[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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