[R-SIG-Finance] RQuantLib possible bug in yearFraction and dayCount

[Guillaume Horel]

Hello,

I'm trying to use the yearFraction function from the RQuantLib
library. However the function behaves strangely. This small example
should make the problem clear:

> yearFraction(Sys.Date(),Sys.Date()+10,0)
> dt <- yearFraction(Sys.Date(),Sys.Date()+10,0)
> dt
[1] 0.02777778
> dtvec <- yearFraction(Sys.Date(),Sys.Date()+10:20,0)
> dtvec
[1] 0.02777778

The first issue is that just calling yearFraction alone doesn't return
anything. However the output is just hidden, because if I store the
result to a variable it works fine.
However this trick doesn't work if you want to apply it to a vector as
shown with the dtvec variable.

This is the output from example(yearFraction), which shows that
dayCount also exhibits the same issue (no output).

yrFrct>   startDates <- seq(from=as.Date("2009-04-07"),
to=as.Date("2009-04-14"),by=1)

yrFrct>   endDates <- seq(from=as.Date("2009-11-07"),
to=as.Date("2009-11-14"), by=1)

yrFrct>   dayCounters <- c(0,1,2,3,4,5,6,1)

yrFrct>   dayCount(startDates, endDates, dayCounters)

yrFrct>   yearFraction(startDates, endDates, dayCounters)


Can anybody else reproduce this? I'm trying to figure out if there is
something wrong with my setup or if it's an actual bug in
yearFraction.

Thanks,
Guillaume