/usr/lib/R/site-library/RQuantLib/NAMESPACE is in r-cran-rquantlib 0.4.3-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 | ## Emacs, make this -*- mode: R; -*-
import("methods");
importFrom("Rcpp", "Rcpp.plugin.maker", "sourceCpp")
importFrom("stats", "sd")
importFrom("graphics", "par", "plot", "lines", "legend")
importFrom("utils", "compareVersion")
importFrom("zoo","na.spline")
useDynLib("RQuantLib")
export(
##--arrays.R
"oldEuropeanOptionArrays",
"EuropeanOptionArrays",
"plotOptionSurface",
"matchParams",
##--asian.R
"AsianOption",
##--bermudan.R
"BermudanSwaption",
"AffineSwaption",
#"sabrengine",
"SabrSwaption",
"summary.G2Analytic",
"summary.HWAnalytic",
"summary.HWTree",
"summary.BKTree",
##--bond.R
"ZeroCouponBond",
"ZeroPriceByYield",
"ZeroYield",
"FixedRateBond",
"FixedRateBondYield",
"FixedRateBondPriceByYield",
"FloatingRateBond",
"ConvertibleZeroCouponBond",
"ConvertibleFixedCouponBond",
"ConvertibleFloatingCouponBond",
"CallableBond",
"FittedBondCurve",
##--calendars.R
"isBusinessDay", "businessDay",
"isHoliday",
"isWeekend",
"isEndOfMonth",
"getEndOfMonth", "endOfMonth",
"adjust",
"advance",
"businessDaysBetween",
"getHolidayList", "holidayList",
"setCalendarContext",
##--dayCounter.R
"dayCount",
"yearFraction",
"setEvaluationDate",
##--dates.cpp
"advanceDate",
##--discount.R
"DiscountCurve",
"plot.DiscountCurve",
##--implied.R
"EuropeanOptionImpliedVolatility",
"AmericanOptionImpliedVolatility",
"BinaryOptionImpliedVolatility",
##--option.R
"EuropeanOption",
"AmericanOption",
"BinaryOption",
"BarrierOption",
##--schedule.R
"Schedule",
##--utils.R
"getQuantLibVersion",
"getQuantLibCapabilities"
)
S3method("AmericanOption", "default")
S3method("AmericanOptionImpliedVolatility", "default")
S3method("AsianOption", "default")
S3method("BarrierOption", "default")
S3method("BermudanSwaption", "default")
S3method("AffineSwaption", "default")
S3method("SabrSwaption", "default")
S3method("BinaryOption", "default")
S3method("BinaryOptionImpliedVolatility", "default")
S3method("CallableBond", "default")
S3method("ConvertibleFixedCouponBond", "default")
S3method("ConvertibleFloatingCouponBond", "default")
S3method("ConvertibleZeroCouponBond", "default")
S3method("DiscountCurve", "default")
S3method("EuropeanOption", "default")
S3method("EuropeanOptionImpliedVolatility", "default")
S3method("FittedBondCurve", "default")
S3method("FixedRateBond", "default")
S3method("FixedRateBondPriceByYield", "default")
S3method("FixedRateBondYield", "default")
S3method("FloatingRateBond", "default")
S3method("plot", "DiscountCurve")
S3method("Schedule", "default")
S3method("summary", "BKTree")
S3method("summary", "G2Analytic")
S3method("summary", "HWAnalytic")
S3method("summary", "HWTree")
S3method("summary", "G2AnalyticAffineSwaption")
S3method("summary", "HWAnalyticAffineSwaption")
S3method("summary", "HWTreeAffineSwaption")
S3method("ZeroCouponBond", "default")
S3method("ZeroPriceByYield", "default")
S3method("ZeroYield", "default")
S3method("plot", "Option")
S3method("print", "Option")
S3method("summary", "Option")
S3method("plot", "Bond")
S3method("print", "Bond")
S3method("summary", "Bond")
S3method("print", "FixedRateBond")
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