* installing to library ‘/home/hornik/tmp/R.check/r-patched-gcc/Work/build/Packages’
* installing *source* package ‘ragtop’ ...
** this is package ‘ragtop’ version ‘1.2.0’
** package ‘ragtop’ successfully unpacked and MD5 sums checked
** using staged installation
** R
** data
*** moving datasets to lazyload DB
** inst
** byte-compile and prepare package for lazy loading
** help
*** installing help indices
  converting help for package ‘ragtop’
    finding HTML links ... done
    AmericanOption-class                    html  
    CALL                                    html  
    CallableBond-class                      html  
    ConvertibleBond-class                   html  
    CouponBond-class                        html  
    EquityOption-class                      html  
    EuropeanOption-class                    html  
    GridPricedInstrument-class              html  
    PUT                                     html  
    TIME_RESOLUTION_FACTOR                  html  
    TIME_RESOLUTION_SIGNIF_DIGITS           html  
    TSLAMarket                              html  
    ZeroCouponBond-class                    html  
    accelerated_coupon_value                html  
    adjust_for_dividends                    html  
    american                                html  
    american_implied_volatility             html  
    black_scholes_on_term_structures        html  
    blackscholes                            html  
    construct_implicit_grid_structure       html  
    construct_tridiagonals                  html  
    control_variate_pairs                   html  
    coupon_value_at_exercise                html  
    detail_from_AnnivDates                  html  
    equivalent_bs_vola_to_jump              html  
    equivalent_jump_vola_to_bs              html  
    find_present_value                      html  
    fit_to_option_market                    html  
    fit_to_option_market_df                 html  
    fit_variance_cumulation                 html  
    form_present_value_grid                 html  
    implied_jump_process_volatility         html  
    implied_volatilities                    html  
    implied_volatilities_with_rates_struct
                                            html  
    implied_volatility                      html  
    implied_volatility_with_term_struct     html  
    infer_conforming_time_grid              html  
    integrate_pde                           html  
    is.blank                                html  
    iterate_grid_from_timestep              html  
    penalty_with_intensity_link             html  
    price_with_intensity_link               html  
    ragtop                                  html  
    shift_for_dividends                     html  
    spot_to_df_fcn                          html  
    take_implicit_timestep                  html  
    time_adj_dividends                      html  
    timestep_instruments                    html  
    treasury_df                             html  
    treasury_df_raw                         html  
    value_from_prior_coupons                html  
    variance_cumulation_from_vols           html  
** building package indices
** installing vignettes
** testing if installed package can be loaded from temporary location
** testing if installed package can be loaded from final location
** testing if installed package keeps a record of temporary installation path
* DONE (ragtop)