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

[Hadley Wickham]

Does this help?

code <- c("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")

docs <- c("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" )


setdiff(code, docs)
setdiff(docs, code)

Hadley

On Fri, Apr 22, 2016 at 10:31 AM, Glenn Schultz <glennmschultz at me.com> wrote:
> 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")
>
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