[Rquantlib-commits] r321 - pkg/RQuantLib/man

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

Author: edd
Date: 2011-09-10 16:40:19 +0200 (Sat, 10 Sep 2011)
New Revision: 321

Modified:
   pkg/RQuantLib/man/Calendars.Rd
Log:
document setEvaluationDate


Modified: pkg/RQuantLib/man/Calendars.Rd
===================================================================
--- pkg/RQuantLib/man/Calendars.Rd	2011-09-10 14:36:23 UTC (rev 320)
+++ pkg/RQuantLib/man/Calendars.Rd	2011-09-10 14:40:19 UTC (rev 321)
@@ -15,6 +15,7 @@
 \alias{businessDaysBetween}
 \alias{dayCount}
 \alias{yearFraction}
+\alias{setEvaluationDate}
 \title{Calendar functions from QuantLib}
 \description{
 The \code{isBusinessDay} function evaluates the given dates in the context
@@ -64,6 +65,10 @@
 
 The \code{setCalendarContext} function sets three values to a singleton
 instance at the C++ layer.
+
+The \code{setEvaluationDate} function sets the evaluation date used by
+the QuantLib pricing engines.
+
 }
 \usage{
 isBusinessDay(calendar="TARGET", dates=Sys.Date())
@@ -84,6 +89,7 @@
 dayCount(startDates, endDates, dayCounters)
 yearFraction(startDates, endDates, dayCounters)
 setCalendarContext(calendar, fixingDays, settleDate)
+setEvaluationDate(evalDate)
 }
 \arguments{
   \item{calendar}{A string identifying one of the supported QuantLib
@@ -109,6 +115,7 @@
   \item{startDates}{A vector of \code{Date} type.}
   \item{endDates}{A vector of \code{Date} type.}
   \item{dayCounters}{A vector of numeric type. See \link{Enum}}
+  \item{evalDate}{A single date used for the pricing valuations.}
 }
 \value{
   A named vector of booleans each of which is true if the corresponding