Thanks for the help. RATING & NAME are not required for this call as par documentation. About the CASHFLOWS I'm not sure as I'm going to call create_cashflows_matrix which is supposed to return me the cashflow matrix. Do I still need to have the CASHFLOWSlist in the structure?
On Fri, Mar 20, 2009 at 9:48 PM, David Winsemius <dwinsem...@comcast.net> wrote: > Besides needing a grouped structure and not calling that function with a > group name, your sub-structure does not seem complete when compared with the > AAA group within the example dataset; > >> str(allbonds) # your structure > List of 1 > $ mybonds:List of 7 > ..$ ISIN : chr [1:2] "IN0020080019" "IN0020020163" > ..$ MATURITYDATE:Class 'Date' num [1:2] 14244 14974 > ..$ STARTDATE :Class 'Date' num [1:2] 11323 11688 > ..$ COUPONRATE : num [1:2] 8.24 7.95 > ..$ PRICE : num [1:2] 50 100 > ..$ ACCRUED : num [1:2] 5 2 > ..$ TODAY :Class 'Date' num [1:2] 14323 14323 > >> str(corpbonds$AAA) > List of 10 > $ ISIN : chr [1:20] "XS0078921441" "XS0079017637" "XS0090078907" > "XS0119246626" ... > $ MATURITYDATE:Class 'Date' num [1:20] 14476 15212 16680 15631 14203 ... > $ STARTDATE :Class 'Date' num [1:20] 10093 10099 10471 11248 11281 ... > $ COUPONRATE : num [1:20] 0.0563 0.0575 0.0512 0.0587 0.0575 ... > $ RATING : Factor w/ 10 levels "A","A-","A+",..: 7 7 7 7 7 7 7 7 7 7 > ... > $ NAME : Factor w/ 249 levels "4.88 BP CAPITAL MARKETS PLC > 31-MAR-09",..: 109 109 109 109 109 109 229 153 109 149 ... > $ PRICE : num [1:20] 108 113 112 115 108 ... > $ ACCRUED : num [1:20] 1.328 1.262 1.039 0.451 5.671 ... > $ CASHFLOWS :List of 3 > ..$ ISIN: chr [1:126] "XS0078921441" "XS0078921441" "XS0078921441" > "XS0078921441" ... > ..$ CF : num [1:126] 5.61 5.61 5.62 105.62 5.78 ... > ..$ DATE:Class 'Date' num [1:126] 13381 13745 14111 14476 13388 ... > $ TODAY :Class 'Date' num 13102 > > On Mar 20, 2009, at 12:05 PM, David Winsemius wrote: > >> >> On Mar 20, 2009, at 10:15 AM, Chirantan Kundu wrote: >> >>> Here it goes - >>> >>> library(termstrc) >>> ISIN <- vector() >>> ISIN[1]<-"IN0020080019" >>> ISIN[2]<-"IN0020020163" >>> MATURITYDATE<-as.Date(c("20081231","20101231"),"%Y%m%d") >>> STARTDATE<-as.Date(c("20010101","20020101"),format="%Y%m%d") >>> COUPONRATE<-c(8.24,7.95) >>> PRICE<-(50,100) >>> ACCRUED<-c(5,2) >>> TODAY<-c(Sys.Date(),Sys.Date()) >>> mybonds <- list(ISIN,MATURITYDATE,STARTDATE, >>> COUPONRATE,PRICE,ACCRUED,TODAY) >>> names(mybonds) <- c("ISIN","MATURITYDATE","STARTDATE","COUPONRATE", >>> "PRICE","ACCRUED","TODAY") >>> allbonds <- list(mybonds) >>> names(allbonds)<-c("mybonds") >>> create_cashflows_matrix(allbonds) >>> >>> >>> I also tried - >>> >>> library(termstrc) >>> data(corpbonds) >>> create_cashflows_matrix(corpbonds) >> >> Your collection of bonds need to be organized in groups and the call to >> create_cashflows_matrix needs to call those groups by name. In the case of >> the corpbonds dataset, this call gets you output: >> >> create_cashflows_matrix( corpbonds$AAA ) >> >> -- >> David Winsemius >>> >>> >>> Both result into the same error - Error in as.vector(x, mode) : >>> invalid 'mode' argument. >>> Regards. >>> >>> On Fri, Mar 20, 2009 at 7:09 PM, David Winsemius <dwinsem...@comcast.net> >>> wrote: >>>> >>>> Got code? >>>> >>>> On Mar 20, 2009, at 8:15 AM, Chirantan Kundu wrote: >>>>> >>>>> I'm trying to use the package termstrc. However I cannot figure out >>>>> how to invoke helper functions like create_cashflows_matrix & >>>>> create_maturities_matrix. Even when I try to invoke those with the >>>>> data supplied with the package (say, corpbonds), it throws error >>>>> saying "Error in as.vector(x, mode) : invalid 'mode' argument". Can >>>>> anybody provide some working example for these? >>>>> I'm on Windows XP and using R-2.7.2 + termstrc 1.1. >>>>> >>>>> >>>>> PLEASE do read the posting guide >>>>> http://www.R-project.org/posting-guide.html >>>>> and provide commented, minimal, self-contained, reproducible code. >>>> >>>> David Winsemius, MD >>>> Heritage Laboratories >>>> West Hartford, CT >>>> >>>> >>> ____________________________________ >>> Visit us at http://www.2pirad.com >>> >> >> David Winsemius, MD >> Heritage Laboratories >> West Hartford, CT >> >> ______________________________________________ >> 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. > > David Winsemius, MD > Heritage Laboratories > West Hartford, CT > > ____________________________________ Visit us at http://www.2pirad.com ______________________________________________ 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.