computing term structures of bonds

Dear all,
I need to compute yield corporate bond yields. I have coupon, 
market price and maturity. Could anybody give an advice how
to compute this. I found the package termstr in R.
Is this one which I need?
Best,
Sven
  

Please don't reply to an unrelated message with a completely different 
topic.  It messes up threaded readers.

'termstrc' is a fine package, and so is 'sde'.  Use the one appropriate 
to your problem.

Regards,

   - Brian

Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock