Dear R forum,
I have a data.frame as given below:
df = data.frame(tran = c("tran1", "tran2",
"tran3", "tran4"), tenor = c("2w", "1m",
"7m", "3m"))
Also, I define
libor_tenor_labels = as.character(c("o_n", "1w",
"2w",
"1m", "2m", "3m", "4m", "5m",
"6m", "7m", "8m", "9m", "10m",
"11m",
"12m"))
# ________________________
> df
tran tenor
1 tran1 2w
2 tran2 1m
3 tran3 7m
4 tran4 3m
# __________________________________________
# libor_tenor_labels can be anything and need not be 15. Also, df need not be
consisting of only 4 record. Basically, I can't HARD CODE anything.
In df, first tenor is 2w. So I need to define a previous tenor as "1w"
and nest tenor as "1m" i.e. I need the output
> df_new
tran tenor prev_tenor nxt_tenor
1 tran1 2w 1w 1m
2 tran2 1m 2w 2m
3 tran3 7m 6m 8m
4 tran4 3m 2m 4m
# _______________________________________
# I have two special cases also. If the tenor is "o_n" or
"12m" i.e. extremes, I needed to adjust the rates as given in code.
# My code
# =====
tenor_function = function(tran, tenor)
{
if (tenor == libor_tenor_labels[1])
{
prev_tenor = libor_tenor_labels[1]
nxt_tenor = libor_tenor_labels[2]
}
for (i in 2:(length(libor_tenor_labels)-1))
{
if (tenor == libor_tenor_labels[i])
{
prev_tenor = libor_tenor_labels[i-1]
nxt_tenor = libor_tenor_labels[i+1]
}
}
if (tenor == libor_tenor_labels[length(libor_tenor_labels)])
{
prev_tenor = libor_tenor_labels[(length(libor_tenor_labels)-1)]
nxt_tenor = libor_tenor_labels[length(libor_tenor_labels)]
}
return(data.frame(tran = tran, prev_tenor = prev_tenor, tenor = tenor,
nxt_tenor = nxt_tenor)
}
(tenor_libors = ddply(.data = df, .variables = "tran", .fun =
function(x) tenor_function(tran = x$tran, tenor = x$tenor)))
# __________________________________________
# ERROR - I get following error
Error: unexpected '}' in:
"
}">
> (tenor_libors = ddply(.data = df, .variables = "tran", .fun =
function(x) tenor_function(tran = x$tran, tenor = x$tenor)))
Error in .fun(piece, ...) : could not find function "tenor_function"
# ______________________________________________
Kindly guide
With warn regards
Katherine
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