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\name{Enum}
\alias{Enum}
\title{Documentation for parameters}
\description{
Reference for parameters when constructing a bond
}
%\usage{}
\arguments{
\item{DayCounter}{an int value
\tabular{ll}{
\code{0} \tab Actual360 \cr
\code{1} \tab Actual365Fixed \cr
\code{2} \tab ActualActual (NB: soft deprecated, defaults to ActualActual.ISDA)\cr
\code{3} \tab ActualBusiness252 \cr
\code{4} \tab OneDayCounter \cr
\code{5} \tab SimpleDayCounter \cr
\code{6} \tab Thirty360 (NB: soft deprecated, defaults to Thirty360.BondBasis) \cr
\code{7} \tab Actual365Fixed.NoLeap (NB: Actual365NoLeap if QuantLib version < 1.16) \cr
\code{8} \tab ActualActual.ISMA \cr
\code{9} \tab ActualActual.Bond \cr
\code{10} \tab ActualActual.ISDA \cr
\code{11} \tab ActualActual.Historical \cr
\code{12} \tab ActualActual.AFB \cr
\code{13} \tab ActualActual.Euro \cr
\code{14} \tab Thirty360.USA \cr
\code{15} \tab Thirty360.BondBasis \cr
\code{16} \tab Thirty360.European \cr
\code{17} \tab Thirty360.EurobondBasis \cr
\code{18} \tab Thirty360.Italian \cr
\code{19} \tab Thirty360.German
}
}
\item{businessDayConvention}{an int value
\tabular{ll}{
\code{0} \tab Following \cr
\code{1} \tab ModifiedFollowing \cr
\code{2} \tab Preceding \cr
\code{3} \tab ModifiedPreceding \cr
\code{4} \tab Unadjusted \cr
\code{5} \tab HalfMonthModifiedFollowing \cr
\code{6} \tab Nearest \cr
\code{anything else} \tab Unadjusted
}
}
\item{compounding}{an int value
\tabular{ll}{
\code{0} \tab Simple \cr
\code{1} \tab Compounded \cr
\code{2} \tab Continuous \cr
\code{3} \tab SimpleThenCompounded
}
}
\item{period or frequency}{an int value
\tabular{ll}{
\code{-1} \tab NoFrequency \cr
\code{0} \tab Once \cr
\code{1} \tab Annual \cr
\code{2} \tab Semiannual \cr
\code{3} \tab EveryFourthMonth \cr
\code{4} \tab Quarterly \cr
\code{6} \tab BiMonthtly \cr
\code{12} \tab Monthly \cr
\code{13} \tab EveryFourthWeek \cr
\code{26} \tab BiWeekly \cr
\code{52} \tab Weekly \cr
\code{365} \tab Daily \cr
\code{anything else} \tab OtherFrequency
}
}
\item{date generation}{an int value to specify date generation rule
\tabular{ll}{
\code{0} \tab Backward \cr
\code{1} \tab Forward \cr
\code{2} \tab Zero \cr
\code{3} \tab ThirdWednesday \cr
\code{4} \tab Twentieth \cr
\code{5} \tab TwentiethIMM \cr
\code{6} \tab OldCDS \cr
\code{7} \tab CDS \cr
\code{anything else} \tab TwentiethIMM
}
}
\item{durationType}{an int value to specify duration type
\tabular{ll}{
\code{0} \tab Simple \cr
\code{1} \tab Macaulay \cr
\code{2} \tab Modified
}
}
}
\value{
None
}
\details{
Please see any decent Finance textbook for background reading, and the
\code{QuantLib} documentation for details on the \code{QuantLib}
implementation, particularly the datetime classes.
}
\references{\url{https://www.quantlib.org/} for details on \code{QuantLib}.}
\author{Khanh Nguyen \email{knguyen@cs.umb.edu}}
\keyword{misc}
|
