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

[R. Michael Weylandt]

Hmmmm... looking at the source code, you see the return value is
wrapped in invisible() so it won't auto-print but it is returned
--it's not a bug, but I don't know exactly why Dirk would have done
that. There are other functions that return invisibly (e.g., most plot
functions) but those are usually side-effect functions.

The invisible() was added not too long ago in r322 it seems, but the
log doesn't quite explain why. Perhaps Dirk can chime in?

Michael

On Thu, Jun 7, 2012 at 5:07 PM, Guillaume Horel
<guillaume.horel at gmail.com> wrote:
> 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
>
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