On Wed, Nov 18, 2015 at 7:35 PM, Glenn Schultz <glennmschu...@me.com> wrote:
> All,
>
> I have the following class with slots as functions. For the analysis of MBS
> this is good set-up as it allows for a very clean and modular way of
> handling things. My question is really geared to understanding what is
> happening in R.
>
> Below is the function without sato = NULL R CMD throws a warning global
> variable not defined. With SATO = NULL I do not get the warning. Why only
> sato and not two and ten which are also inputs?
>
You use sato in the yr15 function even though it is not an argument to
the function. Did you forget to add it as an argument to the yr15
function?
> Glenn
>
> # Bond Lab is a software application for the analysis of # fixed income
> securities it provides a suite of applications
> # in addition to standard fixed income analysis bond lab provides # for the
> specific analysis of structured products residential mortgage backed
> securities, # asset backed securities, and commerical mortgage backed
> securities
> # License GPL3 + File License
> # Copyright (C) 2014 Glenn M Schultz, CFA
>
> #' An S4 class whose slots are functions used to propogate
> #' the mortgage rate used to motivate the prepayment model
> #' @slot yr30 A function defining the 30-year mortgage rate as a function
> #' of the 2- and 10-year swap rate
> #' @slot yr15 A function defining the 15-year mortgage rate as a function
> #' of the 2- and 10-year swap rate #' @export MortgageRate
>
> setClass("MortgageRate",
> representation(
> yr30 = "function",
> yr15 = "function"))
>
> #' A constructor function for the class Mortgage Rate
> MortgageRate <- function(){
> sato = NULL
> new("MortgageRate",
> yr30 = function(two = numeric(), ten = numeric(), sato = numeric()) {
> 2.25 + (.06 * two) + (.75 * ten) + sato},
>
> yr15 = function(two = numeric(), ten = numeric()){
> 1.75 + (.06 * two) + (.75 * ten) + sato}
> )}
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--
Joshua Ulrich | about.me/joshuaulrich
FOSS Trading | www.fosstrading.com
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