How could I (or anyone for that matter) possibly answer that question?
David Winsemius, MD
Heritage Laboratories
West Hartford, CT
On Mar 20, 2009, at 1:07 PM, Chirantan Kundu wrote:
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
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.
