- using R version 4.4.1 Patched (2024-08-05 r86980)
- using platform: x86_64-pc-linux-gnu
- R was compiled by
gcc-14 (Debian 14.2.0-3) 14.2.0
GNU Fortran (Debian 14.2.0-3) 14.2.0
- running under: Debian GNU/Linux trixie/sid
- using session charset: UTF-8
- checking for file ‘ragtop/DESCRIPTION’ ... OK
- checking extension type ... Package
- this is package ‘ragtop’ version ‘1.1.1’
- package encoding: UTF-8
- checking package namespace information ... OK
- checking package dependencies ... OK
- checking if this is a source package ... OK
- checking if there is a namespace ... OK
- checking for executable files ... OK
- checking for hidden files and directories ... OK
- checking for portable file names ... OK
- checking for sufficient/correct file permissions ... OK
- checking serialization versions ... OK
- checking whether package ‘ragtop’ can be installed ... OK
See the install log for details.
- checking package directory ... OK
- checking for future file timestamps ... OK
- checking ‘build’ directory ... OK
- checking DESCRIPTION meta-information ... OK
- checking top-level files ... OK
- checking for left-over files ... OK
- checking index information ... OK
- checking package subdirectories ... OK
- checking code files for non-ASCII characters ... OK
- checking R files for syntax errors ... OK
- checking whether the package can be loaded ... [0s/1s] OK
- checking whether the package can be loaded with stated dependencies ... [0s/1s] OK
- checking whether the package can be unloaded cleanly ... [0s/1s] OK
- checking whether the namespace can be loaded with stated dependencies ... [0s/1s] OK
- checking whether the namespace can be unloaded cleanly ... [0s/1s] OK
- checking loading without being on the library search path ... [0s/1s] OK
- checking whether startup messages can be suppressed ... [0s/1s] OK
- checking use of S3 registration ... OK
- checking dependencies in R code ... OK
- checking S3 generic/method consistency ... OK
- checking replacement functions ... OK
- checking foreign function calls ... OK
- checking R code for possible problems ... [9s/12s] OK
- checking Rd files ... [1s/1s] NOTE
checkRd: (-1) AmericanOption-class.Rd:14: Lost braces; missing escapes or markup?
14 | \item{\code{optionality_fcn(v, ...)}}{Return a version of {v} at time {t} corrected for any optionality conditions.}
| ^
checkRd: (-1) AmericanOption-class.Rd:14: Lost braces; missing escapes or markup?
14 | \item{\code{optionality_fcn(v, ...)}}{Return a version of {v} at time {t} corrected for any optionality conditions.}
| ^
checkRd: (-1) AmericanOption-class.Rd:16: Lost braces; missing escapes or markup?
16 | \item{\code{recovery_fcn(v, S, t, ...)}}{Return recovery value, given non-default values {v} at time {t}. Subclasses may be more elaborate, this method simply returns 0.0.}
| ^
checkRd: (-1) AmericanOption-class.Rd:16: Lost braces; missing escapes or markup?
16 | \item{\code{recovery_fcn(v, S, t, ...)}}{Return recovery value, given non-default values {v} at time {t}. Subclasses may be more elaborate, this method simply returns 0.0.}
| ^
checkRd: (-1) CallableBond-class.Rd:9: Lost braces
9 | When a bond is emph{callable}, the issuer may choose to pay the call
| ^
checkRd: (-1) CallableBond-class.Rd:13: Lost braces
13 | When a bond is emph{putable}, the bond holder may choose to force the
| ^
checkRd: (-1) ConvertibleBond-class.Rd:22: Lost braces; missing escapes or markup?
22 | \item{\code{exercise_decision(v, S, t, discount_factor_fctn = discount_factor_fcn, ...)}}{Find indexes where hold value {v} will be inferior to conversion value at each stock price level in {S}, adjusted to include all past coupons}
| ^
checkRd: (-1) ConvertibleBond-class.Rd:22: Lost braces; missing escapes or markup?
22 | \item{\code{exercise_decision(v, S, t, discount_factor_fctn = discount_factor_fcn, ...)}}{Find indexes where hold value {v} will be inferior to conversion value at each stock price level in {S}, adjusted to include all past coupons}
| ^
checkRd: (-1) ConvertibleBond-class.Rd:24: Lost braces; missing escapes or markup?
