[R] RQuantLib Question

2010-03-13 Thread GULATI, BRIJESH (Global Markets FF&O NY)
Hi: I am not able to find a function that would calculate bond duration, convexity and other sensitivities. If RQuantLib does not have it, please recommend some other library that I can use. Rgds, Brijesh -- This messa

[R] Data.frame Question

2010-03-11 Thread GULATI, BRIJESH (Global Markets FF&O NY)
> Hi: > I want to add a constant to an existing col of the > data.frame. I have the following dataset: > > > structure(list(x = c(1, 1, 1, 1, 1), y = c(1, 1, 1, 1, 1)), > .Names = c("x", > "y"), row.names = c(NA, 5L), class = "data.frame") > > > I want

[R] Numeric to Date

2010-03-10 Thread GULATI, BRIJESH (Global Markets FF&O NY)
Is there easy way to convert numeric to date? For example: If I have, a = as.Date("2010-03-04") And, if run > as.numeric(a) [1] 14672 Is there any function that I can use to convert 14672 back to the date. Thx in advance, Brijesh --

[R] Data.frame Question (add constant to a row)

2010-03-10 Thread GULATI, BRIJESH (Global Markets FF&O NY)
> Hi: > I want to add a constant to an existing col of the data.frame. I > have the following dataset: > > > structure(list(x = c(1, 1, 1, 1, 1), y = c(1, 1, 1, 1, 1)), .Names = > c("x", > "y"), row.names = c(NA, 5L), class = "data.frame") > > > I want to add a constant to col 1 and c

[R] Data.frame issue (pls help)

2010-03-08 Thread GULATI, BRIJESH (Global Markets FF&O NY)
Hi: I want to obtain a particular value from a data.frame. Following is my dataframe: > Quotes BID ASK Name CT2 GOVT99.9296999.9375 CT2 TUM0 COMDTY 108.53125 108.5469TUM0 CT5 GOVT