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
> 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
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
--
> 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
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
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