[Uwgarp-commits] r208 - in pkg/GARPFRM: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Jul 25 00:31:04 CEST 2014
Author: tfillebeen
Date: 2014-07-25 00:31:03 +0200 (Fri, 25 Jul 2014)
New Revision: 208
Modified:
pkg/GARPFRM/R/riskMetricsAndHedges.R
pkg/GARPFRM/man/bondConvexity.Rd
pkg/GARPFRM/man/bondDuration.Rd
pkg/GARPFRM/man/bondYTM.Rd
Log:
example fix
Modified: pkg/GARPFRM/R/riskMetricsAndHedges.R
===================================================================
--- pkg/GARPFRM/R/riskMetricsAndHedges.R 2014-07-23 02:31:11 UTC (rev 207)
+++ pkg/GARPFRM/R/riskMetricsAndHedges.R 2014-07-24 22:31:03 UTC (rev 208)
@@ -11,6 +11,7 @@
#' @return duration of the bond
#' @examples
#' time = seq(from=0.5, to=2, by=0.5)
+#' DF = rbind(0.968,0.9407242,0.9031545,0.8739803)
#' bond = bondSpec(time, face=100, m=2, couponRate = 0.0475)
#' mDuration = bondDuration(bond,DF)
#' @author Thomas Fillebeen
@@ -47,6 +48,7 @@
#' @return convexity of the bond
#' @examples
#' time = seq(from=0.5, to=2, by=0.5)
+#' DF = rbind(0.968,0.9407242,0.9031545,0.8739803)
#' bond = bondSpec(time, face=100, m=2, couponRate = 0.0475)
#' convexity = bondConvexity(bond,DF)
#' @author Thomas Fillebeen
@@ -79,6 +81,7 @@
#' @return yield to maturity of the bond
#' @examples
#' time = seq(from=0.5, to=2, by=0.5)
+#' DF = rbind(0.968,0.9407242,0.9031545,0.8739803)
#' bond = bondSpec(time, face=100, m=2, couponRate = 0.0475)
#' bondYTM(bond,DF)
#' @author Thomas Fillebeen
Modified: pkg/GARPFRM/man/bondConvexity.Rd
===================================================================
--- pkg/GARPFRM/man/bondConvexity.Rd 2014-07-23 02:31:11 UTC (rev 207)
+++ pkg/GARPFRM/man/bondConvexity.Rd 2014-07-24 22:31:03 UTC (rev 208)
@@ -19,6 +19,7 @@
}
\examples{
time = seq(from=0.5, to=2, by=0.5)
+DF = rbind(0.968,0.9407242,0.9031545,0.8739803)
bond = bondSpec(time, face=100, m=2, couponRate = 0.0475)
convexity = bondConvexity(bond,DF)
}
Modified: pkg/GARPFRM/man/bondDuration.Rd
===================================================================
--- pkg/GARPFRM/man/bondDuration.Rd 2014-07-23 02:31:11 UTC (rev 207)
+++ pkg/GARPFRM/man/bondDuration.Rd 2014-07-24 22:31:03 UTC (rev 208)
@@ -22,6 +22,7 @@
}
\examples{
time = seq(from=0.5, to=2, by=0.5)
+DF = rbind(0.968,0.9407242,0.9031545,0.8739803)
bond = bondSpec(time, face=100, m=2, couponRate = 0.0475)
mDuration = bondDuration(bond,DF)
}
Modified: pkg/GARPFRM/man/bondYTM.Rd
===================================================================
--- pkg/GARPFRM/man/bondYTM.Rd 2014-07-23 02:31:11 UTC (rev 207)
+++ pkg/GARPFRM/man/bondYTM.Rd 2014-07-24 22:31:03 UTC (rev 208)
@@ -19,6 +19,7 @@
}
\examples{
time = seq(from=0.5, to=2, by=0.5)
+DF = rbind(0.968,0.9407242,0.9031545,0.8739803)
bond = bondSpec(time, face=100, m=2, couponRate = 0.0475)
bondYTM(bond,DF)
}
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