eddelbuettel / rquantlib

R interface to the QuantLib library
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Enum DayCounter 1 says Actual360FixEd but code uses Actual365Fixed #156

Closed klin333 closed 3 years ago

klin333 commented 3 years ago

?RQuantLib::Enum shows DayCounter = 1 to mean "Actual360FixEd", but code src/utils.cpp line 69 of master shows QuantLib::Actual365Fixed() is returned if n==1

I guess that means the documentation is wrong?

I have RQuantLib 0.4.12 installed.

eddelbuettel commented 3 years ago

Thanks for catching that. Maybe a documentation error. Can you reference what you see in 'src/utiles.cpp line 69'? One can fully reference this and when I look at that file I see something else:

https://github.com/eddelbuettel/rquantlib/blob/3b8ecb47135dd4e2144ad19d11c9acb94dad9d59/src/utils.cpp#L69

eddelbuettel commented 3 years ago

Oh I see, you meant 369:

https://github.com/eddelbuettel/rquantlib/blob/3b8ecb47135dd4e2144ad19d11c9acb94dad9d59/src/utils.cpp#L368-L369

I will fix the docs.

eddelbuettel commented 3 years ago

Thanks again!