If you use S4 objects then have a look at ?setValidity
Best regards,
Thierry
Op 11-jul.-2015 04:11 schreef "Glenn Schultz" :
> 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
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 variab