24 | \item{\code{optionality_fcn(v, S, t, discount_factor_fctn = discount_factor_fcn, ...)}}{Return the greater of hold value {v} or exercise value at each stock price level in {S}. If the given date is beyond maturity, return value at maturity.}
| ^
checkRd: (-1) ConvertibleBond-class.Rd:24: Lost braces; missing escapes or markup?
24 | \item{\code{optionality_fcn(v, S, t, discount_factor_fctn = discount_factor_fcn, ...)}}{Return the greater of hold value {v} or exercise value at each stock price level in {S}. If the given date is beyond maturity, return value at maturity.}
| ^
checkRd: (-1) ConvertibleBond-class.Rd:26: Lost braces; missing escapes or markup?
26 | \item{\code{terminal_values(v, ...)}}{Return a terminal value. defaults to simply calling {optionality_fcn}.}
| ^
checkRd: (-1) CouponBond-class.Rd:23: Lost braces; missing escapes or markup?
23 | \item{\code{accumulate_coupon_values_before(t, discount_factor_fctn = discount_factor_fcn)}}{Compute the sum of coupon present values as of {t} according to {discount_factor_fctn}}
| ^
checkRd: (-1) CouponBond-class.Rd:23: Lost braces; missing escapes or markup?
23 | \item{\code{accumulate_coupon_values_before(t, discount_factor_fctn = discount_factor_fcn)}}{Compute the sum of coupon present values as of {t} according to {discount_factor_fctn}}
| ^
checkRd: (-1) CouponBond-class.Rd:27: Lost braces; missing escapes or markup?
27 | \item{\code{optionality_fcn(v, S, t, ...)}}{Return the notional value in the shape of {S} at any time on or after maturity, otherwise just return {v}}
| ^
checkRd: (-1) CouponBond-class.Rd:27: Lost braces; missing escapes or markup?
27 | \item{\code{optionality_fcn(v, S, t, ...)}}{Return the notional value in the shape of {S} at any time on or after maturity, otherwise just return {v}}
| ^
checkRd: (-1) CouponBond-class.Rd:33: Lost braces; missing escapes or markup?
33 | )}}{Compute the sum (as of {big_t}) of present values of coupons paid between small_t and big_t}
| ^
checkRd: (-1) EuropeanOption-class.Rd:20: Lost braces; missing escapes or markup?
20 | \item{\code{optionality_fcn(v, ...)}}{Return a version of {v} at time {t} corrected for any optionality conditions.}
| ^
checkRd: (-1) EuropeanOption-class.Rd:20: Lost braces; missing escapes or markup?
20 | \item{\code{optionality_fcn(v, ...)}}{Return a version of {v} at time {t} corrected for any optionality conditions.}
| ^
checkRd: (-1) EuropeanOption-class.Rd:22: Lost braces; missing escapes or markup?
22 | \item{\code{recovery_fcn(v, S, t, ...)}}{Return recovery value, given non-default values {v} at time {t}. Subclasses may be more elaborate, this method simply returns 0.0.}
| ^
checkRd: (-1) EuropeanOption-class.Rd:22: Lost braces; missing escapes or markup?
22 | \item{\code{recovery_fcn(v, S, t, ...)}}{Return recovery value, given non-default values {v} at time {t}. Subclasses may be more elaborate, this method simply returns 0.0.}
| ^
checkRd: (-1) GridPricedInstrument-class.Rd:27: Lost braces; missing escapes or markup?
27 | \item{\code{optionality_fcn(v, ...)}}{Return a version of {v} at time {t} corrected for any optionality conditions.}
| ^
checkRd: (-1) GridPricedInstrument-class.Rd:27: Lost braces; missing escapes or markup?
27 | \item{\code{optionality_fcn(v, ...)}}{Return a version of {v} at time {t} corrected for any optionality conditions.}
| ^
checkRd: (-1) GridPricedInstrument-class.Rd:29: Lost braces; missing escapes or markup?
29 | \item{\code{recovery_fcn(v, S, t, ...)}}{Return recovery value, given non-default values {v} at time {t}. Subclasses may be more elaborate, this method simply returns 0.0.}
| ^
checkRd: (-1) GridPricedInstrument-class.Rd:29: Lost braces; missing escapes or markup?
