Hi All,
I have a package stable and working. Now, I am trying to consolidate some
functions that share similar inputs. Example below. So, I branched on github
and work with the branch but now when I run the R check in studio I get the
following warning:
* checking Rd \usage sections ... WARNING
Documented arguments not in \usage in documentation object 'Effective.Measure':
‘type’
Clearly type is documented. Perhaps this is an R studio/git hub issue. Travis
tells me the build is broken. I am trying to build and work with the package
within standards so I am not sure what happened. Maybe this is not a topic
that belongs here but I can't find answers on the internet.
Glenn
#' A function to compute effective duration and convexity
#'
#' Calculates the effective duration and based on discount vector (zero coupon)
#' cashflow vector, and rate delta
#' @param Rate.Delta A numeric value the interest rate shift in basis points
#' @param cashflow A numeric vector of cashflow
#' @param discount.rates A numeric vector of the discount rates
#' @param time.period A numeric vector of the time period
#' @param type A character vector to specify either duration or convexity
#' @export
Effective.Measure <- function(Rate.Delta = numeric(),
cashflow = vector(),
discount.rates = vector(),
time.period = vector(),
type = "character"){
discount.rates.up = discount.rates + Rate.Delta
discount.rates.dwn = discount.rates - Rate.Delta
Price.NC = sum((1/((1+discount.rates)^time.period)) * cashflow)
Price.UP = sum((1/((1+discount.rates.up)^time.period)) * cashflow)
Price.DWN = sum((1/((1+discount.rates.dwn)^time.period)) * cashflow)
switch(type,
duration = (Price.UP - Price.DWN)/(2*Price.NC*Rate.Delta),
convexity = (Price.UP + Price.DWN -
(2*Price.NC))/(2*Price.NC*(Rate.Delta^2)))
}
setGeneric("Effective.Measure", function(Rate.Delta = numeric(),
cashflow = vector(),
discount.rates = vector(),
time.period = vector())
{standardGeneric("Effective.Measure")})
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