Displaying 3 results from an estimated 3 matches for "terms_coupon_pay".
2010 Jan 19
0
Macaulay Duration for Group
...<= 1)
{
freq_coupon_new = 12
}
if(freq_coupon > 1 & freq_coupon <= 2)
{
freq_coupon_new = 4
}
if(freq_coupon > 2 & freq_coupon <= 3)
{
freq_coupon_new = 2
}
if(freq_coupon > 3 & freq_coupon <= 4)
{
freq_coupon_new = 1
}
## COMPUTATIONS
terms_coupon_payment = (seq(1/freq_coupon_new, tenure, by = 1/freq_coupon_new))*freq_coupon_new
coupon_amount = coupon/(freq_coupon_new)
cash_flow1 = rep(c(coupon_amount), (tenure*freq_coupon_new - 1))
cash_flow2 = par_value + coupon_amount
cash_flow ...
2010 Jan 19
0
Macualay Duration code in a Functional Form - Please Help
...oupon <= 1)
{
freq_coupon_new = 12
}
if(freq_coupon > 1 & freq_coupon <= 2)
{
freq_coupon_new = 4
}
if(freq_coupon > 2 & freq_coupon <= 3)
{
freq_coupon_new = 2
}
if(freq_coupon > 3 & freq_coupon <= 4)
{
freq_coupon_new = 1
}
## COMPUTATIONS
terms_coupon_payment = (seq(1/freq_coupon_new, tenure, by = 1/freq_coupon_new))*freq_coupon_new
coupon = coupon_rate*par_value/100
coupon_amount = coupon/(freq_coupon_new)
cash_flow1 = rep(c(coupon_amount), (tenure*freq_coupon_new - 1))
cash_flow2 ...
2010 Jan 20
2
Please Please Please Help me!!
...w = 12
}
if(frequency_copoun > 1 & frequency_copoun <= 2)
{
freq_coupon_new = 4
}
if(frequency_copoun > 2 & frequency_copoun <= 3)
{
freq_coupon_new = 2
}
if(frequency_copoun > 3 & frequency_copoun <= 4)
{
freq_coupon_new = 1
}
## COMPUTATIONS
terms_coupon_payment = (seq(1/freq_coupon_new, tenure, by = 1/freq_coupon_new))*freq_coupon_new
coupon = coupon_rate*par_value/100
coupon_amount = coupon/(freq_coupon_new)
cash_flow1 = rep(c(coupon_amount), (tenure*freq_coupon_new - 1))
cash_flow2 ...