search for: maturity

Displaying 20 results from an estimated 1584 matches for "maturity".

2013 Apr 13
0
help on smoothing volatility surface..
...what i can do to fix this.. do i need to smooth each expiration's line then interpolate.... ?? library(RQuantLib) library(quantmod) library(rgl) library(akima) library(ggplot2) library(plyr) GetIV <- function(type, value, underlying, strike,dividendYield, riskFreeRate, maturity, volatility, timeSteps=150, gridPoints=151) { AmericanOptionImpliedVolatility(type, value, underlying, strike,dividendYield, riskFreeRate, maturity, volatility, timeSteps=150, gridPoints=151)$impliedVol }...
2007 May 02
3
ED50 from logistic model with interactions
Hi, I was wondering if someone could please help me. I am doing a logistic regression to compare size at maturity between 3 seasons. My model is: fit <- glm(Mature ~ Season * Size - 1, family = binomial, data=dat) where Mature is a binary response, 0 for immature, 1 for mature. There are 3 Seasons. The Season * Size interaction is significant. I would like to compare the size at 50% maturity between Sea...
2011 Dec 15
1
lme with nested factor and random effect
...males. Additionally I want to include "id" (a unique identification number given to each spider tested) as a random factor to account for testing each individual twice (once as a penultimate and once as a mature). So far I have the following code: lme(behavior ~ age*phenotype, random=~1|maturity/id, data) But I don't know how to include the code to nest year within phenotype while testing for all possible interactions. Any help would be greatly appreciated. Thank you! Mari Pesek
2008 Mar 05
3
Maturity of dbox
Hi, I am contemplating migrating from maildir to dbox. However, I wonder about the maturity of the dbox code, as it appears to not be widely used. Does anybody have some success stories? My primary driver is to have non-changing file names, and thus smaller backup deltas. Are there other advantages that I should pursue? I read in the wiki that the migration is straightforward, but I...
2010 Feb 01
4
'R' and 'Yield to Maturity'
Dear R helpers   I am calculating the 'Yield to Maturity' for the Bond with following characteristics.   Its a $1000 face value, 3 year bond with 10% annual coupon and is priced at 101. The yield to maturity can be calculated after solving the equation -   1010 = [100 / (1+ytm)]  + [100 / (1+ytm)^2] + [ 1100 / (1 + ytm)^3]   This can be solved by tr...
2007 Feb 17
1
Solve in maximum likelihood estimation
Hi, I got the following problem. I am doing a maximum likelihood estimation for a Kalman Filter. For this purpose, I have to invert an error matrix Ffast of dimension "no. parameters X no.parameters". The usualy optim methods often find only local minima, so I decided to make the optimization using the SANN algorithm, which is very slow already. However, this becomes a real problem
2005 Aug 03
3
3Ware Escalade 9500S mature enough yet for CentOS?
greetings, the subject says it all right? ;-> naw...... is the 3ware Escalade 9500S series mature enough yet for CentOS? - rh -- Robert Hanson Abba Communications http://www.abbacomm.net
2010 Feb 19
1
XCP vs XenServer (free edition) or is it XCP mature enough?
Hello, I am a system manager of a datacenter. Is this moment, we about 30-40 xen servers running 2 or 3 domUs each of them. We are now using (standalone) xen over debian lenny. We manage each xen server independently, but we are looking for a central management console. At this moment, I have the doubt about using citrix xenserver (the free edition) or XCP. I didn''t know much
2011 Jul 28
1
Help Non-sequential ANOVAs
Hello, I have data on the maturity of two morphs of fish. I want to test whether their maturity is evolving differently or not on a temporal scale (month). The maturity variable (independent variable) is continuous and the morph and month variables (dependant variables) are categorical. Because the data show variance heterogeneity,...
2011 Aug 08
2
current maturity Samba 4
Hello, it would be nice to know in the community as it is the maturity of the fourth samba at putting in a production environment. It would be wise to put the Samba 4 in a production environment, or would play the most recommended solution samba + openldap? Att, Victor -- ?Encarada do ponto de vista da juventude, a vida parece um futuro indefinidamente longo, ao p...
