All,
I have a package BondLab, all variables are passed to the models via Cusip
objects.
The only variables input by the user are
settlement date,
price or yield or spread.
Further price may be passed as 100.125, 100-8 (1/8), or 100-2 (2/64) or 100-2+
(5/128).
Once passed these variables must have a steady state (in decimal). After
reading the R documentation and Hadley's book I think the way to do this is via
a class but I can quite get my head around how to do it. A nominal model is:
Analytics <- function(bondid = cusip, tradedate = trade.date, settledate =
settle.date, price = 100.125){
BondAnalytics <- BondAnalytics(tradedate = tradedate, settledate = settledate,
price = price)
New("BondAnalytics ...)
}
So, price is an input to a constructor function which calls other functions to
create the class object BondAnalytics. If price is an object with validity how
do I make that part of the function?
If I do make it class how does it function input inherit? I read John
Chamber's book but I am not sure... maybe it does not have to be a class but
something else or is it something like the below:
BondAnalytics <- function(bond.id = "character", tradedate = "character", settledate =
"character", price = .Object){
do stuff...}
Advice appreciated,
-glenn
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