1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
|
## RQuantLib -- R interface to the QuantLib libraries
##
## Copyright (C) 2014 Michele Salvadore and Dirk Eddelbuettel
##
## This file is part of RQuantLib.
##
## RQuantLib is free software: you can redistribute it and/or modify
## it under the terms of the GNU General Public License as published by
## the Free Software Foundation, either version 2 of the License, or
## (at your option) any later version.
##
## RQuantLib is distributed in the hope that it will be useful,
## but WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
## GNU General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with RQuantLib. If not, see <http://www.gnu.org/licenses/>.
Schedule <- function(params){
UseMethod("Schedule")
}
Schedule.default <- function(params) {
val <- 0
# check schedule params
if (is.null(params$effectiveDate)){
stop("schedule effective date undefined.")
}
if (is.null(params$maturityDate)){
stop("schedule maturity date undefined.")
}
if (is.null(params$period)) params$period <- 'Semiannual'
if (is.null(params$calendar)) params$calendar <- 'TARGET'
if (is.null(params$businessDayConvention)) params$businessDayConvention <- 'Following'
if (is.null(params$terminationDateConvention)) params$terminationDateConvention <- 'Following'
if (is.null(params$dateGeneration)) params$dateGeneration <- 'Backward'
if (is.null(params$endOfMonth)) params$endOfMonth <- 0
params <- matchParams(params)
CreateSchedule(params)
}
|
