similar to: TODAY field in termstrc

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

Hi, I'm trying to invoke the function bond_prices from termstrc package. Here is the code snippet: library(termstrc) data(eurobonds) b <- matrix(rep(c(0,0,0, 1),1),nrow=1,byrow=TRUE) group<-c("GERMANY") colnames(b) <- c("beta0","beta1","beta2","tau1") germaturities<-create_maturities_matrix(eurobonds$GERMANY)

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

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

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 = "")

Dear group, Here is my data frame: futures <- structure(list(DESCRIPTION = c("CORN Jul/10", "CORN Jul/10", "CORN Jul/10", "CORN Jul/10", "CORN Jul/10", "LIVE CATTLE Aug/10", "LIVE CATTLE Aug/10", "SUGAR NO.11 Jul/10", "SUGAR NO.11 Jul/10", "SUGAR NO.11 Jul/10", "SUGAR NO.11

Jeremy: Just wanted to pass this snippet I saw from slashdot http://slashdot.org/article.pl?sid=01/11/07/053230 which says: Public Comment Period In MS/DOJ Battle Posted by timothy on Wednesday November 07, @07:03AM from the tap-your-mind dept. PacketMaster writes: "Somthing that I didn't know, and perhaps many others didn't

Dear group, Here is the kind of data.frame I obtain every day with my function : futures <- structure(list(DESCRIPTION = c("CORN Jul/10", "CORN Jul/10", "CORN Jul/10", "CORN Jul/10", "CORN Jul/10", "LIVE CATTLE Aug/10", "LIVE CATTLE Aug/10", "SUGAR NO.11 Jul/10", "SUGAR NO.11 Jul/10", "SUGAR

The Samba Team would welcome Microsoft documenting its proprietary server protocols. Unfortunately this isn't what the settlement stipulates. The settlement states : "E. Starting nine months after the submission of this proposed Final Judgment to the Court, Microsoft shall make available for use by third parties, for the sole purpose of interoperating with a Windows Operating System

All, I have a package BondLab, all variables are passed to the models via Cusip objects. ? The only variables input by the user are? settlement date,? price or yield or spread. ? Further price may be passed as 100.125, 100-8 (1/8), or 100-2 (2/64) or 100-2+ (5/128).? Once passed these variables must have a steady state (in decimal). ?After reading the R documentation and Hadley's book I

I have an object, which I pull in from a csv file here http://r.789695.n4.nabble.com/file/n4638691/jan_2011.csv jan_2011.csv mydata <- read.csv("jan_2011.csv", header=TRUE, sep=",") > head(mydata) Delivery.Date Hour.Ending Repeated.Hour.Flag Settlement.Point Settlement.Point.Price 1 01/01/2011 01:00 N HB_BUSAVG

Dear group, Here is my function : position<-function(x) { pose<-read.csv2((paste(c("LSCPos",x,".csv"),collapse="")),dec=".",sep=",",as .is=T,h=T,skip=1)[,c(4,8,14,15)] pose$CREATED.DATE<-as.Date(pose$CREATED.DATE,"%d/%m/%y") futures<-pose[-grep("USD",pose[,1]),]

Dear group, Here is my function: #return the daily PL for day y PLDaily<-function(x,y) { #find elements in my directory with "LSCPos" in the name, keep the numeric part in the name and #create a list l<-gsub("\\D","",dir()[grep("LSCPos",dir())]) #select in the list the desired elements

Dear group, I know this issue has been already covered, and before you reply I must say I have read the R-FAQ and search the mailing list archive. I still can't manage to change my factor to numeric as I couldn't find any clear answer. Here is my df : Pose1 <- structure(list(DESCRIPTION = structure(c(1L, 2L, 3L, 4L, 5L, 8L), .Label = c(" SUGAR NO.11 May/10 ", "COTTON

The proposed settlement in the Microsoft antitrust trial will probably be accepted by the judge unless a lot of people complain soon, even though it lacks any useful enforcement provisions and fails to prohibit many of Microsoft's anticompetitive practices. I've drafted an open letter to the Department of Justice to explain why the proposed settlement should not be accepted; it's at

Dear group, Here is my df : pose16 <- structure(list(DESCRIPTION = structure(c(1L, 2L, 3L, 4L, 5L, 6L, 7L, 8L, 9L, 12L), .Label = c("COPPER May/10", "COTTON NO.2 Jul/10", "CRUDE OIL miNY May/10", "GOLD Jun/10", "ROBUSTA COFFEE (10) Jul/10", "SOYBEANS Jul/10", "SUGAR NO.11 Jul/10", "SUGAR NO.11 May/10",

There are some CSV file from the link below. I'm having trouble installing the package. Is this the package I have to use or is there another one I need to use? If so how do I get this one loaded. https://www.enmax.com/Power/Energy+Retailers/Settlement+Reports/Profile+settlement+report.htm install.packages("RCurl", repos =

Is there easy way to convert numeric to date? For example: If I have, a = as.Date("2010-03-04") And, if run > as.numeric(a) [1] 14672 Is there any function that I can use to convert 14672 back to the date. Thx in advance, Brijesh -------------------------------------------------------------------------- This message w/attachments (message) may be privileged,

Dear list, here are my two data frames: av <- structure(list(DESCRIPTION = c("COFFEE C Sep/10", "COPPER Sep/10", "CORN Dec/10", "CRUDE OIL miNY Sep/10", "GOLD Aug/10", "HENRY HUB NATURAL GAS Sep/10", "PALLADIUM Sep/10", "SILVER Sep/10", "SOYBEANS Nov/10", "SPCL HIGH GRADE ZINC USD", "SUGAR

I've learned a fair bit since putting together my essay on the States' proposed remedies. In particular, Microsoft's response to the States was enlightening; it pointed out the parts of the Court of Appeals ruling that need to be heeded when fashioning a remedy. I now feel that the States' proposal has little chance of being accepted by the judge. The Proposed Final Judgment