Dear Jean
Thanks a lot for this solution. Its very useful. I did only one small change
and defined
cashflow.tenure <- numeric(0) instead of character(0). This helps me in further
numerical calculations using these dates like finding the difference between
two dates etc.
Thanks again,
Regards
Katherine
On Thursday, 3 April 2014 6:58 PM, "Adams, Jean" <jvad...@usgs.gov> wrote:
Katherine,
One easy way to do this for small data is by using the append() function (see
code below). But, if you have a lot of data, it may be too slow for you. In
that case, you can gain some efficiency if you determine in advance how long
the vectors will be, then use indexing to fill in the vectors without using the
append() function. Or, rewrite the code to be vectorized instead of using a
while() loop.
cashflows <- 0
last.coupon <- maturity
# create "empty" vectors
cashflow.tenure <- character(0)
cashflow.nos <- numeric(0)
while (last.coupon > settlement) {
print(last.coupon)
# store the dates
cashflow.tenure <- append(cashflow.tenure, last.coupon)
last.coupon <- add.months(last.coupon, -12/frequency)
cashflows <- cashflows + 1
print(cashflows)
# store the cashflow numbers
cashflow.nos <- append(cashflow.nos, cashflows)
}
output.dat <- data.frame(cashflow.tenure, cashflow.nos)
output.dat
Jean
On Thu, Apr 3, 2014 at 5:22 AM, Katherine Gobin <katherine_go...@yahoo.com>
wrote:
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
> [[alternative HTML version deleted]]
>
>
>______________________________________________
>R-help@r-project.org mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.
>
>
[[alternative HTML version deleted]]
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
