CT | R Documentation |
ContractType
-class constructorCreate 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
.
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(...)
... |
If a character, then |
An object of a class extending ContractType
Pam, PrincipalAtMaturity
# 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"))
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