BondLab/DESCRIPTION at master · johndharrison/BondLab · GitHub

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Package: BondLab
Type: Package
Title: BondLab is a package for the analysis of fixed-income securities
Version: 0.0.0.9000
Date: 2015-12-19
Author: Glenn Schultz, CFA
Maintainer: Glenn Schultz <glennmschultz@me.com>
Copyright: BondLab Technologies, Inc.
Description: The analysis of mortgage (MBS) and asset backed securities (ABS) is
    complex. The valuation framework requires the investor to develop interest
    rate, prepayment, and cash flow models. The valaution framework views
    MBS and ABS cash flow as a series of zero coupon bonds. BondLab
    is an R package providing a suite of software utilities for the analysis
    and valuation of Mortgage and Asset Backed securities.
LazyLoad: yes
License: file LICENSE
Imports:
    termstrc,
    lubridate,
    methods,
    optimx,
    RCurl,
    splines,
    XML
Suggests:
    knitr,
    devtools,
    testthat,
    ggplot2,
    reshape2,
    scales,
    markdown,
    rmarkdown
VignetteBuilder: knitr
RoxygenNote: 5.0.1
Collate:
    'ServicingFeeTypes.R'
    'GWacTypes.R'
    'CouponTypes.R'
    'PriceTypes.R'
    'MBSDetails.R'
    'MortgageCashFlow.R'
    'TermStructure.R'
    'MortgageKeyRate.R'
    'BondTermStructure.R'
    'BondCashFlows.R'
    'BondDetails.R'
    'BondAnalytics.R'
    'BondBasis.R'
    'BondFunctions.R'
    'BondLab.R'
    'BondLabSetUp.R'
    'CurveSpreads.R'
    'ModelToCPR.R'
    'PrepaymentModel.R'
    'ScenarioConstructor.R'
    'MortgageScenario.R'
    'BondScenario.R'
    'CashFlowEngine.R'
    'ConnectionFunctions.R'
    'ConvertToCashFlowTable.R'
    'DollarRoll.R'
    'DollarRollAnalytics.R'
    'ErrorTrap.R'
    'ExtractScenario.R'
    'GFeeTypes.R'
    'GetSwapCurve.R'
    'HomePriceSim.R'
    'HorizonBondData.R'
    'InterestRateModelCIR.R'
    'MortgageCashFlowArray.R'
    'MortgageEffectiveMeasures.R'
    'MortgageFunctions.R'
    'MortgageOAS.R'
    'MortgageRateFunctions.R'
    'PMITypes.R'
    'PassThroughOAS.R'
    'PaymentDateFunctions.R'
    'PrepaymentModelTune.R'
    'PrepaymentModelFunctions.R'
    'PrincipalPmtDateCalcs.R'
    'REMICConstructor.R'
    'REMICCusip.R'
    'REMICStructuringFunctions.R'
    'RatesData.R'
    'SpreadToPriceFunctions.R'
    'SpreadTypes.R'
    'TimeValueFunction.R'
    'YieldTypes.R'
    'zzz.R'