ConvertibleBond.Rd
   pkg/RQuantLib/man/Enum.Rd
   pkg/RQuantLib/man/FittedBondCurve.Rd
Log:
commented-out several long URLs pointing into QuantLib's site -- Uwe was able to pinpoint these for the failure of latex with a4.sty


Modified: pkg/RQuantLib/ChangeLog
===================================================================
--- pkg/RQuantLib/ChangeLog	2011-02-21 23:16:16 UTC (rev 308)
+++ pkg/RQuantLib/ChangeLog	2011-04-03 18:48:16 UTC (rev 309)
@@ -1,3 +1,11 @@
+2011-04-03  Dirk Eddelbuettel  <edd at debian.org>
+
+	* man/ConvertibleBond.Rd: Commented-out URLs with 70+ character
+	length as they trigger a bug when the corresponding latex manual is
+	typeset with the a4 style file. Thanks to Uwe Ligges for spotting this.
+	* man/Enum.Rd: Idem
+	* man/FittedBondCurve.Rd: Idem
+
 2011-02-21  Dirk Eddelbuettel  <edd at debian.org>
 
 	* DESCRIPTION: Release 0.3.6

Modified: pkg/RQuantLib/man/ConvertibleBond.Rd
===================================================================
--- pkg/RQuantLib/man/ConvertibleBond.Rd	2011-02-21 23:16:16 UTC (rev 308)
+++ pkg/RQuantLib/man/ConvertibleBond.Rd	2011-04-03 18:48:16 UTC (rev 309)
@@ -10,27 +10,27 @@
 \description{
 The \code{ConvertibleFixedCouponBond} function setups and evaluates a
 ConvertibleFixedCouponBond using QuantLib's BinomialConvertibleEngine
-\url{http://quantlib.org/reference/class_quant_lib_1_1_binomial_convertible_engine.html}
+%\url{http://quantlib.org/reference/class_quant_lib_1_1_binomial_convertible_engine.html}
 and BlackScholesMertonProcess
-\url{http://quantlib.org/reference/class_quant_lib_1_1_black_scholes_merton_process.html}. The
-NPV, clean price, dirty price, accrued interest, yield and cash flows of
+%\url{http://quantlib.org/reference/class_quant_lib_1_1_black_scholes_merton_process.html}.
+The NPV, clean price, dirty price, accrued interest, yield and cash flows of
 the bond is returned. For detail, see test-suite/convertiblebond.cpp 
 
 The \code{ConvertibleFloatingCouponBond} function setups and evaluates a
 ConvertibleFixedCouponBond using QuantLib's BinomialConvertibleEngine
-\url{http://quantlib.org/reference/class_quant_lib_1_1_binomial_convertible_engine.html}
+% \url{http://quantlib.org/reference/class_quant_lib_1_1_binomial_convertible_engine.html}
 and BlackScholesMertonProcess
-\url{http://quantlib.org/reference/class_quant_lib_1_1_black_scholes_merton_process.html}. The
-NPV, clean price, dirty price, accrued interest, yield and cash flows of
+% \url{http://quantlib.org/reference/class_quant_lib_1_1_black_scholes_merton_process.html}.
+The NPV, clean price, dirty price, accrued interest, yield and cash flows of
 the bond is returned. For detail, see test-suite/convertiblebond.cpp 
 
 The \code{ConvertibleZeroCouponBond} function setups and evaluates a
 ConvertibleFixedCouponBond using QuantLib's BinomialConvertibleEngine
-\url{http://quantlib.org/reference/class_quant_lib_1_1_binomial_convertible_engine.html}
+% \url{http://quantlib.org/reference/class_quant_lib_1_1_binomial_convertible_engine.html}
 and BlackScholesMertonProcess
-\url{http://quantlib.org/reference/class_quant_lib_1_1_black_scholes_merton_process.html}. The
-NPV, clean price, dirty price, accrued interest, yield and cash flows of
-the bond is returned. For detail, see test-suite/convertiblebond.cpp. 
+% \url{http://quantlib.org/reference/class_quant_lib_1_1_black_scholes_merton_process.html}.
+The NPV, clean price, dirty price, accrued interest, yield and cash flows of
+the bond is returned. For detail, see \code{test-suite/convertiblebond.cpp}. 
 }
 \usage{
 \method{ConvertibleFloatingCouponBond}{default}(bondparams, iborindex, spread, process, dateparams)
@@ -140,7 +140,7 @@
   implementation.
 }
 \references{ 
-\url{http://quantlib.org/reference/class_quant_lib_1_1_convertible_zero_coupon_bond.html}
+  \url{http://quantlib.org/} for details on \code{QuantLib}.}
 }
 \author{Khanh Nguyen \email{knguyen at cs.umb.edu} for the inplementation; Dirk Eddelbuettel \email{edd at debian.org} for the \R interface;
   the QuantLib Group for \code{QuantLib}

Modified: pkg/RQuantLib/man/Enum.Rd
===================================================================
--- pkg/RQuantLib/man/Enum.Rd	2011-02-21 23:16:16 UTC (rev 308)
+++ pkg/RQuantLib/man/Enum.Rd	2011-04-03 18:48:16 UTC (rev 309)
@@ -72,9 +72,9 @@
 None
 }
 \details{
-\url{http://quantlib.org/reference/class_quant_lib_1_1_day_counter.html}
-\url{http://quantlib.org/reference/group__datetime.html}
-
+ Please see any decent Finance textbook for background reading, and the
+  \code{QuantLib} documentation for details on the \code{QuantLib}
+  implementation, particularly the datetime classes.
 }
 \references{\url{http://quantlib.org} for details on \code{QuantLib}.}
 \author{Khanh Nguyen \email{knguyen at cs.umb.edu}}

Modified: pkg/RQuantLib/man/FittedBondCurve.Rd
===================================================================
--- pkg/RQuantLib/man/FittedBondCurve.Rd	2011-02-21 23:16:16 UTC (rev 308)
+++ pkg/RQuantLib/man/FittedBondCurve.Rd	2011-04-03 18:48:16 UTC (rev 309)
@@ -51,7 +51,7 @@
   implementation.
 }
 \references{ 
-\url{http://quantlib.org/reference/class_quant_lib_1_1_fitted_bond_discount_curve.html}
+  \url{http://quantlib.org/} for details on \code{QuantLib}.}
 }
 \author{Khanh Nguyen \email{knguyen at cs.umb.edu} for the inplementation; Dirk Eddelbuettel \email{edd at debian.org} for the \R interface;
   the QuantLib Group for \code{QuantLib}