similar to: Invoking bond_prices function of termstrc package

Displaying 16 results from an estimated 16 matches similar to: "Invoking bond_prices function of termstrc package"

2009 Mar 20
1
How to use termstrc functions?
Hi, I'm trying to use the package termstrc. However I cannot figure out how to invoke helper functions like create_cashflows_matrix & create_maturities_matrix. Even when I try to invoke those with the data supplied with the package (say, corpbonds), it throws error saying "Error in as.vector(x, mode) : invalid 'mode' argument". Can anybody provide some working example
2009 May 05
2
Can't build termstrc package from source
Hi, I'm trying to build the termstrc 1.1 package from its source on R 2.7.2 on Windows XP. However instead of building the package it just zips the entire source into a .tar.gz file. This is the first time I'm trying to build an R package from source. I installed the R toolset for Windows and set RTools as well as Perl & MinGW directories in the path. Anybody tried this out? Any file
2009 Apr 15
0
How to use cubic spline coefficients from termstrc package?
Hi, I'm using the cubic splines from termstrc package. I invoked the splines_estim function with a group of 43 bonds. It computes 6 knot points and returns values for alpha1 to alpha7. My question is how to use these alpha1 to alpha7 in the equation of yield? For example, if I'm trying to find the yield at, say, 12.25 years, which falls between 3rd & 4th knot points what should the
2013 May 19
0
TODAY field in termstrc
Hi: I am using termstrc package and not sure if TODAY field (govbonds dataset) is today's date or the settlement date for the bonds. Although the name suggests that it should be today's date, but how the formula is setup indicates that it should be settlement date. Please help and thanks in advance. [[alternative HTML version deleted]]
2010 Nov 25
1
RODBC
Hi, I am running the RODBC examples form the help guide. I am trying to UPDATE a table in an Access data base but I am having an error. library(RODBC) library(termstrc) path = getwd() setwd(getwd()) dbName = "data.mdb" pathdbname = paste(path,"/",dbName,sep="") accesChannel = odbcConnectAccess(pathdbname, uid = "", pwd = "")
2009 May 06
4
tapply changing order of factor levels?
Hi, Does tapply change the order when applied on a factor? Below is the code I tried. > mylevels<-c("IN0020020155","IN0019800021","IN0020020064") >
2014 Apr 03
2
How to store interim print results
Dear R forum, Following is an customized extract of a code I am working on. settlement = as.Date("2013-11-25") maturity   = as.Date("2015-10-01") coupon     = 0.066 yield      = 0.1040 basis      = 1   frequency = 2 redemption = 100 # __________________________________________________________________ add.months = function(date, n)  {   nC <- seq(date, by=paste (n,
2006 Jun 07
2
o2cb_ctl: internal logic failure while creating node
Hi, I am getting following tyoe of error while trying to configure node using ocfs2 o2cb_ctl: internal logic failure while creating node My Kernel version is 2.6.9-22.ELsmp Rpm which i use are ocfs2-2.6.9-22.ELsmp-1.0.7-1.i686.rpm ocfs2console-1.0.3-1.i386.rpm ocfs2-tools-1.0.3-1.i386.rpm after that I gave command ocfs2console Select Cluster ? Configure Nodes Click on Add and enter the Name
2006 Jul 11
8
Stop updated_at from auto updating?
Hi Is there any way to temporarily stop the updated_at field from being updated when a record is modified with ActiveRecord? I have a date field which is keeping track of when the record data was last checked by my application and my app manually updates it, of course when I do this the updated_at field is also touched making it fairly useless for finding out when the actual data was changed
2009 Dec 18
1
How to define new operators
Dear R community I try to create a new operator to build a special sum of two CashFlows. (my S4 Class) I tried the following but this is actually not what I want. setGeneric("++",function(e1,e2)standardGeneric("++")) setMethod("+",signature=list("CashFlow","CashFlow"),function(e1,e2){ print("+") })
2012 Apr 26
4
Modelo de Nelson y Siegel
Hola a todos: En la estimación de parametros de Nelson-Siegel vienen definidos 3 argumentos: rate, maturity y MidTau. Este último lo define como un vector el cual indica el término medio del vencimiento para maximizar el factor beta2.Si yo tengo un vector de maturity de 77 datos, la pregunta es:¿Qué tan importante es el argumento MidTau, y qué otra especificación tiene? no me queda muy claro cómo
2019 Oct 15
7
[PATCH 0/5] virtiofs: Fix couple of deadlocks
Hi, We have couple of places which can result in deadlock. This patch series fixes these. We can be called with fc->bg_lock (for background requests) while submitting a request. This leads to two constraints. - We can't end requests in submitter's context and call fuse_end_request() as it tries to take fc->bg_lock as well. So queue these requests on a list and use a worker to
2010 Jul 18
6
CRAN (and crantastic) updates this week
CRAN (and crantastic) updates this week New packages ------------ * allan (1.0) Alan Lee http://crantastic.org/packages/allan Automates Large Linear Analysis Model Fitting * andrews (1.0) Jaroslav Myslivec http://crantastic.org/packages/andrews Andrews curves for visualization of multidimensional data * anesrake (0.3) Josh Pasek http://crantastic.org/packages/anesrake This
2009 May 05
1
self organizing map advice for categorical data
Hello, Could anybody offer any advice about implementing a Kohonen self organizing map for categorical data? Specifically I am wondering if there are any pre-existent packages that can deal with categorical data and/or how one would compare the input vector of categoricals with the self organizing map nodes. Thanks in advance. George Chen ----- Original Message ----- From: r-help-request at
2008 Jul 01
0
acts_as_audited on ActiveResource
I came across this awesome plugin used for auditing models. This is an ActiveRecord extension. However I was wondering if I could tweak it a little to make it work for ActiveResource. In case you haven''t heard about acts_as_audited plugin, here is the link to check it out. http://opensoul.org/2006/07/21/acts_as_audited Is there anyone who has experience in similar context? Please help!
2007 Sep 19
0
Directshow.net
Hi, I have a graphics intensive .net application which uses DirectShow.net API 's . Can this project be run on Linux plats using WINE ? Rgds Abir -------------- next part -------------- An HTML attachment was scrubbed... URL: http://www.winehq.org/pipermail/wine-users/attachments/20070919/1fad2edf/attachment-0001.htm