similar to: 'R' and 'Yield to Maturity'

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 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   I have a city.csv file as given below.   'city.csv' city_name1        city_name2 New York City    Buffallo         So I define   city_name = read.csv('city.csv') city1 = city_name$city_name1 city2 = city_name$city_name2   My problem is how do I repeat the names one after other say 10 times i.e. my output should be like   New York City Buffallo New York City

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

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

# 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 &

Dear list, I am trying to construct a list of functions using rep. I can't understand the following: > c(character, character) => list with two functions > rep(character, 2) => error The error says that "object of type 'special' is not subsettable", and I have no idea what this means. Would you please help me. The purpose of doing the above is that I

Dear R Helpers   I have an 'instrument.csv' file with 3 instrument names and 5 rates each i.e. it has 7 columns and 6 rows (including row names).   'instrument.csv'   instrument1      instrument2           instrument3 12                         5                        14 11                         7                          7 14                       11                          3

Dear R-ers, I am using getGEO to download expression data from the Gene Expression Omnibus. With default settings, when a file is downloaded and parsed, lots of dotted lines are printed in the terminal, like this: .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... ..........

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 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

Hi ! This is Madhavi from Mumbai, India. Incidently this is my first post. I am working on Credit Scoring Model and using R, I have run the logistic regression. I have received following Output. I have two questions (a) What is the significance of "family = binomial(link = logit)". Why do I have to mention Binomial? Is it because my dependent variable assumes only two values 0 and 1?

Dear R Helpers (There is a small correction in my earlier mail. In the 'instrument.csv' file, I had mentioned only three columns. Actually there are 7 columns. I regret the error. Rest contents remains the same. Thanks) I have an 'instrument.csv' file with 7 instrument names and 5 rates each i.e. it has 7 columns and 6 rows (including row names).   'instrument.csv'  

Dear R heleprs   Suppose I have following data   Scenarios combination_names     series1    series2 Sc1 MAT2 GAU1 7.26554 8.409778 Sc2 MAT2 GAU2 7.438128 8.130275 Sc3 MAT3 GAU1 8.058422 8.06457 Sc4 MAT1 GAU2 8.179855 8.022071 Sc5 MAT3 GAU2 8.184033 8.191831 Sc6 MAT3 GAU2 7.50312 8.232425 Sc7 MAT1 GAU2 7.603291 8.200993 Sc8 MAT1 GAU1 8.221755 8.380097 Sc9 MAT3 GAU2 7.904908

Dear R helpers   Some particular analysis leads me to various number of output csv files depending on some conditions. Say e.g. I have output files variable1.csv, variable2.csv, .............. Problem is I don't know how many csv files been generated. They could be 4, 5 or even 10. Each file will have a column called amount.   My problem is to find filewise mean(amount) and sd(amount). I need

Dear R helpers   I have written some function (the actual code I have pasted at the end of mail) like say   indiv_rate = function(n, rate_name, rate, rate_rf1, rate_rf2, rate_rf3, rateprob1, rateprob2, rateprob3) { ........some R commands   return(data.frame(rate_name, rates = round(rate_data, digits = 4)))   }   ## INPUT   rates = indiv_rate(n = read.csv('number.csv')$n, rate_name =

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 &

can u suggest a link for downloading aspell spellchecker (for tinyMCE Editor) using rails --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "Ruby on Rails: Talk" group. To post to this group, send email to rubyonrails-talk-/JYPxA39Uh5TLH3MbocFFw@public.gmane.org To unsubscribe from this group, send email to

Hi all, Where could I get souce code for samba-2.2.8a-1-sol8-suncc-64bit.pkg, I checked in samba.org but I just found pacakage( samba-2.2.8a-1-sol8-suncc-64bit.pkg). Thanks, Madhavi

I have orders, order_items, and products. I want to collate several orders so that I can get a SUM of quantities ordered for each product etc. Can I say something like (the below gives an error on :sum, and ignores :group) OrderItem.find(:all, :sum => ''quantity'', :group => ''product_id'', :include => [:order, :product]) I want to get back a