[Rquantlib-commits] r336 - pkg/RQuantLib/man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Thu Jan 16 02:39:21 CET 2014


Author: edd
Date: 2014-01-16 02:39:21 +0100 (Thu, 16 Jan 2014)
New Revision: 336

Modified:
   pkg/RQuantLib/man/AsianOption.Rd
   pkg/RQuantLib/man/BinaryOption.Rd
   pkg/RQuantLib/man/BondUtilities.Rd
   pkg/RQuantLib/man/Calendars.Rd
   pkg/RQuantLib/man/EuropeanOptionArrays.Rd
   pkg/RQuantLib/man/FixedRateBond.Rd
   pkg/RQuantLib/man/ImpliedVolatility.Rd
Log:
indent manual pages to less that 90 columns


Modified: pkg/RQuantLib/man/AsianOption.Rd
===================================================================
--- pkg/RQuantLib/man/AsianOption.Rd	2014-01-16 01:38:56 UTC (rev 335)
+++ pkg/RQuantLib/man/AsianOption.Rd	2014-01-16 01:39:21 UTC (rev 336)
@@ -64,7 +64,8 @@
   stabilises its own API.}
 \examples{
 # simple call with some explicit parameters, and slightly increased vol:
-AsianOption("geometric", "put", underlying=80, strike=85, div=-0.03, riskFree=0.05, maturity=0.25, vol=0.2)
+AsianOption("geometric", "put", underlying=80, strike=85, div=-0.03,
+            riskFree=0.05, maturity=0.25, vol=0.2)
 }
 \keyword{misc}
 

Modified: pkg/RQuantLib/man/BinaryOption.Rd
===================================================================
--- pkg/RQuantLib/man/BinaryOption.Rd	2014-01-16 01:38:56 UTC (rev 335)
+++ pkg/RQuantLib/man/BinaryOption.Rd	2014-01-16 01:39:21 UTC (rev 336)
@@ -59,7 +59,8 @@
 \seealso{\code{\link{AmericanOption}},\code{\link{EuropeanOption}}}
 
 \examples{
-BinaryOption(binType="asset", type="call", excType="european", underlying=100, strike=100, dividendYield=0.02,
+BinaryOption(binType="asset", type="call", excType="european",
+             underlying=100, strike=100, dividendYield=0.02,
              riskFreeRate=0.03, maturity=0.5, volatility=0.4, cashPayoff=10)
 }
 \keyword{misc}

Modified: pkg/RQuantLib/man/BondUtilities.Rd
===================================================================
--- pkg/RQuantLib/man/BondUtilities.Rd	2014-01-16 01:38:56 UTC (rev 335)
+++ pkg/RQuantLib/man/BondUtilities.Rd	2014-01-16 01:39:21 UTC (rev 336)
@@ -13,11 +13,16 @@
 documented here mostly to provide a means to look up some of the
 possible values---the user is not expected to call these functions directly..}
 \usage{
-matchBDC(bdc = c("Following", "ModifiedFollowing", "Preceding", "ModifiedPreceding", "Unadjusted")) 
+matchBDC(bdc = c("Following", "ModifiedFollowing", "Preceding",
+                 "ModifiedPreceding", "Unadjusted")) 
 matchCompounding(cp = c("Simple", "Compounded", "Continuous", "SimpleThenCompounded")) 
-matchDayCounter(daycounter = c("Actual360", "ActualFixed", "ActualActual", "Business252", "OneDayCounter", "SimpleDayCounter", "Thirty360"))
-matchDateGen(dg = c("Backward", "Forward", "Zero", "ThirdWednesday", "Twentieth", "TwentiethIMM"))
-matchFrequency(freq = c("NoFrequency","Once", "Annual", "Semiannual", "EveryFourthMonth", "Quarterly", "Bimonthly", "EveryFourthWeek", "Biweekly", "Weekly", "Daily"))
+matchDayCounter(daycounter = c("Actual360", "ActualFixed", "ActualActual", "Business252",
+                              "OneDayCounter", "SimpleDayCounter", "Thirty360"))
+matchDateGen(dg = c("Backward", "Forward", "Zero", "ThirdWednesday",
+                    "Twentieth", "TwentiethIMM"))
+matchFrequency(freq = c("NoFrequency","Once", "Annual", "Semiannual",
+                        "EveryFourthMonth", "Quarterly", "Bimonthly",
+                        "EveryFourthWeek", "Biweekly", "Weekly", "Daily"))
 matchParams(params) 
 }
 \arguments{

