search for: frequency_copoun

...n single set of data. I just wish to wish to use it for multiple data.)   I have defined a function (as given below) which helps me calculate Macaulay Duration and Modified Duration and its working fine with given set of data.   My Code -   ## ONS - PPA   duration = function(par_value, coupon_rate, frequency_copoun, tenure, ytm)   { macaulay_duration  =   NULL modified_duration    =   NULL freq_coupon_new    =   NULL   if(frequency_copoun <= 0) {     freq_coupon_new = 365 }   if(frequency_copoun > 0 & frequency_copoun <= 1) {     freq_coupon_new = 12 }   if(frequency_copoun > 1 & freque...

...#} # Added code ONS  = read.csv('instrument details.csv') n      = length(ONS$par_value) par_value      =  matrix(data = ONS$par_value, nrow = n, ncol = 1, byrow = TRUE) coupon_rate    =  matrix(data = ONS$coupon_rate, nrow = n, ncol = 1, byrow = TRUE) freq_coupon  =  matrix(data = ONS$frequency_copoun, nrow = n, ncol = 1, byrow = TRUE) tenure          =  matrix(data = ONS$tenure, nrow = n, ncol = 1, byrow = TRUE) ytm             =   matrix(data = ONS$ytm, nrow = n, ncol = 1, byrow = TRUE) result          =   matrix(data = NA, nrow = n, ncol = 2, byrow = TRUE) result = Duration(par_value, coupo...

...1 means, total number of times compounding is done = 12.        My R Code for calcualting Macaulay Duration is as follows -   ## INPUT   ONS              = read.csv('instrument details..csv') par_value       = ONS$par_value coupon          = ONS$coupon_rate*par_value/100 freq_coupon   = ONS$frequency_copoun tenure           = ONS$tenure ytm              = ONS$ytm   # _________________________________________________________________________________________________   ## COMPUTATIONS macaulay_duration =   NULL modified_duration   =   NULL freq_coupon_new   =   NULL   if(freq_coupon <= 0) {     freq_...