ct-methods: 'ContractType'-class constructor

In wbreymann/FEMS: R Package for Financial Enterprise Modelling and Simulation

ContractType-class constructor

Description

Create an instance of an implementation of class ContractType (e.g. PrincipalAtMaturity, Stock, etc). This constructor is in fact a short cut to the constructors of the implemented classes such as Pam for PrincipalAtMaturity, Ann for Annuity or Stk for Stock. Note that it is not possible to instanciate class ContractType itself but only the implementing classes extending ContractType.

Usage

CT(contract_name)

## S4 method for signature 'character'
CT(contract_name)

Ann(...)

## S4 method for signature 'ANY'
Ann(
  ContractID = "001",
  ContractRole = "RPA",
  StatusDate = "0000-01-01",
  PremiumDiscountAtIED = 0,
  DayCountConvention = "30E360",
  ...
)

Annuity(...)

## S4 method for signature 'ANY'
Annuity(...)

Lax(...)

## S4 method for signature 'ANY'
Lax(...)

ExoticLinearAmortizer(...)

## S4 method for signature 'ANY'
ExoticLinearAmortizer(...)

Fxout(...)

## S4 method for signature 'ANY'
Fxout(...)

ForeignExchangeOutright(...)

## S4 method for signature 'ANY'
ForeignExchangeOutright(...)

Futur(...)

## S4 method for signature 'ANY'
Futur(...)

Lam(...)

## S4 method for signature 'ANY'
Lam(
  ContractID = "001",
  ContractRole = "RPA",
  StatusDate = "0000-01-01",
  PremiumDiscountAtIED = 0,
  DayCountConvention = "30E360",
  ...
)

LinearAmortizer(...)

## S4 method for signature 'ANY'
LinearAmortizer(...)

Nam(...)

## S4 method for signature 'ANY'
Nam(...)

NegativeAmortizer(...)

## S4 method for signature 'ANY'
NegativeAmortizer(...)

## S4 method for signature 'ANY'
Investments(...)

## S4 method for signature 'ANY'
Investment(...)

## S4 method for signature 'ANY'
Reserves(...)

Optns(...)

## S4 method for signature 'ANY'
Optns(...)

Option(...)

## S4 method for signature 'ANY'
Option(...)

Pam(...)

## S4 method for signature 'ANY'
Pam(
  ContractID = "001",
  ContractRole = "RPA",
  StatusDate = "0000-01-01",
  PremiumDiscountAtIED = 0,
  DayCountConvention = "30E360",
  ...
)

PrincipalAtMaturity(...)

## S4 method for signature 'ANY'
PrincipalAtMaturity(...)

Stk(...)

## S4 method for signature 'ANY'
Stk(...)

Stock(...)

## S4 method for signature 'ANY'
Stock(...)

Swaps(...)

## S4 method for signature 'ANY'
Swaps(...)

Arguments

...	If a character, then object is expected to be the R-class name of the contract to be instantiated.

Value

An object of a class extending ContractType

See Also

Pam, PrincipalAtMaturity

Examples

# example 1: create a new 'PAM' object
pam <- CT("PrincipalAtMaturity")

# example 2: attach the reference to a Java 'PAM' object to
#            a new R-'PAM' object. Note, the new object will
#            refer to the same Java contract.
pam <- Pam()
set(pam, list(ContractID = "001",
              Currency = "CHF",
              ContractRole = "RPA",
              StatusDate       = "2012-12-31",
              ContractDealDate = "2012-12-31",
              InitialExchangeDate = "2013-01-01",
              MaturityDate = "2013-03-31",
              NotionalPrincipal = 1000, 
              NominalInterestRate = 0.01,
              DayCountConvention = "30E360"))

wbreymann/FEMS documentation built on May 6, 2024, 2:19 p.m.