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 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72
|
% $Id$
\name{Schedule}
\alias{Schedule}
\alias{Schedule.default}
\title{Schedule generation}
\description{
The \code{Schedule} function generates a schedule of dates conformant to
a given convention in a given calendar.
}
\usage{
\method{Schedule}{default}(params)
}
\arguments{
\item{params}{a named list, QuantLib's parameters of the schedule.
\tabular{ll}{
\code{effectiveDate} \tab a Date, when the schedule becomes effective. \cr
\code{maturityDate} \tab a Date, when the schedule matures. \cr
\code{period} \tab (Optional) a number or string, the frequency of \cr
\code{} \tab the schedule. Default value is 'Semiannual'. \cr
\code{calendar} \tab (Optional) a string, the calendar name. \cr
\code{} \tab Defaults to 'TARGET' \cr
\code{businessDayConvention} \tab (Optional) a number or string, the \cr
\code{} \tab day convention to use. \cr
\code{} \tab Defaults to 'Following'. \cr
\code{terminationDateConvention} \tab (Optional) a number or string, the \cr
\code{} \tab day convention to use for the terminal date. \cr
\code{} \tab Defaults to 'Following'. \cr
\code{dateGeneration} \tab (Optional) a number or string, the \cr
\code{} \tab date generation rule. \cr
\code{} \tab Defaults to 'Backward'. \cr
\code{endOfMonth} \tab (Optional) 1 or 0, use End of Month rule for \cr
\code{} \tab schedule dates. Defaults to 0 (false).
}
See example below.
}
}
\value{
The \code{Schedule} function returns an object of class
\code{Schedule}. It contains the list of dates in the schedule.
}
\details{
Please see any decent Finance textbook for background reading, and the
\code{QuantLib} documentation for details on the \code{QuantLib}
implementation.
}
\references{\url{https://www.quantlib.org/} for details on \code{QuantLib}.}
\author{
Michele Salvadore \email{michele.salvadore@gmail.com} for the inplementation;
Dirk Eddelbuettel \email{edd@debian.org} for the \R interface;
the QuantLib Group for \code{QuantLib}
}
\seealso{
\code{\link{FixedRateBond}}
}
\examples{
params <- list(effectiveDate=as.Date("2004-11-30"),
maturityDate=as.Date("2008-11-30"),
period='Semiannual',
calendar='UnitedStates/GovernmentBond',
businessDayConvention='Unadjusted',
terminationDateConvention='Unadjusted',
dateGeneration='Forward',
endOfMonth=1)
Schedule(params)
}
\keyword{misc}
|