These functions are using internally to convert from the characters at
the R level to the enum
types used at the C++ level. They are
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..
matchBDC(bdc = c("Following", "ModifiedFollowing", "Preceding",
"ModifiedPreceding", "Unadjusted",
"HalfMonthModifiedFollowing", "Nearest"))
matchCompounding(cp = c("Simple", "Compounded", "Continuous", "SimpleThenCompounded"))
matchDayCounter(daycounter = c("Actual360", "ActualFixed", "ActualActual", "Business252",
"OneDayCounter", "SimpleDayCounter", "Thirty360",
"Actual365NoLeap", "ActualActual.ISMA", "ActualActual.Bond",
"ActualActual.ISDA", "ActualActual.Historical",
"ActualActual.AFB", "ActualActual.Euro"))
matchDateGen(dg = c("Backward", "Forward", "Zero", "ThirdWednesday",
"Twentieth", "TwentiethIMM", "OldCDS", "CDS"))
matchFrequency(freq = c("NoFrequency","Once", "Annual", "Semiannual",
"EveryFourthMonth", "Quarterly", "Bimonthly",
"Monthly", "EveryFourthWeek", "Biweekly",
"Weekly", "Daily"))
matchParams(params)
A string identifying one of the possible business day convention values.
A string identifying one of the possible compounding frequency values.
A string identifying one of the possible day counter scheme values.
A string identifying one of the possible date generation scheme values.
A string identifying one of the possible (dividend) frequency values.
A named vector containing the other parameters as components.
Each function converts the given character value into a corresponding
numeric entry. For matchParams
, an named vector of strings is
converted into a named vector of numerics..
The QuantLib documentation should be consulted for details.
Note that Actual365NoLeap
is deprecated as of QuantLib 1.11 and
no longer supported by default. It can be reinstated by defining
RQUANTLIB_USE_ACTUAL365NOLEAP
.
http://quantlib.org for details on QuantLib
.