From 6fee375ceec0ac5ff199e9b3dfd146c65078a476 Mon Sep 17 00:00:00 2001 From: farzadwp <36614630+farzadwp@users.noreply.github.com> Date: Thu, 28 Nov 2019 13:31:47 +1100 Subject: [PATCH] readme fix test --- README.Rmd | 12 ++++++------ README.md | 21 ++++++++++----------- inst/README-unnamed-chunk-7-1.png | Bin 21920 -> 3413 bytes 3 files changed, 16 insertions(+), 17 deletions(-) diff --git a/README.Rmd b/README.Rmd index d8d3bc3..703face 100644 --- a/README.Rmd +++ b/README.Rmd @@ -90,12 +90,12 @@ interpolate_dfs(zc, ymd(20170331), ymd(20170630)) Basic support for creating and interpolating volatility surfaces is possible: ```{r} -vs <- build_vol_surface() -at <- tibble::tibble( - maturity = as.Date(c("2020-03-31", "2021-03-31")), - smile = c(0.40, 0.80) -) -interpolate(vs, at) +# vs <- build_vol_surface() +# at <- tibble::tibble( +# maturity = as.Date(c("2020-03-31", "2021-03-31")), +# smile = c(0.40, 0.80) +# ) +# interpolate(vs, at) ``` diff --git a/README.md b/README.md index 06656a1..9a30f30 100644 --- a/README.md +++ b/README.md @@ -96,26 +96,25 @@ plot(zc$pillar_times, zc$pillar_zeros, xlab = 'Years', ylab = 'Zero') ``` r interpolate(zc, year_frac(zc$reference_date, ymd(20170331), "act/365")) -#> [1] 0.01858073 +#> [1] 0.0187453 interpolate_zeros(zc, ymd(20170331)) -#> 1.858073%, CONTINUOUS, ACT/365 +#> 1.87453%, CONTINUOUS, ACT/365 interpolate_fwds(zc, ymd(20170331), ymd(20170630)) -#> 1.837645%, SIMPLE, ACT/365 +#> 1.837274%, SIMPLE, ACT/365 interpolate_dfs(zc, ymd(20170331), ymd(20170630)) -#> 0.995439369532595, 2017-03-31--2017-06-30 +#> 0.995440285935839, 2017-03-31--2017-06-30 ``` Basic support for creating and interpolating volatility surfaces is possible: ``` r -vs <- build_vol_surface() -at <- tibble::tibble( - maturity = as.Date(c("2020-03-31", "2021-03-31")), - smile = c(0.40, 0.80) -) -interpolate(vs, at) -#> [1] 0.6001969 0.6042421 +# vs <- build_vol_surface() +# at <- tibble::tibble( +# maturity = as.Date(c("2020-03-31", "2021-03-31")), +# smile = c(0.40, 0.80) +# ) +# interpolate(vs, at) ``` Further details can be found in this package’s help pages and vignettes diff --git a/inst/README-unnamed-chunk-7-1.png b/inst/README-unnamed-chunk-7-1.png index 0920f70101efaefd91cbe7083d64339ba8b8e54b..778df3f9b54f23e4234ff349c79b43005ae714b4 100644 GIT binary patch literal 3413 zcmds4X;f2577k$(l(?Hl6R<^*Mg?sIA)ehFw-mSWI?^m}j z`*bLlOpt z!N3R@3>`z~6TT`4Y&L4(D@2B0rmys)7c6(TcP07F?_y)uTVe=r~@?+ z2K7=dg{VWn*9f(D4~M}J4PQQ`rjUZuFxV2tep{;};jR@bA30&6yzYwE_ zfOWqfC;~Y1p-XQ4VN((2h)N>aLIv|p%j7a@Asl^Ws0*uZ3)+0k#R#5mroGWlkIzVO z)lRQa2+EU?C4>MgAaY4npq?EcCTzpxnFYMyPzE%pJ zHgWkbS_&7gw7}uR@q2Hu?)MoomW~x{_Gpj9&j6t97PRPf)NZGDi=ab;9CS8R&SZcs z8%k@=<8P#R%Tjqhfts<8Ol|>zue!IcH~^YjoTs#)SoiXvF@=MprS2Dq#RXi)Y%IA=2~8(G->i|<>M)nx+0VJDM(?-{~@ zB^U<#cS3Vyh6`DcGTD7&c0~LKZWyPv`6E(zM~~Q1{dyEM+wOV0bXzJ(sdhVjQ_l{X zk@Ey^X-CJK3AnFu)7DgqjNyshs?T36R*>of83Bk_Udh#no;n1UUuQo87ke@LV;x@^ 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