From glennmschultz at me.com  Sat Jul 11 04:03:47 2015
From: glennmschultz at me.com (Glenn Schultz)
Date: Sat, 11 Jul 2015 02:03:47 +0000 (GMT)
Subject: [Rd] User Input
Message-ID: <f55719c5-8eee-4f40-9f7c-028003dfce15@me.com>

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 variables must have a steady state (in decimal). ?After reading the R documentation and Hadley's book I think the way to do this is via a class but I can quite get my head around how to do it. ?A nominal model is:

Analytics <- function(bondid = cusip, tradedate = trade.date, settledate = settle.date, price = 100.125){
BondAnalytics <- BondAnalytics(tradedate = tradedate, settledate = settledate, price = price)
New("BondAnalytics ...)
} ?

So, price is an input to a constructor function which calls other functions to create the class object BondAnalytics. ?If price is an object with validity how do I make that part of the function?

If I do make it class how does it function input inherit? ?I read John Chamber's book but I am not sure... maybe it does not have to be a class but something else or is it something like the below:

BondAnalytics <- function(bond.id = "character", tradedate = "character", settledate = "character", price = .Object){
do stuff...}

Advice appreciated,
-glenn



[Rd] User Input
Glenn Schultz