Displaying 3 results from an estimated 3 matches for "tenor_function".
2013 Apr 23
0
Error with function
... 2w 2m
3 tran3 7m 6m 8m
4 tran4 3m 2m 4m
# _______________________________________
# I have two special cases also. If the tenor is "o_n" or "12m" i.e. extremes, I needed to adjust the rates as given in code.
# My code
# ======
tenor_function = function(tran, tenor)
{
if (tenor == libor_tenor_labels[1])
{
prev_tenor = libor_tenor_labels[1]
nxt_tenor = libor_tenor_labels[2]
}
for (i in 2:(length(libor_tenor_labels)-1))
{
if (tenor == libor_tenor_labels[i])
{
prev_tenor = libor_tenor_labels[i-1]
...
2013 Apr 23
0
Fw: Error with function - USING library(plyr)
... 2w 2m
3 tran3 7m 6m 8m
4 tran4 3m 2m 4m
# _______________________________________
# I have two special cases also. If the tenor is "o_n" or "12m" i.e. extremes, I needed to adjust the rates as given in code.
# My code
# ======
tenor_function = function(tran, tenor)
{
if (tenor == libor_tenor_labels[1])
{
prev_tenor = libor_tenor_labels[1]
nxt_tenor = libor_tenor_labels[2]
}
for (i in 2:(length(libor_tenor_labels)-1))
{
if (tenor == libor_tenor_labels[i])
{
prev_tenor = libor_tenor_labels[i-1]
...
2013 Apr 23
0
Fw: " PROBLEM SOLVED" - Error with function
... 2w 2m
3 tran3 7m 6m 8m
4 tran4 3m 2m 4m
# _______________________________________
# I have two special cases also. If the tenor is "o_n" or "12m" i.e. extremes, I needed to adjust the rates as given in code.
# My code
# ======
tenor_function = function(tran, tenor)
{
if (tenor == libor_tenor_labels[1])
{
prev_tenor = libor_tenor_labels[1]
nxt_tenor = libor_tenor_labels[2]
}
for (i in 2:(length(libor_tenor_labels)-1))
{
if (tenor == libor_tenor_labels[i])
{
prev_tenor = libor_tenor_labels[i-1]
...