Silika Prohl wrote:
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