Displaying 3 results from an estimated 3 matches for "usd_1w".
2013 Apr 16
3
Splitting the Elements of character vector
Dear R forum
I have a data.frame
df = data.frame(currency_type = c("EURO_o_n", "EURO_o_n", "EURO_1w", "EURO_1w", "USD_o_n", "USD_o_n", "USD_1w", "USD_1w"), rates = c(0.47, 0.475, 0.461, 0.464, 1.21, 1.19, 1.41, 1.43))
currency_type rates
1 EURO_o_n 0.470
2 EURO_o_n 0.475
3 EURO_1w 0.461
4 EURO_1w 0.464
5 USD_o_n 1.210
6 USD_o_n 1.190
7 USD_1w 1.410
8 US...
2013 Apr 25
1
Linear Interpolation : Missing rates
Dear R forum
I have data.frame as
df = data.frame(rate_name = c("USD_1w", "USD_1w", "USD_1w", "USD_1w", "USD_1m", "USD_1m", "USD_1m", "USD_1m", "USD_2m", "USD_2m", "USD_2m", "USD_2m", "GBP_1w", "GBP_1w", "GBP_1w", "GBP_1...
2013 Apr 03
4
Better way of writing R code
...<= 1)
{
libor_rate1 = df_LIBOR_rates$USD_o_n
libor_rate2 = df_LIBOR_rates$EUR_o_n
}
......................
......................
if
(as.character(other_currency) == "GBP" & (days_to_maturity > 1 & days_to_maturity <= 7))
{
libor_rate1 = df_LIBOR_rates$USD_1w
libor_rate2 = df_LIBOR_rates$GBP_1w
}
else if (as.character(other_currency) == "EURO" & (days_to_maturity > 1 & days_to_maturity <= 7))
{
libor_rate1 = df_LIBOR_rates$USD_1w
libor_rate2 = df_LIBOR_rates$EUR_1w
}
............................
.................