%% \VignetteIndexEntry{Treasury Quotes with 1/32 Fractions} \documentclass[a4paper,11pt]{article} \usepackage[left = 3cm, top = 2cm, bottom = 2cm, right = 4cm]{geometry} \usepackage[noae,nogin]{Sweave} \usepackage{libertine} \usepackage[scaled=0.9]{inconsolata} % \usepackage[T1]{fontenc} \renewcommand*\familydefault{\sfdefault} \usepackage{amsmath,amstext} \usepackage{hyperref} \usepackage{natbib} \usepackage{xcolor} \usepackage{framed} \usepackage[hang]{footmisc} \definecolor{grau2}{rgb}{.2,.2,.2} \definecolor{grau7}{rgb}{.7,.7,.7} \DefineVerbatimEnvironment{Sinput}{Verbatim}{} \DefineVerbatimEnvironment{Soutput}{Verbatim}{frame=single, xleftmargin=0em, formatcom=\color{grau2},rulecolor=\color{grau7}} \DefineVerbatimEnvironment{Scode}{Verbatim}{xleftmargin=2em} \fvset{listparameters={\setlength{\topsep}{0pt}}} \renewenvironment{Schunk}{\vspace{\topsep}}{\vspace{\topsep}} \SweaveOpts{keep.source = TRUE, eps = TRUE} <>= options(continue = " ", digits = 3, width = 60, useFancyQuotes = FALSE) pv <- packageVersion("PMwR") pv <- gsub("(.*)[.](.*)", "\\1-\\2", pv) @ \begin{document} \title{Treasury Quotes with 1/32 Fractions} \author{Enrico Schumann\\\url{es@enricoschumann.net}} {\raggedright{\LARGE Treasury Quotes with 1/32 Fractions}}\hspace*{\fill} {\footnotesize Package version \Sexpr{pv}}\medskip \noindent Enrico Schumann\\ \noindent \url{es@enricoschumann.net}\\ \bigskip <>= require("PMwR") @ \noindent The function \texttt{quote32} has two purposes: it is meant for pretty-printing of \textsc{us} treasury bond quotes; and it provides a parser for prices quoted in 1/32 fractions. \texttt{q32} is a short-hand for \texttt{quote32}. If price is numeric, it is interpreted as a quote in decimal notation and translated into a price quoted in fractions of a point. <<>>= quote32(100 + 17.5/32) @ If price is character, it is interpreted as a quote in fractional notation. <<>>= q32("100'105") + 1/32 q32("100'10+") + 1/32 q32("100'10+") + 0.5/32 @ \end{document}