Modified: pkg/RQuantLib/man/Calendars.Rd
===================================================================
--- pkg/RQuantLib/man/Calendars.Rd	2014-01-16 01:38:56 UTC (rev 335)
+++ pkg/RQuantLib/man/Calendars.Rd	2014-01-16 01:39:21 UTC (rev 336)
@@ -78,7 +78,8 @@
 isEndOfMonth(calendar="TARGET", dates=Sys.Date())
 getEndOfMonth(calendar="TARGET", dates=Sys.Date())
 endOfMonth(calendar="TARGET", dates=Sys.Date())
-getHolidayList(calendar="TARGET", from=Sys.Date(), to = Sys.Date() + 5, includeWeekends = 0) 
+getHolidayList(calendar="TARGET", from=Sys.Date(), to = Sys.Date() + 5,
+               includeWeekends = 0) 
 holidayList(calendar="TARGET", from=Sys.Date(), to = Sys.Date() + 5,
 includeWeekends = 0)
 adjust(calendar="TARGET", dates=Sys.Date(), bdc = 0)

Modified: pkg/RQuantLib/man/EuropeanOptionArrays.Rd
===================================================================
--- pkg/RQuantLib/man/EuropeanOptionArrays.Rd	2014-01-16 01:38:56 UTC (rev 335)
+++ pkg/RQuantLib/man/EuropeanOptionArrays.Rd	2014-01-16 01:39:21 UTC (rev 336)
@@ -12,8 +12,10 @@
   corresponds to an evaluation under the given set of parameters.
 }
 \usage{
-EuropeanOptionArrays(type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility)
-oldEuropeanOptionArrays(type, underlying, strike, dividendYield, riskFreeRate, maturity, volatility)
+EuropeanOptionArrays(type, underlying, strike, dividendYield,
+                     riskFreeRate, maturity, volatility)
+oldEuropeanOptionArrays(type, underlying, strike, dividendYield,
+                        riskFreeRate, maturity, volatility)
 plotOptionSurface(EOres, ylabel="", xlabel="", zlabel="", fov=60) 
 }
 \arguments{

Modified: pkg/RQuantLib/man/FixedRateBond.Rd
===================================================================
--- pkg/RQuantLib/man/FixedRateBond.Rd	2014-01-16 01:38:56 UTC (rev 335)
+++ pkg/RQuantLib/man/FixedRateBond.Rd	2014-01-16 01:39:21 UTC (rev 336)
@@ -205,9 +205,12 @@
 FixedRateBond(bond, coupon.rate, discountCurve, dateparams)
 
 
-FixedRateBondPriceByYield(,0.0307, 100000, as.Date("2004-11-30"), as.Date("2008-11-30"), 3, , c(0.02875), , , , ,as.Date("2004-11-30"))
+FixedRateBondPriceByYield(,0.0307, 100000, as.Date("2004-11-30"),
+                          as.Date("2008-11-30"), 3, , c(0.02875),
+                          , , , ,as.Date("2004-11-30"))
 
-FixedRateBondYield(,90, 100000, as.Date("2004-11-30"), as.Date("2008-11-30"), 3, , c(0.02875), , , , ,as.Date("2004-11-30"))
+FixedRateBondYield(,90, 100000, as.Date("2004-11-30"), as.Date("2008-11-30"),
+                   3, , c(0.02875), , , , ,as.Date("2004-11-30"))
 
 }
 \keyword{misc}

Modified: pkg/RQuantLib/man/ImpliedVolatility.Rd
===================================================================
--- pkg/RQuantLib/man/ImpliedVolatility.Rd	2014-01-16 01:38:56 UTC (rev 335)
+++ pkg/RQuantLib/man/ImpliedVolatility.Rd	2014-01-16 01:39:21 UTC (rev 336)
@@ -39,7 +39,8 @@
   \code{\link{BinaryOption}}}
 
 \examples{
-impVol<-EuropeanOptionImpliedVolatility("call", value=11.10, strike=100, volatility=0.4, 100, 0.01, 0.03, 0.5)
+impVol<-EuropeanOptionImpliedVolatility("call", value=11.10, strike=100,
+                                        volatility=0.4, 100, 0.01, 0.03, 0.5)
 print(impVol)
 summary(impVol)
 }



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