Displaying 2 results from an estimated 2 matches for "frequency_coupon".
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frequency_copoun
2010 Jan 19
0
Macaulay Duration for Group
Dear R helpers
I have following csv file which is an input
id par_value coupon_rate frequency_coupon tenure ytm
1 1000 10 1 5 12
# Here frequency_coupon is coded s.t. 0 means Daily compounding, 1 means monthly compouding, 2 means Quarterly, 3 means Half yearly and 4 means only once. Thus in the case the frequency_cou...
2010 Jan 19
0
Macualay Duration code in a Functional Form - Please Help
...00, coupon_rate = 10, freq_coupon = 0, tenure = 5, ytm = 12)
However, if I need to obtain these results for multiple records, how do I calculate and obtain the result in a tabular form?
e.g. suppose my input data file is 'instrument details.csv' given as
id par_value coupon_rate frequency_coupon tenure ytm
1 1000 10 0 5 12
2 100 7 1 8 11
### frequency_coupon is coded s.t. if frequen...