Displaying 6 results from an estimated 6 matches similar to: "Shifting of Principal amount while calculating Present Value"
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
2007 Dec 05
1
alternatives to latex() or xtable() ?
Hello everyone,
I have several problems with exporting to LaTeX the output of
numSummary() from the abind package.
> numSummary(finance[,"Cash_flow"], statistics=c("mean", "sd", "quantiles"))
mean sd 0% 25% 50% 75% 100% n NA
188070.9 414771.9 -426804 26743 53866 150975.5 1871500 54 4
>
2010 Jan 19
0
Macaulay Duration for Group
Dear R helpers
I have following csv file which is an input
id par_value coupon_rate frequency_coupon tenure ytm
1 1000 10 1 5 12
# Here frequency_coupon is coded s.t. 0 means Daily compounding, 1 means monthly compouding, 2 means Quarterly, 3 means Half yearly and 4 means only once. Thus in the
2010 Jan 19
0
Macualay Duration code in a Functional Form - Please Help
# I have written this code in Notepad++ and copied here.
## ONS - PPA
Duration = function(par_value, coupon_rate, freq_coupon, tenure, ytm)
{
macaulay_duration = NULL
modified_duration = NULL
freq_coupon_new = NULL
if(freq_coupon <= 0)
{
freq_coupon_new = 365
}
if(freq_coupon > 0 & freq_coupon <= 1)
{
freq_coupon_new = 12
}
if(freq_coupon > 1 &
2010 Jan 20
2
Please Please Please Help me!!
Dear R helpers
(I have already written the required R code which is giving me correct results for a given single set of data. I just wish to wish to use it for multiple data.)
I have defined a function (as given below) which helps me calculate Macaulay Duration and Modified Duration and its working fine with given set of data.
My Code -
## ONS - PPA
duration = function(par_value,
2003 Aug 22
3
PAE removal patch for testing
If you're one of the people who has cvsup'd to 4.8-stable since August 8th
and you've since begun to experience panics on a previously stable system,
please apply the attached patch and see if your previous stability has
been restored.
Please tell me your results.
Thanks,
Mike "Silby" Silbersack
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