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[R-pkg-devel] Class with functions as slots

2 messages · Glenn Schultz, Joshua Ulrich

Original
Glenn Schultz
# 
All,

I have the following class with slots as functions. For the analysis of MBS this is good set-up as it allows for a very clean and modular way of handling things. ?My question is really geared to understanding what is happening in R.

Below is the function without sato = NULL R CMD throws a warning global variable not defined. ?With SATO = NULL I do not get the warning. ?Why only sato and not two and ten which are also inputs?

Glenn

# Bond Lab is a software application for the analysis of 
# fixed income securities it provides a suite of applications
# in addition to standard fixed income analysis bond lab provides 
# for the specific analysis of structured products residential mortgage backed securities, 
# asset backed securities, and commerical mortgage backed securities
# License GPL3 + File License
# Copyright (C) 2014 Glenn M Schultz, CFA

#' An S4 class whose slots are functions used to propogate
#' the mortgage rate used to motivate the prepayment model
#' @slot yr30 A function defining the 30-year mortgage rate as a function
#' of the 2- and 10-year swap rate
#' @slot yr15 A function defining the 15-year mortgage rate as a function
#' of the 2- and 10-year swap rate 
#' @export MortgageRate

setClass("MortgageRate",
representation(
yr30 = "function",
yr15 = "function"))

#' A constructor function for the class Mortgage Rate
MortgageRate <- function(){
sato = NULL
new("MortgageRate",
yr30 = function(two = numeric(), ten = numeric(), sato = numeric()) {
2.25 + (.06 * two) + (.75 * ten) + sato},

yr15 = function(two = numeric(), ten = numeric()){
1.75 + (.06 * two) + (.75 * ten) + sato}
)}
Joshua Ulrich
#
On Wed, Nov 18, 2015 at 7:35 PM, Glenn Schultz <glennmschultz at me.com> wrote:
You use sato in the yr15 function even though it is not an argument to
the function.  Did you forget to add it as an argument to the yr15
function?