rquantlib/NAMESPACE at master · creative-quant/rquantlib · GitHub

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import(methods)
importFrom(Rcpp, Rcpp.plugin.maker, sourceCpp)

useDynLib(RQuantLib)

exportPattern("\\.default$")

export(
       ##--arrays.R
       "oldEuropeanOptionArrays",
       "EuropeanOptionArrays",
       "plotOptionSurface",
       ##--asian.R
       "AsianOption",
       ##--bermudan.R
       "BermudanSwaption",
       "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",
       "AmericanOption.default",
       "BinaryOption",
       "BarrierOption",
       ##--schedule.R
       "Schedule"
       )

S3method("plot", "Option")
S3method("print", "Option")
S3method("summary", "Option")

S3method("plot", "Bond")
S3method("print", "Bond")
S3method("summary", "Bond")

S3method("print", "FixedRateBond")