Actually I was looking for someone who has some experience in using the package. Anyway, thanks for your input.
On Fri, Mar 20, 2009 at 10:51 PM, David Winsemius <dwinsem...@comcast.net> wrote: > 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 > > ____________________________________ 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.