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## Emacs, make this -*- mode: R; -*-
import("methods")
importFrom("Rcpp", "Rcpp.plugin.maker", "sourceCpp")
importFrom("stats", "sd")
importFrom("graphics", "par", "plot", "lines", "legend")
importFrom("utils", "compareVersion", "packageVersion")
importFrom("zoo","zoo","na.spline")
useDynLib("RQuantLib", .registration=TRUE)
export(
##--arrays.R
"oldEuropeanOptionArrays",
"EuropeanOptionArrays",
"plotOptionSurface",
"matchParams",
##--asian.R
"AsianOption",
##--bermudan.R
"BermudanSwaption",
"AffineSwaption",
#"sabrengine",
"SabrSwaption",
"summary.G2Analytic",
"summary.HWAnalytic",
"summary.HWTree",
"summary.BKTree",
##--bond.R
"ZeroCouponBond",
"ZeroPriceByYield",
"ZeroYield",
"FixedRateBond",
"FixedRateBondYield",
"FixedRateBondPriceByYield",
"FloatingRateBond",
"ConvertibleZeroCouponBond",
"ConvertibleFixedCouponBond",
"ConvertibleFloatingCouponBond",
"CallableBond",
"FittedBondCurve",
##--calendars.R
"calendars",
"isBusinessDay", "businessDay",
"isHoliday",
"isWeekend",
"isEndOfMonth",
"getEndOfMonth", "endOfMonth",
"adjust",
"advance",
"businessDaysBetween",
"getHolidayList", "holidayList",
"getBusinessDayList", "businessDayList",
"setCalendarContext",
"addHolidays",
"removeHolidays",
##--dayCounter.R
"dayCount",
"yearFraction",
"setEvaluationDate",
##--dates.cpp
"advanceDate",
##--discount.R
"DiscountCurve",
"plot.DiscountCurve",
##--implied.R
"EuropeanOptionImpliedVolatility",
"AmericanOptionImpliedVolatility",
"BinaryOptionImpliedVolatility",
##--option.R
"EuropeanOption",
"AmericanOption",
"BinaryOption",
"BarrierOption",
##--schedule.R
"Schedule",
##--utils.R
"getQuantLibVersion",
"getQuantLibCapabilities"
)
S3method("AmericanOption", "default")
S3method("AmericanOptionImpliedVolatility", "default")
S3method("AsianOption", "default")
S3method("BarrierOption", "default")
S3method("BermudanSwaption", "default")
S3method("AffineSwaption", "default")
S3method("SabrSwaption", "default")
S3method("BinaryOption", "default")
S3method("BinaryOptionImpliedVolatility", "default")
S3method("CallableBond", "default")
S3method("ConvertibleFixedCouponBond", "default")
S3method("ConvertibleFloatingCouponBond", "default")
S3method("ConvertibleZeroCouponBond", "default")
S3method("DiscountCurve", "default")
S3method("EuropeanOption", "default")
S3method("EuropeanOptionImpliedVolatility", "default")
S3method("FittedBondCurve", "default")
S3method("FixedRateBond", "default")
S3method("FixedRateBondPriceByYield", "default")
S3method("FixedRateBondYield", "default")
S3method("FloatingRateBond", "default")
S3method("plot", "DiscountCurve")
S3method("Schedule", "default")
S3method("summary", "BKTree")
S3method("summary", "G2Analytic")
S3method("summary", "HWAnalytic")
S3method("summary", "HWTree")
S3method("summary", "G2AnalyticAffineSwaption")
S3method("summary", "HWAnalyticAffineSwaption")
S3method("summary", "HWTreeAffineSwaption")
S3method("ZeroCouponBond", "default")
S3method("ZeroPriceByYield", "default")
S3method("ZeroYield", "default")
S3method("plot", "Option")
S3method("print", "Option")
S3method("summary", "Option")
S3method("plot", "Bond")
S3method("print", "Bond")
S3method("summary", "Bond")
S3method("print", "FixedRateBond")
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