David Winsemius
On Mar 20, 2009, at 1:52 PM, Chirantan Kundu wrote:
> 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
> <dwinsemius at 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 <dwinsemius at 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
>>>>>> <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
>>>>>>>
>>>>>>>
>>>>>> ____________________________________
>>>>>> Visit us at http://www.2pirad.com
>>>>>>
>>>>>
>>>>> 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
>>>>
>>>>
>>> ____________________________________
>>> Visit us at http://www.2pirad.com
>>>
>>
>> David Winsemius, MD
>> Heritage Laboratories
>> West Hartford, CT
>>
>>
> ____________________________________
> Visit us at http://www.2pirad.com
>
David Winsemius, MD
Heritage Laboratories
West Hartford, CT