Message-ID: <45395ADB.9030300@pdf.com>
Date: 2006-10-20T23:25:15Z
From: Spencer Graves
Subject: Some bond basics... please help
In-Reply-To: <200610201803.11520.brian@braverock.com>
Hi, Brian: Thanks. I missed the replies; I should have looked more
carefully. Thanks again. Spencer Graves
Brian G. Peterson wrote:
> On Friday 20 October 2006 16:38, Spencer Graves wrote:
>
>> If you'd like further help
>> from this listserve, please provide commented, minimal, self-contained,
>> reproducible code describing something you've tried and why it did not
>> meet your needs (as suggested in the posting guide
>>
>
> I believe that the original poster solved his problem via simple
> interpolation in one case and spline fitting in a more complicated case.
> I believe that he was really looking for a pointer on how one might fit a
> yield curve, which several people provided, and as I understand it, he
> solved his problem already.
>
> Nevertheless, there are no widely available functions that I am aware of
> that have been published in R specifically for calculating a yield curve
> on a group of bonds. The eagerly awaited fBonds package has not yet been
> released. So, the interested analyst must resort to generic fitting
> methods already available in R, as several of us indicated to the OP.
>
> Regards,
>
> - Brian
>
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