All,
Below are two classes that I have created Scenario and Mtg.Scenario.
Mtg.Scenario contains Scenario when I run check I get the following warning.
I have gone through my book R Packages and looked at the EPub writing extension
but I cannot find an example.
Any help is appreciated
Glenn
* checking for code/documentation mismatches ... WARNING
S4 class codoc mismatches from documentation object 'Mtg.Scenario-class':
Slots for class 'Mtg.Scenario'
Code: BeginningBal Convexity EffConvexity EffDuration EndingBal
Formula Horizon HorizonReturn KeyRateConvexity KeyRateDuration
KeyRateTenor ModDuration Name PassThroughInterest Period
PmtDate PrepaidPrin SMM ScheduledPrin ShiftType Shiftbps
SpreadToInterCurve TimePeriod TotalCashFlow Type WAL
YieldToMaturity forwardrate spotrate
Inherited: Name Type Horizon ShiftType Shiftbps Formula
Docs: BeginningBal Convexity EffDuration EndingBal Formula Horizon
KeyConvexity KeyRateDuration KeyRateTenor ModDuration Name
PassThroughInterest Period PmtDate PrepaidPrin SMM
ScheduledPrin ShiftType Shiftbps SpreadToInterCurve TimePeriod
TotalCashFlow Type WAL YieldToMaturity forwardrate spotrate
#' An S4 Class representing scenario analysis details
#'
#' The class Scenario is the representation of the
#' scenario run by the investor
#' @slot Name A character the name of the scenario
#' @slot Type A character the type of the scenario
#' @slot Horizon A character the time horizon over which the
#' scenario is run
#' @slot ShiftType A character the interest rate shift type (e.g.
#' twist, parallel, bull flatten, or bull steepen)
#' @slot Shiftbps A numeric value the scenario shift in basis points
#' @slot Formula A function represnting the shift which applied to the term
structure
#' @exportClass Scenario
setClass("Scenario",
representation(
Name = "character",
Type = "character",
Horizon = "character",
ShiftType = "character",
Shiftbps = "numeric",
Formula = "function"
))
#' An S4 Class representing the results of mortgage return scenario analysis
#'
#' The class Mtg. Scenario holds the results of a scenario analysis run
#' @slot Period A numeric value the period number forward from current
#' @slot PmtDate A character the payment date on which the cashflow is
expected to be received
#' @slot TimePeriod A numeric value the period stated as a unit of time
#' @slot BeginningBal A numeric value the forecasted beginning balance in the
period
#' @slot PassThroughInterest A numeric value the interest paid through to the
investor
#' @slot ScheduledPrin A numeric value the scheduled principal due in the
period
#' @slot PrepaidPrin A numeric value the forecasted prepaid principal in the
period
#' @slot EndingBal A numeric value the forecasted ending balance in the period
#' @slot TotalCashFlow A numeric value the forecasted total cashflow received
by
#' the investor in the period
#' @slot spotrate A numeric vector the spot rate curve
#' @slot forwardrate A numeric vector the forward rate curve
#' @slot SMM A numeric vector the forecasted SMM vector
#' @slot YieldToMaturity A numeric value the scenario yield to maturity
#' @slot WAL A numeric value the scenario weighted average life
#' @slot SpreadToInterCurve A numeric value the spread to the interpolated
curve
#' @slot ModDuration A numeric value the scenario modified duration
#' @slot Convexity A numeric value the scenario convexity
#' @slot EffDuration A numeric value the effective duration which is the sum
of the
#' key rate durations
#' @slot KeyRateTenor A numeric vector the key rate tenors
#' @slot KeyRateDuration A numeric vector the duration of each key rate tenor
#' @slot KeyConvexity A numeric vector the convexity of each each key rate
tenor
#' @exportClass Mtg.Scenario
setClass("Mtg.Scenario",
representation(
Period = "numeric",
PmtDate = "character",
TimePeriod = "numeric",
BeginningBal = "numeric",
PassThroughInterest = "numeric",
ScheduledPrin = "numeric",
PrepaidPrin = "numeric",
EndingBal = "numeric",
TotalCashFlow = "numeric",
spotrate = "numeric",
forwardrate = "numeric",
SMM = "numeric",
YieldToMaturity = "numeric",
WAL = "numeric",
SpreadToInterCurve = "numeric",
ModDuration = "numeric",
Convexity = "numeric",
EffDuration = "numeric",
EffConvexity = "numeric",
KeyRateTenor = "numeric",
KeyRateDuration = "numeric",
KeyRateConvexity = "numeric",
HorizonReturn = "numeric"),
contains = "Scenario")
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