vignettes and other files

Cedric Qi · Cedric Qi · commit ce65b7a77c1e · 2021-02-12T10:15:35.000+08:00
diff --git a/pkg/.DS_Store b/pkg/.DS_Store
diff --git a/pkg/.Rbuildignore b/pkg/.Rbuildignore
@@ -1,2 +1,3 @@
 ^.*\.Rproj$
 ^\.Rproj\.user$
+^LICENSE\.md$
diff --git a/pkg/.gitignore b/pkg/.gitignore
@@ -0,0 +1 @@
+inst/doc
diff --git a/pkg/DESCRIPTION b/pkg/DESCRIPTION
@@ -2,10 +2,17 @@ Package: FER
 Title: Financial Engineering functions in R
 Version: 0.9
 Authors@R: person("Jaehyuk", "Choi", email = "pyfe@eml.cc", role = c("aut", "cre"))
-Description:
+Description: What the package does (one paragraph).
 Depends:
     R (>= 3.3.1)
-License: What license is it under?
+License: MIT + file LICENSE
 Encoding: UTF-8
 LazyData: true
 RoxygenNote: 7.1.1
+Imports: 
+    statmod,
+    devtools
+Suggests: 
+    knitr,
+    rmarkdown
+VignetteBuilder: knitr
diff --git a/pkg/LICENSE b/pkg/LICENSE
@@ -0,0 +1,21 @@
+MIT License
+
+Copyright (c) 2021 Financial Engineering in Python
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
diff --git a/pkg/NAMESPACE b/pkg/NAMESPACE
@@ -6,3 +6,4 @@ export(BlackScholesImpvol)
 export(BlackScholesPrice)
 export(CevPrice)
 export(SabrHagan2002)
+import(stats)
diff --git a/pkg/R/bachelier_price.R b/pkg/R/bachelier_price.R
@@ -10,7 +10,7 @@
 #' @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
-#'
+#' @import stats
 #' @export
 #'
 #' @examples
diff --git a/pkg/R/blackscholes_price.R b/pkg/R/blackscholes_price.R
@@ -10,7 +10,7 @@
 #' @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
-#'
+#' @import stats
 #' @export
 #'
 #' @examples
diff --git a/pkg/README.md b/pkg/README.md
@@ -0,0 +1,13 @@
+# FE-R
+Financial Engineering functions in R
+
+## Contents
+* Black-Scholes option pricing model: price and implied volatility
+* Bachelier option pricing model: price and implied volatility
+
+## Installation
+Install `devtools` package in run
+```R
+library(devtools)
+devtools::install_github("PyFE/FE-R", subdir="pkg")
+```
diff --git a/pkg/README.txt b/pkg/README.txt
diff --git a/pkg/vignettes/.gitignore b/pkg/vignettes/.gitignore
@@ -0,0 +1,2 @@
+*.html
+*.R
diff --git a/pkg/vignettes/FER.Rmd b/pkg/vignettes/FER.Rmd
@@ -0,0 +1,38 @@
+---
+title: "Vignette Title"
+output: rmarkdown::html_vignette
+vignette: >
+  %\VignetteIndexEntry{FER}
+  %\VignetteEngine{knitr::rmarkdown}
+  %\VignetteEncoding{UTF-8}
+---
+
+```{r, include = FALSE}
+knitr::opts_chunk$set(
+  collapse = TRUE,
+  comment = "#>"
+)
+```
+
+```{r setup}
+devtools::load_all()
+library(FER)
+```
+
+# Introduction
+
+This is a personal package. It contains some handy functions that I find useful for my projects.
+
+# Example
+
+You can give some examples here.
+
+```{r}
+# use some R functions here to demonstrate the usage of these functions.
+```
+
+# Other things
+
+Vignette is an interactive document. You can put anything here to guide the reader to use your package. The main difference between vignette and other documents is that it can display your R codes and results to the readers.
+
+Vignette is not necessary (You can upload your package without this). This document must be written in ".md" format and use "knitr" to convert it into other format.

Original file line number	Diff line number	Diff line change
`@@ -1,2 +1,3 @@`
`1`	`1`	`^.*\.Rproj$`
`2`	`2`	`^\.Rproj\.user$`
	`3`	`+^LICENSE\.md$`