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R语言 RQuantLib包 Enum()函数中文帮助文档(中英文对照)

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发表于 2012-9-28 20:32:47 | 显示全部楼层 |阅读模式
Enum(RQuantLib)
Enum()所属R语言包:RQuantLib

                                        Documentation for parameters
                                         参数文件

                                         译者:生物统计家园网 机器人LoveR

描述----------Description----------

Reference for parameters when constructing a bond
建设债券时参考的参数


参数----------Arguments----------

参数:DayCounter
an int value   <table summary="Rd table"> <tr>  <td align="left"> 0 </td><td align="left"> Actual360 </td> </tr> <tr>  <td align="left"> 1 </td><td align="left"> Actual360FixEd </td> </tr> <tr>  <td align="left"> 2 </td><td align="left"> ActualActual </td> </tr> <tr>  <td align="left"> 3 </td><td align="left"> ActualBusiness252 </td> </tr> <tr>  <td align="left"> 4 </td><td align="left"> OneDayCounter </td> </tr> <tr>  <td align="left"> 5 </td><td align="left"> SimpleDayCounter </td> </tr> <tr>  <td align="left"> anything else </td><td align="left"> Thirty360 </td> </tr>  </table>  
一个int值<table summary="Rd table"> <TR> <td ALIGN="LEFT"> 0 </ TD> <TD ALIGN="LEFT"> Actual360 </ TD> </ TR> < TR> <td ALIGN="LEFT"> 1 </ TD> <TD ALIGN="LEFT"> Actual360FixEd </ TD> </ TR> <TR> <td ALIGN="LEFT"><X > </ TD> <TD ALIGN="LEFT"> ActualActual </ TD> </ TR> <TR> <td ALIGN="LEFT"> 2</ TD> <TD对齐=“左” > ActualBusiness252 </ TD> </ TR> <TR> <td ALIGN="LEFT">3 </ TD> <TD ALIGN="LEFT"> OneDayCounter </ TD> </ TR> <TR> <td ALIGN="LEFT"> 4 </ TD> <TD ALIGN="LEFT"> SimpleDayCounter </ TD> </ TR> <TR> <td ALIGN="LEFT">5 </ TD> <TD ALIGN="LEFT"> Thirty360 </ TD> </ TR> </ TABLE>


参数:businessDayConvention
an int value   <table summary="Rd table"> <tr>  <td align="left"> 0 </td><td align="left"> Following </td> </tr> <tr>  <td align="left"> 1 </td><td align="left"> ModifiedFollowing </td> </tr> <tr>  <td align="left"> 2 </td><td align="left"> Preceding </td> </tr> <tr>  <td align="left"> 3 </td><td align="left"> ModifiedPreceding </td> </tr> <tr>  <td align="left"> anything else </td><td align="left"> UNadjusted  </td> </tr>  </table>  
一个int值<table summary="Rd table"> <TR> <td ALIGN="LEFT">0 </ TD> <TD ALIGN="LEFT">以下</ TD> </ TR> < TR> <td ALIGN="LEFT"> 1 </ TD> <TD ALIGN="LEFT"> ModifiedFollowing </ TD> </ TR> <TR> <td ALIGN="LEFT"><X > </ TD> <TD ALIGN="LEFT">前面的</ TD> </ TR> <TR> <td ALIGN="LEFT"> 2 </ TD> <TD调整=“左边” > ModifiedPreceding </ TD> </ TR> <TR> <td ALIGN="LEFT">3 </ TD> <TD ALIGN="LEFT">未经调整的</ TD> </ TR> </表>


参数:compounding
an int value   <table summary="Rd table"> <tr>  <td align="left"> 0 </td><td align="left"> Simple </td> </tr> <tr>  <td align="left"> 1 </td><td align="left"> Compounded </td> </tr> <tr>  <td align="left"> 2 </td><td align="left"> Continuous </td> </tr> <tr>  <td align="left"> 3 </td><td align="left"> SimpleThenCompounded  </td> </tr>  </table>  
一个int值<table summary="Rd table"> <TR> <td ALIGN="LEFT"> 0 </ TD> <TD ALIGN="LEFT">简单的</ TD> </ TR> < TR> <td ALIGN="LEFT"> 1 </ TD> <TD ALIGN="LEFT">复合</ TD> </ TR> <TR> <td ALIGN="LEFT"><X > </ TD> <TD ALIGN="LEFT">连续</ TD> </ TR> <TR> <td ALIGN="LEFT"> 2</ TD> <TD对齐=“左边” >“SimpleThenCompounded”</ TD> </ TR> </ TABLE>


