Dear R forum,
Following is an customized extract of a code I am working on.
settlement = as.Date("2013-11-25")
maturity = as.Date("2015-10-01")
coupon = 0.066
yield = 0.1040
basis = 1
frequency = 2
redemption = 100
# __________________________________________________________________
add.months = function(date, n)
{
nC <- seq(date, by=paste (n, "months"), length = 2)[2]
fD <- as.Date(strftime(as.Date(date), format='%Y-%m-01'))
C <- (seq(fD, by=paste (n+1, "months"), length = 2)[2])-1
if(nC>C) return(C)
return(nC)
}
date.diff = function(end, start, basis=1) {
if (basis != 0 && basis != 4)
return(as.numeric(end - start))
e <- as.POSIXlt(end)
s <- as.POSIXlt(start)
d <- (360 * (e$year - s$year)) + (30 * (e$mon - s$mon )) + (min(30,
e$mday) - min(30, s$mday))
return (d)
}
cashflows <- 0
last.coupon <- maturity
while (last.coupon > settlement) {
print(last.coupon) # I need to store these dates
last.coupon <- add.months(last.coupon, -12/frequency)
cashflows <- cashflows + 1
print(cashflows) # I need to store these cashflow numbers
}
The print command causes the following output
[1] "2015-10-01"
[1] 1
[1] "2015-04-01"
[1] 2
[1] "2014-10-01"
[1] 3
[1] "2014-04-01"
[1] 4
My problem is how do I store these print outputs or while the loop is getting
executed, how do I save these to some data.frame say
output_dat
cashflow_tenure cashflow_nos
1 2015-10-01 1
2 2015-04-01 2
3 2014-10-01 3
4 2014-04-01 4
Kindly advise
With regards
Katherine
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