2009 Mar 29
2
Mature SOAP Interface for R
Hello, we are writing rich internet user interfaces and like to call R for some of the computational needs on the data, as well as some creation of image files. Our objects communicate via the SOAP interface. We have been researching the various packages to expose R as a SOAP service. No current CRAN SOAP packages however. Found 3 to date: RSOAP (http://sourceforge.net/projects/rsoap/)
2009 Nov 12
1
How to select the part of column name heads?
...              1                3              11              5                14                   Nov 09            2             10               3                6              4                 2 ........ ........   and so on. While I have done all the related analysis,   (1) how do I read   maturity   <-   c(1, 15, 30, 60, 90, 180)  # these are the part of column names in numeric class.   i.e. I want the no of days appearing in column name heads to be expressed like this.   (2) Also, how do select the subset of maturity e.g.   maturity_sub   <-  c(30, 60, 90)     Thanking you all in adva...
2017 Nov 16
2
Yield-to-Maturity problem
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]]
2007 Mar 19
4
Teliax problems, they say use SIP, more mature & better working than IAX
We have a Teliax IAX trunk that we use as an overflow for our four regular business lines into our local Asterisk PBX (Trixbox). We have our Teliax account set up so that it goes to a Teliax voicemail box if it cannot reach our Asterisk server, and we have the channel set up for 5 simultaneous connections. Occasionally, calls are sent to the Teliax voicemail box for no apparent reason. In
2009 Feb 05
2
Non-linear optimisation
...nts function [c,ceq]=TriskellConstraints(X) global objFunc_vol; [a,b] = objFunc_vol(X); c(1) = b-6.5; c(2) = std(X(:))-6.5; ceq = []; end Optimise global objFunc_vol objFunc_vol = @(C) compute_strategy_before_fees(prices, C, floor, cap, m_ret_reb, prices_TR, hedge_fund, vg, euribor, last_reb_date, Maturity, fixed_fees, var_fees); objFunc_vol(C); objFunc = @(C) compute_strategy_before_fees(prices, C, floor, cap, m_ret_reb, prices_TR, hedge_fund, vg, euribor, last_reb_date, Maturity, fixed_fees, var_fees); objFunc(C); options = optimset('MaxIter',10000000,'MaxFunEvals',10000000); t...
2019 Sep 24
4
Centos 8 Mate?
On Tue, 24 Sep 2019 21:27:07 +0100 Liam O'Toole wrote: > If the availability of a particular desktop environment is a > showstopper, then perhaps RHEL and CentOS are not the best choice for > you. That may be, but in view of the fact that you can even get a version of CDE that works (very well) on Centos 7 (https://github.com/dcantrell/cderpm if you're interested), I find it
2013 Apr 03
4
Better way of writing R code
...is is not a finance problem) I have two data.frames as currency_df = data.frame(current_date = c("3/4/2013", "3/4/2013", "3/4/2013", "3/4/2013"), issue_date = c("27/11/2012", "9/12/2012", "14/01/2013", "28/02/2013"), maturity_date = c("27/04/2013", "3/5/2013", "14/6/2013", "28/06/2013"), currency = c("USD", "USD", "GBP", "SEK"), other_currency = c("EURO", "CAD", "CHF", "USD"), transaction = c("Buy...
2010 Feb 02
2
Yield to Maturity using R
Dear R helpers,     Yesterday I had raised following query which was addressed by Mr Ellison. The query and the wonderful solution as provided by Mr. Ellison are as given below.    ## PROBLEM   I am calculating the 'Yield to Maturity' for the Bond with following characteristics.    Its a $1000 face value, 3 year bond with 10% annual coupon and is priced at 101. The yield to maturity can be calculated after solving the equation -     1010 = [100 / (1+ytm)]  + [100 / (1+ytm)^2] + [ 1100 / (1 + ytm)^3]    This can be solved by...
2017 Nov 16
0
Yield-to-Maturity problem
...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]] >...
2009 Jul 11
2
[LLVMdev] ANTLR?
Right, I understand that. I was hoping there was such an implementation using ANTLR since it looks like a fairly mature project. I'm not sure how stable or mature Elsa is (but comments to clarify that would be appreciated.). E.g., a quick scan of their Web page shows the comment that they only have a partial type checker. It also says their template instantiation is incomplete.