search for: cusip

All, I have a package BondLab, all variables are passed to the models via Cusip objects. ? The only variables input by the user are? settlement date,? price or yield or spread. ? Further price may be passed as 100.125, 100-8 (1/8), or 100-2 (2/64) or 100-2+ (5/128).? Once passed these variables must have a steady state (in decimal). ?After reading the R documentation and Ha...

...AQ section 3.3.3. Let me start with the ones that seem like serious bugs or deficiencies: 1) LETTERS[c(NA,2)] in S is c("","B"), but in R is c("NA","B"). This is TERRIBLE! I have a ton of S-Plus code that looks like: y$ticker <- z$ticker[match(y$cusip, z$cusip)] and I count on a ticker of "" to indicate failed lookups. Not only will I need to change all that code, but I'll never be able to trade Nabisco (ticker NA) again. PLEASE re-consider this choice, or at least make it an option: option(na.char=""). 2) sys...

Hello, I need help getting two data sets to merge. The structure of my two data sets are: > str(bcusip) 'data.frame': 1391 obs. of 3 variables: $ bond_id : Factor w/ 1391 levels "AAGH","AAGI",..: 1 2 3 4 5 6 $ Freq : num 41361 4126 5206 10125 45536 ... $ CUSIP_ID: Factor w/ 1391 levels "00184AAC9","00184AAF2",..: > str(bdescr) 'data.f...

...ection 3.3.3. Let me start with the ones that seem like serious bugs or deficiencies: 1) LETTERS[c(NA,2)] in S is c("","B"), but in R is c("NA","B"). This is TERRIBLE! I have a ton of S-Plus code that looks like: y$ticker <- z$ticker[match(y$cusip, z$cusip)] and I count on a ticker of "" to indicate failed lookups. Not only will I need to change all that code, but I'll never be able to trade Nabisco (ticker NA) again. PLEASE re-consider this choice, or at least make it an option: option(na.char=""). 2...

...hat like: # as.list(read.table(file, header=T, sep="\t", as.is=T, row.names=NULL, # na.strings=na.strings)) function(file, want=items, skip=0, skip2=0, sep="\t", strip.white=F, rm.quotes=F, integers=NULL, logicals=NULL, characters=c("cusip","Cusip","cusp","symb","ticker","sector"), na.strings=c("","-","na","NA","NC","ND","NaN","#N/A","#N/A N Ap", "#N/A N.A...

...AQ section 3.3.3. Let me start with the ones that seem like serious bugs or deficiencies: 1) LETTERS[c(NA,2)] in S is c("","B"), but in R is c("NA","B"). This is TERRIBLE! I have a ton of S-Plus code that looks like: y$ticker <- z$ticker[match(y$cusip, z$cusip)] and I count on a ticker of "" to indicate failed lookups. Not only will I need to change all that code, but I'll never be able to trade Nabisco (ticker NA) again. PLEASE re-consider this choice, or at least make it an option: option(na.char=""). 2) sys...

...AQ section 3.3.3. Let me start with the ones that seem like serious bugs or deficiencies: 1) LETTERS[c(NA,2)] in S is c("","B"), but in R is c("NA","B"). This is TERRIBLE! I have a ton of S-Plus code that looks like: y$ticker <- z$ticker[match(y$cusip, z$cusip)] and I count on a ticker of "" to indicate failed lookups. Not only will I need to change all that code, but I'll never be able to trade Nabisco (ticker NA) again. PLEASE re-consider this choice, or at least make it an option: option(na.char=""). 2) sys...

...the file looks like this: 00103V206 AES Corporation 6.00% 42.87 00808N202 AES Trust III 6.75% 34.98 03748R861 Apartment Investment & Management 9.00% #ERROR (I) 039380209 Arch Coal, Inc. 5.00% 61.51 My problem appears to be related to specification of data types by column. For instance, the CUSIPS in column 1 are read in correctly when they contain a letter, but as NA when they are purely numbers. Similarly, in the fourth column the rows with "#ERROR (I)" are read in as such, but all other values become NA. I have experimented with "as.is" but have not been able to...

...tion is, is there anyway to change the output so the text in each column is left justified instead of right justified? My code sample is below where comb is the data frame. TIA, Roger out <- sprintf("%6s %22s %8s %15s %7s %5s", comb$tic, substr(as.character(comb$conm), 1, 22), comb$cusip, comb$type, comb$exchange, comb$currency) write.table(out, file="c:/pit/portia_test.txt", row.names=FALSE, col.names=FALSE, quote=FALSE) [[alternative HTML version deleted]]

I am trying to get new Cusip (registered security) from old . This can be done in excel using BDP command. For example: =BDP("000361AJ Corp","ID_CUSIP"), will give 000361AK1. Can this be done using RBloomberg? Any help will be much appreciated. Chirag Maru Senior Quantitative Analyst IRON Financial 84...