EventSeries | R Documentation |
EventSeries
-class constructorCreate an instance of class EventSeries
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, ...)
object |
(optional) A |
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.
An object of a class EventSeries
containing a
reference to a java EventSeries object
ContractType, generateEvents, processEvents
# 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)
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