eddelbuettel / rquantlib

R interface to the QuantLib library
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Problem with Schedule Function #19

Closed sarangvrao closed 9 years ago

sarangvrao commented 9 years ago

Hi, There seems to be a problem with the Schedule function. It not looking up "Monthly" value.

the matchFrequency lookup function is missing the value "Monthly" in function variables.Bond.R

line 568-583. code below:

matchFrequency <- function(freq = c("NoFrequency","Once", "Annual",
                                    "Semiannual", "EveryFourthMonth",
                                    "Quarterly", "Bimonthly",
                                    "EveryFourthWeek", "Biweekly",
                                    "Weekly", "Daily")){
    if (!is.numeric(freq)){
       freq <- match.arg(freq)
       freq <- switch(freq,
                      NoFrequency = -1, Once = 0, Annual = 1,
                      Semiannual = 2, EveryFourthMonth = 3,
                      Quarterly = 4, Bimonthly = 6,
                      Monthly = 12, EveryFourthWeek = 13,
                      Biweekly = 26, Weekly = 52, Daily = 365)
    }
    freq
}
eddelbuettel commented 9 years ago

Yes, looks like a bug in the function argument.