Merge pull request #5 from PyFE/code

Test \code and \link

Author: jaehyukchoi

pkg/R/bachelier_impvol.R

@@ -7,8 +7,8 @@
 #' @param intr interest rate
 #' @param divr dividend rate
 #' @param cpsign call/put sign. 1 for call, -1 for put.
-#' @param forward forward price. If given, forward overrides spot
-#' @param df discount factor. If given, df overrides intr
+#' @param forward forward price. If given, \code{forward} overrides \code{spot}
+#' @param df discount factor. If given, \code{df} overrides \code{intr}
 #' @return Bachelier implied volatility
 #'
 #' @references Choi, J., Kim, K., & Kwak, M. (2009). Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion. Applied Mathematical Finance, 16(3), 261–268.
@@ -25,6 +25,8 @@
 #' price <- 20
 #' vol <- FER::BachelierImpvol(price, strike, spot, texp, intr=intr)
 #'
+#' @seealso \code{\link{BachelierPrice}}
+#'
 BachelierImpvol <- function(
   price, strike = forward, spot, texp = 1,
   intr = 0, divr = 0, cpsign = 1,

pkg/R/bachelier_price.R

@@ -7,8 +7,8 @@
 #' @param intr interest rate
 #' @param divr dividend rate
 #' @param cpsign call/put sign. 1 for call, -1 for put.
-#' @param forward forward price. If given, forward overrides spot
-#' @param df discount factor. If given, df overrides intr
+#' @param forward forward price. If given, \code{forward} overrides \code{spot}
+#' @param df discount factor. If given, \code{df} overrides \code{intr}
 #' @return option price
 #'
 #' @export
@@ -21,6 +21,8 @@
 #' intr <- 0.05
 #' price <- FER::BachelierPrice(strike, spot, texp, sigma, intr=intr)
 #'
+#' @seealso \code{\link{BachelierImpvol}}
+#'
 BachelierPrice <- function(
   strike = forward, spot, texp = 1, sigma,
   intr = 0, divr = 0, cpsign=1,

pkg/R/blackscholes_impvol.R

@@ -7,8 +7,8 @@
 #' @param intr interest rate
 #' @param divr dividend rate
 #' @param cpsign call/put sign. 1 for call, -1 for put.
-#' @param forward forward price. If given, forward overrides spot
-#' @param df discount factor. If given, df overrides intr
+#' @param forward forward price. If given, \code{forward} overrides \code{spot}
+#' @param df discount factor. If given, \code{df} overrides \code{intr}
 #' @return Black-Scholes implied volatility
 #'
 #' @export
@@ -22,6 +22,8 @@
 #' price <- 20
 #' vol <- FER::BlackScholesImpvol(price, strike, spot, texp, intr=intr)
 #'
+#' @seealso \code{\link{BlackScholesPrice}}
+#'
 BlackScholesImpvol <- function(
   price, strike = forward, spot, texp = 1,
   intr = 0, divr = 0, cpsign = 1,

pkg/R/blackscholes_price.R

@@ -6,9 +6,9 @@
 #' @param sigma (vector of) volatility
 #' @param intr interest rate
 #' @param divr dividend rate
-#' @param type option type either 'call' or 'put'
-#' @param forward forward price. If given, forward overrides spot
-#' @param df discount factor. If given, df overrides intr
+#' @param cpsign call/put sign. 1 for call, -1 for put.
+#' @param forward forward price. If given, \code{forward} overrides \code{spot}
+#' @param df discount factor. If given, \code{df} overrides \code{intr}
 #' @return option price
 #'
 #' @export
@@ -21,6 +21,8 @@
 #' intr <- 0.05
 #' price <- FER::BlackScholesPrice(strike, spot, texp, sigma, intr=intr)
 #'
+#' @seealso \code{\link{BlackScholesImpvol}}
+#'
 BlackScholesPrice <- function(
   strike = forward, spot, texp = 1, sigma,
   intr = 0, divr = 0, cpsign = 1,

pkg/R/cev_price.R

@@ -8,8 +8,8 @@
 #' @param intr interest rate
 #' @param divr dividend rate
 #' @param cpsign call/put sign. 1 for call, -1 for put.
-#' @param forward forward price. If given, forward overrides spot
-#' @param df discount factor. If given, df overrides intr
+#' @param forward forward price. If given, \code{forward} overrides \code{spot}
+#' @param df discount factor. If given, \code{df} overrides \code{intr}
 #' @return option price
 #'
 #' @export

pkg/R/sabr_hagan2002.R

@@ -10,8 +10,8 @@
 #' @param intr interest rate
 #' @param divr dividend rate
 #' @param cpsign call/put sign. NULL for BS vol (default), 1 for call price, -1 for put price.
-#' @param forward forward price. If given, forward overrides spot
-#' @param df discount factor. If given, df overrides intr
+#' @param forward forward price. If given, \code{forward} overrides \code{spot}
+#' @param df discount factor. If given, \code{df} overrides \code{intr}
 #' @return BS volatility or option price based on cpsign
 #'
 #' @references Hagan, P. S., Kumar, D., Lesniewski, A. S., & Woodward, D. E. (2002). Managing Smile Risk. Wilmott, September, 84–108.