similar to: Macualay Duration code in a Functional Form - Please Help

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

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,

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

Dear R helpers   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 calculated after solving the equation -   1010 = [100 / (1+ytm)]  + [100 / (1+ytm)^2] + [ 1100 / (1 + ytm)^3]   This can be solved by trial and error method s.t. ytm = 9.601%.

Hi All, Thanks for all your discussions which I read offline and enhance my knowledge. I just want to know how to make yield curve by bootstrapping using R. Please give me some subject-matter links and code links. Especially the Spot Yield Curve and YTM Curve. Sayonara With Smile & With Warm Regards :-) G a u r a v Y a d a v Senior Executive Officer, Economic Research &

This isn't all that likely to be homework, Bert.... However, Alexander, you may find that not many readers are familiar with YTM concepts. There's a chapter with R examples in Ruppert+Matteson's book (if you have SpringerLink, you may be able to download for free). Otherwise you could try searching CRAN, but be warned that you may get considerably more than you wished for. Some

This is significant because it's a plugin which was from the last stable release containing undefined symbols (in the internal plugins). $ ldd -r tests/old-plugins/x86_64/Linux/v1.18.2/nbdkit-file-plugin.so linux-vdso.so.1 (0x00007ffe86cdd000) libgcc_s.so.1 => /lib64/libgcc_s.so.1 (0x00007f551b3e5000) libc.so.6 => /lib64/libc.so.6 (0x00007f551b21b000) /lib64/ld-linux-x86-64.so.2

This list has a no homework policy. Also, please read the posting guidebelow to learn what sorts of posts are legitimate and how to post. Note: plain text , not html, which often gets mangked by the server. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom

Hello everybody, I am not very advanced in my R skills so I really hope anybody of you can help me with this problem on which I have been working for hours. I would like to write a function, which can guess the yield-to-maturity for any values: C, NV, r, s1, s2, and for a freely chosen tolerance (tol). Additionaly, for freely chosen T; -> s1, s2, s3, ..., sT I appreciate your help so much.

This creates libnbdkit.so as discussed in the following thread: https://www.redhat.com/archives/libguestfs/2020-March/thread.html#00203 test-delay-shutdown.sh fails for unclear reasons. This series starts by reverting "tests: Don't strand hung nbdkit processes" which is because several other tests fail randomly unless I revert this patch. I didn't investigate this yet so it