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\name{BondUtilities}
\alias{matchBDC}
\alias{matchCompounding}
\alias{matchDateGen}
\alias{matchDayCounter}
\alias{matchFrequency}
\alias{matchParams}
\title{Bond parameter conversion utilities}
\description{
These functions are using internally to convert from the characters at
the R level to the \code{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..}
\usage{
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)
}
\arguments{
\item{bdc}{A string identifying one of the possible business day convention values.}
\item{cp}{A string identifying one of the possible compounding frequency values.}
\item{daycounter}{A string identifying one of the possible day counter scheme values.}
\item{dg}{A string identifying one of the possible date generation scheme values.}
\item{freq}{A string identifying one of the possible (dividend) frequency values.}
\item{params}{A named vector containing the other parameters as components.}
}
\value{
Each function converts the given character value into a corresponding
numeric entry. For \code{matchParams}, an named vector of strings is
converted into a named vector of numerics..
}
\details{
The QuantLib documentation should be consulted for details.
Note that \code{Actual365NoLeap} is soft deprecated as of QuantLib 1.11 and hard deprecated as of
QuantLib 1.16. For users on QuantLib 1.16 or later, use of the RQuantLib daycounter enum with a
value of severn will result in \code{Actual365Fixed(Actual365Fixed::NoLeap)} which is functionally
equivalent to \code{Actual365NoLeap}. Previously RQuantLib allowed users to retain
\code{Actual365NoLeap} via defining \code{RQUANTLIB_USE_ACTUAL365NOLEAP}, but this is no longer
required.
Also note that \code{ActualActual} without explicit convention specification is hard deprecated
as of QuantLib 1.23. This is only soft-deprecated in RQuantLib by explicitly passing in the same
default convention. Previously RQuantLib allowed users to define
\code{RQUANTLIB_USE_ACTUALACTUAL}, but this is no longer required.
}
\references{\url{https://www.quantlib.org/} for details on \code{QuantLib}.}
\author{Khanh Nguyen \email{knguyen@cs.umb.edu} for the \R interface;
the QuantLib Group for \code{QuantLib}}
\note{The interface might change in future release as \code{QuantLib}
stabilises its own API.}
%\examples{}
\keyword{misc}
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