Additional fixed rate bond support

eddelbuettel / rquantlib

R interface to the QuantLib library

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Additional fixed rate bond support #1

Closed mzivi closed 10 years ago

mzivi commented 10 years ago

I have implemented more detailed support of QuantLib calendar for bonds. I have chosen to leave the check for empty calendars on the client side of the getCalendar function in order to:

avoid a little overhead when a default (empty) calendar should be used;
leave the choise of what to default to in case of missing calendar to the client code.

eddelbuettel commented 10 years ago

We'd like to make sure Travis CI does not break.

eddelbuettel commented 10 years ago

Before you add more support could you please look into the the "it does not compile" issue?

That is a show stopper.

mzivi commented 10 years ago

Hey Dirk, I think I am almost there, my branch "almost" get through the travis CI (actually I am not sure why it failed the check in the first place, maybe an externality?). I still have a couple of issues there though:

Codoc mismatches from documentation object 'BondUtilities' (see line 614 of my build #5) - where can I fix the docs?
a test unit, which I think I had fixed failed (see line 693 of my build #5) - I fixed the unit tests I found in test/RQuantLib.R and inst/unitTests/runit.calendar.R, but that didn't help. The log mentions instead a file named RQuantLib-ex.R (line 643) which I couldn't locate. Any pointers? Thanks

eddelbuettel commented 10 years ago

Hi there, and thanks for the follow-up.

I do not think I can see your build logs (visible to you only) until you make a pull request (after which I see the result of that). Now regarding your two points:

Documentation is in the man/ directory, grep for the corresponding .Rd file, probably man/Bond.Rd
The file is created from collating all the examples in the help files, again from the man/ directory.

It may be easier to discuss / follow-up on the mailing list where you can send attachments.