29 | \item{\code{recovery_fcn(v, S, t, ...)}}{Return recovery value, given non-default values {v} at time {t}. Subclasses may be more elaborate, this method simply returns 0.0.}
| ^
checkRd: (-1) GridPricedInstrument-class.Rd:31: Lost braces; missing escapes or markup?
31 | \item{\code{terminal_values(v, ...)}}{Return a terminal value. defaults to simply calling {optionality_fcn}.}
| ^
checkRd: (-1) TSLAMarket.Rd:19: Lost braces in \itemize; meant \describe ?
checkRd: (-1) TSLAMarket.Rd:20: Lost braces in \itemize; meant \describe ?
checkRd: (-1) TSLAMarket.Rd:21: Lost braces in \itemize; meant \describe ?
checkRd: (-1) ZeroCouponBond-class.Rd:24: Lost braces; missing escapes or markup?
24 | \item{\code{optionality_fcn(v, ...)}}{Return a version of {v} at time {t} corrected for any optionality conditions.}
| ^
checkRd: (-1) ZeroCouponBond-class.Rd:24: Lost braces; missing escapes or markup?
24 | \item{\code{optionality_fcn(v, ...)}}{Return a version of {v} at time {t} corrected for any optionality conditions.}
| ^
checkRd: (-1) ZeroCouponBond-class.Rd:26: Lost braces; missing escapes or markup?
26 | \item{\code{recovery_fcn(v, S, t, ...)}}{Return recovery value, given non-default values {v} at time {t}. Subclasses may be more elaborate, this method simply returns 0.0.}
| ^
checkRd: (-1) ZeroCouponBond-class.Rd:26: Lost braces; missing escapes or markup?
26 | \item{\code{recovery_fcn(v, S, t, ...)}}{Return recovery value, given non-default values {v} at time {t}. Subclasses may be more elaborate, this method simply returns 0.0.}
| ^
checkRd: (-1) construct_implicit_grid_structure.Rd:64: Lost braces; missing escapes or markup?
64 | {structure_constant} will force a step in {z} space much bigger
| ^
checkRd: (-1) construct_implicit_grid_structure.Rd:64: Lost braces; missing escapes or markup?
64 | {structure_constant} will force a step in {z} space much bigger
| ^
checkRd: (-1) fit_variance_cumulation.Rd:81: Lost braces
81 | be a 2-parameter function giving cumulated variances, as created by code{\link{variance_cumulation_from_vols}}
| ^
checkRd: (-1) ragtop.Rd:37: Lost braces in \itemize; meant \describe ?
checkRd: (-1) ragtop.Rd:38: Lost braces in \itemize; meant \describe ?
checkRd: (-1) ragtop.Rd:39: Lost braces in \itemize; meant \describe ?
checkRd: (-1) ragtop.Rd:40: Lost braces in \itemize; meant \describe ?
checkRd: (-1) ragtop.Rd:41: Lost braces in \itemize; meant \describe ?
checkRd: (-1) ragtop.Rd:42: Lost braces in \itemize; meant \describe ?
- checking Rd metadata ... OK
- checking Rd line widths ... OK
- checking Rd cross-references ... OK
- checking for missing documentation entries ... OK
- checking for code/documentation mismatches ... OK
- checking Rd \usage sections ... OK
- checking Rd contents ... OK
- checking for unstated dependencies in examples ... OK
- checking contents of ‘data’ directory ... OK
- checking data for non-ASCII characters ... [0s/0s] OK
- checking LazyData ... OK
- checking data for ASCII and uncompressed saves ... OK
- checking sizes of PDF files under ‘inst/doc’ ... OK
- checking installed files from ‘inst/doc’ ... OK
- checking files in ‘vignettes’ ... OK
- checking examples ... [20s/25s] OK
Examples with CPU (user + system) or elapsed time > 5s
user system elapsed
implied_jump_process_volatility 7.447 0.000 8.800
american 6.370 0.062 8.076
american_implied_volatility 4.136 0.043 5.722
- checking for unstated dependencies in ‘tests’ ... OK
- checking tests ... [59s/81s] OK
Running ‘testthat.R’ [59s/81s]
- checking for unstated dependencies in vignettes ... OK
- checking package vignettes ... OK
- checking re-building of vignette outputs ... [339s/405s] OK
- checking PDF version of manual ... [7s/9s] OK
- checking HTML version of manual ... [3s/4s] OK
- checking for non-standard things in the check directory ... OK
- DONE
Status: 1 NOTE