evs-methods: 'EventSeries'-class constructor

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

EventSeries-class constructor

Description

Create an instance of class EventSeries

Usage

EventSeries(object, ad, ...)

## S4 method for signature 'ContractType,timeDate'
EventSeries(object, ad, ...)

## S4 method for signature 'ContractType,AD0'
EventSeries(object, ad, ...)

## S4 method for signature 'ContractType,character'
EventSeries(object, ad, ...)

## S4 method for signature 'EventSeries,missing'
EventSeries(object, ad, ...)

## S4 method for signature 'Portfolio,AD0'
EventSeries(object, ad, ...)

## S4 method for signature 'Operations,character'
EventSeries(object, ad, ...)

Arguments

object

(optional) A ContractType-object from which to extract the EventSeries

Details

Optionally, a ContractType-object can be passed on to the constructor in which case the java reference to object's 'processed event series' is attached as the classes' jref-field.

If no argument is provided, then a new empty java event series is created and referenced to by the classe's jref field.

Value

An object of a class EventSeries containing a reference to a java EventSeries object

See Also

ContractType, generateEvents, processEvents

Examples

# example 1: create a new, empty object
# evs = EventSeries() # this constructor doesn't exist

# example 2: create a new object and attach a contract's Event
pam = Pam()
set(pam, what=list(
                   ContractID = "001",
                   Currency = "CHF",
                   ContractRole = "RPA",
                   StatusDate       = "2012-12-31T00",
                   ContractDealDate = "2012-12-31T00",
                   InitialExchangeDate = "2013-01-01T00",
                   MaturityDate = "2013-03-31T00",
                   NotionalPrincipal = 1000, 
                   NominalInterestRate = 0.01,
                   DayCountConvention = "30E/360"))
ad = "2012-12-31T00"
evs = EventSeries(pam, ad)

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