How to use termstrc functions?
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 <dwinsemius at 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
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David Winsemius, MD Heritage Laboratories West Hartford, CT
______________________________________________ R-help at 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