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.

David Winsemius, MD
Heritage Laboratories
West Hartford, CT

David Winsemius, MD
Heritage Laboratories
West Hartford, CT

David Winsemius, MD
Heritage Laboratories
West Hartford, CT