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Adding CDS bootstrapping #18

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Dec 3, 2019
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ee53efe
Adding CDS bootstrapping
farzadwp Jun 29, 2019
42f4bce
Adding CDS bootstrapping
farzadwp Jun 29, 2019
dfed928
Simplify documentation
imanuelcostigan Jul 6, 2019
a5d7358
Code formatting
imanuelcostigan Jul 6, 2019
fd000d8
Tidy up valid rank types
imanuelcostigan Jul 6, 2019
690f048
Align labels with documentation
imanuelcostigan Jul 6, 2019
4588d90
Complete documentation of CDSSpecs
imanuelcostigan Jul 6, 2019
928af97
Explicitly define a subclass parameter to CDSSpecs
imanuelcostigan Jul 6, 2019
ba12cd6
Improve doc of CDSSingleNameSpecs
imanuelcostigan Jul 6, 2019
c96b2b9
Code formatting
imanuelcostigan Jul 6, 2019
32ba14e
Assert that name is a string rather than possibly character vec
imanuelcostigan Jul 6, 2019
d287b64
Wrap code to 80 characters
imanuelcostigan Jul 6, 2019
4dd9ee6
Minor documentation improvements
imanuelcostigan Jul 6, 2019
f98015b
Run styler:::style_active_file()
imanuelcostigan Jul 6, 2019
cd2df62
CDSCurve class and method changes
imanuelcostigan Jul 6, 2019
32ff7d4
Change titles of class constructor help docs
imanuelcostigan Jul 6, 2019
c8de547
Add help details
imanuelcostigan Jul 6, 2019
ca0db72
Let the return value from example print to console
imanuelcostigan Jul 6, 2019
5e8364c
Improve SurvivalProbCurve documentation
imanuelcostigan Jul 6, 2019
12b547d
Formatting SurvivalProbCurve code
imanuelcostigan Jul 6, 2019
a5e5c30
Improved SurvivalProbCurve assertions
imanuelcostigan Jul 6, 2019
5527abe
Rename SurvivalProbCurve to SurvivalCurve
imanuelcostigan Jul 6, 2019
34cdd1a
Rename HazardRate to HazardCurve
imanuelcostigan Jul 6, 2019
0117dce
Improve HazardCurve documentation
imanuelcostigan Jul 7, 2019
46cacf4
HazardCurve asserts length of tenors = length of rates
imanuelcostigan Jul 7, 2019
5e9dbf5
Roxygenised
imanuelcostigan Jul 7, 2019
77db740
Add cross links to help files
imanuelcostigan Jul 7, 2019
fcd9768
Roxygenise
imanuelcostigan Jul 7, 2019
246813d
Rename CDSSpecs to CDSSpec
imanuelcostigan Jul 7, 2019
55367fa
Rename CDSSingleNameSpecs to CDSSingleNameSpec
imanuelcostigan Jul 7, 2019
20073e0
Rename CDSMarkitSpecs to CDSMarkitSpec
imanuelcostigan Jul 7, 2019
c44d4a0
roxygenise
imanuelcostigan Jul 7, 2019
de47b0b
Style file with styler:::style_active_file()
imanuelcostigan Jul 7, 2019
90000b2
Document is.CDSCurve and is.CDSSpec
imanuelcostigan Jul 7, 2019
09a491e
Move print methods to credit-methods.R file
imanuelcostigan Jul 7, 2019
1d1f51f
Move basic class helpers to credit-class.R
imanuelcostigan Jul 7, 2019
fbcaf37
Improve print() and format() methods
imanuelcostigan Jul 7, 2019
8c521ff
roxygenised
imanuelcostigan Jul 7, 2019
01a990e
Merge remote-tracking branch 'upstream/feature-cds-ic'
farzadwp Jul 7, 2019
e02932b
Extending CDS classes and methods
farzadwp Jul 29, 2019
b69caf8
tidy up new methods
farzadwp Jul 29, 2019
b33fd80
Fixed documentation issues
farzadwp Jul 29, 2019
2fe889a
Merge branch 'master' into master
farzadwp Jul 29, 2019
69a3b29
updates in version
farzadwp Jul 29, 2019
894d103
updates in version
farzadwp Jul 29, 2019
88a1715
resolving conflict
farzadwp Jul 30, 2019
1616be0
confilict in NEWS resolved
farzadwp Jul 30, 2019
5db97f6
added tests
farzadwp Aug 12, 2019
eef3ffd
resloved errors/warnings/notes
farzadwp Nov 27, 2019
6442dca
updating from upstream
farzadwp Nov 27, 2019
688e072
Merge pull request #1 from imanuelcostigan/master
farzadwp Nov 27, 2019
efb149f
resolved confilict with master
farzadwp Nov 27, 2019
afbc5dc
Merge branch 'master' of https://github.com/farzadwp/fmbasics
farzadwp Nov 27, 2019
46718d0
Roxygenised
farzadwp Nov 28, 2019
39743c3
fix documentation error
farzadwp Nov 28, 2019
6fee375
readme fix test
farzadwp Nov 28, 2019
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Complete documentation of CDSSpecs
  • Loading branch information
imanuelcostigan committed Jul 7, 2019
commit 4588d90e56ad5f1eee5886632c268a6652f68e61
13 changes: 7 additions & 6 deletions R/credit-class.R
Original file line number Diff line number Diff line change
Expand Up @@ -3,13 +3,14 @@
#' This class will enable you to specify CDS curves. It is used by
#' [SurvivalProbCurve()] and [HazardRate()].
#'
#' @param rank Seniority of the debt issuance. Possible options are "SNR" for
#' Senior, "SubTier3" for Subordinate Tier 3, "SubUpperTier2" for
#' Subordinate Upper Tier 2, "SubLowerTier2" for Subordinate Lower Tier 2
#' "SubTier1" for Subordinate Tier 1
#'
#' @param rank Seniority of the reference debt. Must be one of the following
#' options: "SNR" for Senior, "SubTier3" for Subordinate Tier 3,
#' "SubUpperTier2" for Subordinate Upper Tier 2, "SubLowerTier2" for
#' Subordinate Lower Tier 2 "SubTier1" for Subordinate Tier 1
#' @param ... parameters passed to other `CDSSpecs` constructors
#' @param subclass the name of a `CDSSpecs` subclass. Defaults to `NULL`
#' @return Object of type `CDSSpecs`
#'
#' @export
#' @examples
#' CDSSpecs(rank = "SubTier3")
#'
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