Accessing the entire source code of a function that has "useMethod("packagefunction") in Rstudio?

Question

I am trying to extend the functionality of a package and therefore trying to access the entire code behind one of the functions.

The package in question is RQuantLib and I am trying to see the entire code used in the function "DiscountCurve"

The result I get is simply:

function (params, tsQuotes, times = seq(0, 10, 0.1), legparams = list(dayCounter = "Thirty360", 
  fixFreq = "Annual", floatFreq = "Semiannual")) 
{
  UseMethod("DiscountCurve")
}

I have tried quite a few solutions as posted in this thread with no luck: How can I view the source code for a function?

UseMethod("DiscountCurve") does not tell me much. As far as I understand this is a translated package from C++. I am rather new to coding so it is possible that I have just not implemented the correct solution in the thread above correctly.

Edit for more detial on methods used so far: Results from methods: > methods("DiscountCurve") 1 DiscountCurve.default*

When checking methods(Class="default") I get 184 results. Due to space I will post screenshots of the code: prnt.sc/tws98x

Further using getAnywhere: prnt.sc/tws9rq

please tell us a little more about the solutions you've tried. I would expect you to have gotten somewhere with methods() and getAnywhere() from the accepted answer ... can you edit your question to include the results of following these steps? (Just running methods() won't get you anywhere, you have to follow the steps from the linked answer ...) — Ben Bolker
– Ben Bolker, Commented Aug 9, 2020 at 20:20
Here are the results > methods("DiscountCurve") [1] DiscountCurve.default* When checking methods(Class="default") I get 184 results. Due to space I will post screenshots of the code: prnt.sc/tws98x Further using getAnywhere: prnt.sc/tws9rq — Qfin
– Qfin, Commented Aug 9, 2020 at 20:41

Allan Cameron · Accepted Answer · 2020-08-09 20:57:46Z

3

If you do:

RQuantLib:::DiscountCurve.default

You will see the actual code that runs when the generic calls UseMethod("DiscountCurve") . However, you are likely to be disappointed, because essentially that function is a glorified type-checker which passes your parameters safely to another unexported function called discountCurveEngine, which looks like this:

RQuantLib:::discountCurveEngine
function (rparams, tslist, times, legParams) 
{
    .Call(`_RQuantLib_discountCurveEngine`, rparams, tslist, 
        times, legParams)
}

Which, you will see, is actually a thin wrapper for the C++ code that actually does the calculation. It is written in Rcpp-flavoured C++ and you can read the source code here. However, this in turn calls functions from another C++ library called Quantlib.

Depending on how keen you are, and how proficient you are in C++, you may find this enjoyably challenging or dishearteningly baffling, but at least you know where to find the source code.

answered Aug 9, 2020 at 20:57

Allan Cameron

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2 Comments

Qfin Over a year ago

Thank you very much. I have not coded in C++ at all so I guess it will be a challenge, but this is a big step forwards after a long time being stuck so that is great. Very quick and thorough reply as well so thank you for that @Allan Cameron

Allan Cameron Over a year ago

You're welcome @Qfin . From reviewing the code, this is very nicely written C++ and because it uses Rcpp, you should get a good idea of what it is doing. Good luck!

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