Enum

an int value
       <tabular>ll</tabular>{
         <code>0</code> 	Actual360 <code>1</code> 	Actual360FixEd <code>2</code> 	ActualActual <code>3</code> 	ActualBusiness252 <code>4</code> 	OneDayCounter <code>5</code> 	SimpleDayCounter <code>anything</code>

DayCounter

an int value
      <tabular>ll</tabular>{
        <code>0</code> 	Following <code>1</code> 	ModifiedFollowing <code>2</code> 	Preceding <code>3</code> 	ModifiedPreceding <code>anything else</code> 	UNadjusted 
      }

businessDayConvention

an int value
     <tabular>ll</tabular>{
       <code>0</code> 	Simple <code>1</code> 	Compounded <code>2</code> 	Continuous <code>3</code> 	SimpleThenCompounded 
     }

compounding

an int value
     <tabular>ll</tabular>{
       <code>0</code> 	NoFrequency <code>1</code> 	Once <code>2</code> 	Annual <code>3</code> 	Semiannual <code>4</code> 	EveryFourthMonth <code>5</code> 	Quarterly <code>6</code> 	BiMonthtly <code>7</code> 

period or frequency

an int value to specify date generation rule
     <tabular>ll</tabular>{
        <code>0</code> 	Backward <code>1</code> 	Forward <code>2</code> 	Zero <code>3</code> 	ThirdWednesday <code>4</code> 	Twentieth <code>anything else</code> 	TwentiethIMM
 

date generation

Reference for parameters when constructing a bond

misc

The RQuantLib package makes parts of QuantLib visible to
        the R user. Currently a number option pricing functions are
        included, both vanilla and exotic, as well as a broad range of
        fixed-income functions, as well a general utilities such as
        business day calendar computations. Further software
        contributions are welcome.

 The QuantLib project aims to provide a comprehensive software framework
        for quantitative finance. The goal is to provide a standard
        open source library for quantitative analysis, modeling,
        trading, and risk management of financial assets.

 The Windows binary version is self-contained and does not require a
        QuantLib (or Boost) installation.

 RQuantLib uses the Rcpp R/C++ interface class library. See the Rcpp
        package on CRAN (or R-Forge) for more information on Rcpp.

 Note that while RQuantLib's code is licensed under the GPL (v2 or
        later), QuantLib itself is released under a somewhat less
        restrictive Open Source license (see QuantLib-License.txt).

Enum: Documentation for parameters

Description

Arguments

Value

Details

References