Does this help?
code <- c("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")
docs <- c("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" )
setdiff(code, docs)
setdiff(docs, code)
Hadley
On Fri, Apr 22, 2016 at 10:31 AM, Glenn Schultz <glennmschu...@me.com> wrote:
> 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")
>
> ______________________________________________
> R-package-devel@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-package-devel
--
http://hadley.nz
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