[R-pkg-devel] Roxygen help documenting a S4 class

[Glenn Schultz]

All,

Below are two classes that I have created Scenario and Mtg.Scenario.

Mtg.Scenario contains Scenario when I run check I get the following warning.

I have gone through my book R Packages and looked at the EPub writing extension but I cannot find an example.

Any help is appreciated
Glenn

* checking for code/documentation mismatches ... WARNING
S4 class codoc mismatches from documentation object 'Mtg.Scenario-class':
Slots for class 'Mtg.Scenario'
 Code: BeginningBal Convexity EffConvexity EffDuration EndingBal
       Formula Horizon HorizonReturn KeyRateConvexity KeyRateDuration
       KeyRateTenor ModDuration Name PassThroughInterest Period
       PmtDate PrepaidPrin SMM ScheduledPrin ShiftType Shiftbps
       SpreadToInterCurve TimePeriod TotalCashFlow Type WAL
       YieldToMaturity forwardrate spotrate
 Inherited: Name Type Horizon ShiftType Shiftbps Formula
 Docs: BeginningBal Convexity EffDuration EndingBal Formula Horizon
       KeyConvexity KeyRateDuration KeyRateTenor ModDuration Name
       PassThroughInterest Period PmtDate PrepaidPrin SMM
       ScheduledPrin ShiftType Shiftbps SpreadToInterCurve TimePeriod
       TotalCashFlow Type WAL YieldToMaturity forwardrate spotrate



 #' An S4 Class representing scenario analysis details
 #' 
 #' The class Scenario is the representation of the 
 #' scenario run by the investor
 #' @slot Name A character the name of the scenario
 #' @slot Type A character the type of the scenario
 #' @slot Horizon A character the time horizon over which the 
 #' scenario is run
 #' @slot ShiftType A character the interest rate shift type (e.g.
 #' twist, parallel, bull flatten, or bull steepen)
 #' @slot Shiftbps A numeric value the scenario shift in basis points
 #' @slot Formula A function represnting the shift which applied to the term structure
 #' @exportClass Scenario
 setClass("Scenario",
        representation(
          Name = "character",
          Type = "character",
          Horizon = "character",
          ShiftType = "character",
          Shiftbps = "numeric",
          Formula = "function"
        ))

 #' An S4 Class representing the results of mortgage return scenario analysis
 #' 
 #' The class Mtg. Scenario holds the results of a scenario analysis run
 #' @slot Period A numeric value the period number forward from current
 #' @slot PmtDate A character the payment date on which the cashflow is expected to be received
 #' @slot TimePeriod A numeric value the period stated as a unit of time
 #' @slot BeginningBal A numeric value the forecasted beginning balance in the period
 #' @slot PassThroughInterest A numeric value the interest paid through to the investor
 #' @slot ScheduledPrin A numeric value the scheduled principal due in the period
 #' @slot PrepaidPrin A numeric value the forecasted prepaid principal in the period
 #' @slot EndingBal A numeric value the forecasted ending balance in the period
 #' @slot TotalCashFlow A numeric value the forecasted total cashflow received by
 #' the investor in the period
 #' @slot spotrate A numeric vector the spot rate curve
 #' @slot forwardrate A numeric vector the forward rate curve
 #' @slot SMM A numeric vector the forecasted SMM vector
 #' @slot YieldToMaturity A numeric value the scenario yield to maturity
 #' @slot WAL A numeric value the scenario weighted average life
 #' @slot SpreadToInterCurve A numeric value the spread to the interpolated curve
 #' @slot ModDuration A numeric value the scenario modified duration
 #' @slot Convexity A numeric value the scenario convexity
 #' @slot EffDuration A numeric value the effective duration which is the sum of the
 #' key rate durations
 #' @slot KeyRateTenor A numeric vector the key rate tenors
 #' @slot KeyRateDuration A numeric vector the duration of each key rate tenor
 #' @slot KeyConvexity A numeric vector the convexity of each each key rate tenor
 #' @exportClass Mtg.Scenario     
 setClass("Mtg.Scenario",
        representation( 
          Period = "numeric",
          PmtDate = "character",
          TimePeriod = "numeric",
          BeginningBal = "numeric",
          PassThroughInterest = "numeric",
          ScheduledPrin = "numeric",
          PrepaidPrin = "numeric",
          EndingBal = "numeric",
          TotalCashFlow = "numeric",
          spotrate = "numeric",
          forwardrate = "numeric",
          SMM = "numeric",
          YieldToMaturity = "numeric",
          WAL = "numeric",
          SpreadToInterCurve = "numeric",
          ModDuration = "numeric",
          Convexity = "numeric", 
          EffDuration = "numeric",
          EffConvexity = "numeric",
          KeyRateTenor = "numeric",
          KeyRateDuration = "numeric",
          KeyRateConvexity = "numeric",
          HorizonReturn = "numeric"),
        contains = "Scenario")