[R] Yield-to-Maturity problem

peter dalgaard
Thu, 16 Nov 2017 16:23:31 -0000

This isn't all that likely to be homework, Bert....

However, Alexander, you may find that not many readers are familiar with YTM
concepts.

There's a chapter with R examples in Ruppert+Matteson's book (if you
have SpringerLink, you may be able to download for free). Otherwise you could
try searching CRAN, but be warned that you may get considerably more than you
wished for. Some packages do look like they could be relevant.

-pd

> On 16 Nov 2017, at 16:55 , Bert Gunter <bgunter.4567 at gmail.com>
wrote:
>
> This list has a no homework policy.
>
> Also, please read the posting guidebelow to learn what sorts of posts are
> legitimate and how to post.
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>
> Cheers,
> Bert
>
>
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along
and
> sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip
)
>
> On Thu, Nov 16, 2017 at 6:25 AM, Alexander Bergm?ller <
> AlexanderB.22 at hotmail.de> wrote:
>
>> Hello everybody,
>>
>> I am not very advanced in my R skills so I really hope anybody of you
can
>> help me with this problem on which I have been working for hours.
>>
>> I would like to write a function, which can guess the yield-to-maturity
>> for any values: C, NV, r, s1, s2, and for a freely chosen tolerance
(tol).
>>
>> Additionaly, for freely chosen T; -> s1, s2, s3, ..., sT
>>
>> I appreciate your help so much.
>> Greetings,
>>
>> Alexandra Becker
>>
>>
>>        [[alternative HTML version deleted]]
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--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
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