参数:period or frequency
an int value   <table summary="Rd table"> <tr>  <td align="left"> -1 </td><td align="left"> NoFrequency </td> </tr> <tr>  <td align="left"> 0 </td><td align="left"> Once </td> </tr> <tr>  <td align="left"> 1 </td><td align="left"> Annual </td> </tr> <tr>  <td align="left"> 2 </td><td align="left"> Semiannual </td> </tr> <tr>  <td align="left"> 3 </td><td align="left"> EveryFourthMonth </td> </tr> <tr>  <td align="left"> 4 </td><td align="left"> Quarterly </td> </tr> <tr>  <td align="left"> 6 </td><td align="left"> BiMonthtly </td> </tr> <tr>  <td align="left"> 12 </td><td align="left"> Monthly </td> </tr> <tr>  <td align="left"> 13 </td><td align="left"> EveryFourthWeek </td> </tr> <tr>  <td align="left"> 26 </td><td align="left"> BiWeekly </td> </tr> <tr>  <td align="left"> 52 </td><td align="left"> Weekly </td> </tr> <tr>  <td align="left"> 365 </td><td align="left"> Daily </td> </tr> <tr>  <td align="left">        anything else </td><td align="left"> OtherFrequency </td> </tr>  </table>  
一个int值<table summary="Rd table"> <TR> <td ALIGN="LEFT"> -1</ TD> <td ALIGN="LEFT"> NoFrequency </ TD> </ TR> < TR> <td ALIGN="LEFT"> 0 </ TD> <TD ALIGN="LEFT">一旦</ TD> </ TR> <TR> <td ALIGN="LEFT"><X > </ TD> <TD ALIGN="LEFT">年度</ TD> </ TR> <TR> <td ALIGN="LEFT"> 1</ TD> <TD对齐=“左边” >半年度</ TD> </ TR> <TR> <td ALIGN="LEFT">2 </ TD> <TD ALIGN="LEFT"> EveryFourthMonth </ TD> </ TR> <TR> <td ALIGN="LEFT"> 3 </ TD> <TD ALIGN="LEFT">季度</ TD> </ TR> <TR> <td ALIGN="LEFT">4 </ TD> <TD ALIGN="LEFT"> BiMonthtly </ TD> </ TR> <TR> <td ALIGN="LEFT">6 </ TD> <TD ALIGN="LEFT">每月</ TD> </ TR> <TR> <td ALIGN="LEFT">12 </ TD> <TD ALIGN="LEFT"> EveryFourthWeek </ TD> </ TR> <TR> <TD ALIGN =“左”>13 </ TD> <TD ALIGN="LEFT">双周</ TD> </ TR> <TR> <td ALIGN="LEFT">26</ TD> <TD ALIGN="LEFT">周刊“</ TD> </ TR> <TR> <td ALIGN="LEFT">52 </ TD> <TD ALIGN="LEFT">每日</ TD> </ TR> <TR> <td ALIGN="LEFT">365 </ TD> <TD ALIGN="LEFT"> OtherFrequency </ TD> </ TR> </ TABLE>


参数:date generation
an int value to specify date generation rule   <table summary="Rd table"> <tr>  <td align="left"> 0 </td><td align="left"> Backward </td> </tr> <tr>  <td align="left"> 1 </td><td align="left"> Forward </td> </tr> <tr>  <td align="left"> 2 </td><td align="left"> Zero </td> </tr> <tr>  <td align="left"> 3 </td><td align="left"> ThirdWednesday </td> </tr> <tr>  <td align="left"> 4 </td><td align="left"> Twentieth </td> </tr> <tr>  <td align="left"> anything else </td><td align="left"> TwentiethIMM </td> </tr>  </table>  
一个int值来指定日期生成规则表summary="Rd table"> <TR> <td ALIGN="LEFT">0</ TD> <TD ALIGN="LEFT">向后</ TD> </ TR> <TR> <td ALIGN="LEFT"> 1 </ TD> <TD ALIGN="LEFT">转发</ TD> </ TR> <TR> <TD对齐=“左边“>2</ TD> <TD ALIGN="LEFT">零</ TD> </ TR> <TR> <td ALIGN="LEFT">3 </ TD> <TD ALIGN =“”> ThirdWednesday </ TD> </ TR> <TR> <td ALIGN="LEFT">4 </ TD> <TD ALIGN="LEFT">二十</ TD> </ TR> <TR> <td ALIGN="LEFT"> anything else </ TD> <TD ALIGN="LEFT"> TwentiethIMM </ TD> </ TR> </ TABLE>


Details

详细信息----------Details----------

Please see any decent Finance textbook for background reading, and the QuantLib documentation for details on the QuantLib implementation, particularly the datetime classes.
请参阅任何像样的金融教科书的背景阅读,QuantLibQuantLib实施,特别是细节上的日期时间类的文档。


值----------Value----------

None



(作者)----------Author(s)----------


Khanh Nguyen <a href="mailto:knguyen@cs.umb.edu">knguyen@cs.umb.edu</a>



参考文献----------References----------

转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。


注:
注1:为了方便大家学习,本文档为生物统计家园网机器人LoveR翻译而成,仅供个人R语言学习参考使用,生物统计家园保留版权。
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