[R] How to use termstrc functions?

[David Winsemius]

On Mar 20, 2009, at 10:15 AM, Chirantan Kundu wrote:

> Here it goes -
>
> library(termstrc)
> ISIN <- vector()
> ISIN[1]<-"IN0020080019"
> ISIN[2]<-"IN0020020163"
> MATURITYDATE<-as.Date(c("20081231","20101231"),"%Y%m%d")
> STARTDATE<-as.Date(c("20010101","20020101"),format="%Y%m%d")
> COUPONRATE<-c(8.24,7.95)
> PRICE<-(50,100)
> ACCRUED<-c(5,2)
> TODAY<-c(Sys.Date(),Sys.Date())
> mybonds <- list(ISIN,MATURITYDATE,STARTDATE,
> COUPONRATE,PRICE,ACCRUED,TODAY)
> names(mybonds) <- c("ISIN","MATURITYDATE","STARTDATE","COUPONRATE",
> "PRICE","ACCRUED","TODAY")
> allbonds <- list(mybonds)
> names(allbonds)<-c("mybonds")
> create_cashflows_matrix(allbonds)
>
>
> I also tried -
>
> library(termstrc)
> data(corpbonds)
> create_cashflows_matrix(corpbonds)

Your collection of bonds need to be organized in groups and the call  
to create_cashflows_matrix needs to call those groups by name. In the  
case of the corpbonds dataset, this call gets you output:

create_cashflows_matrix( corpbonds$AAA )

-- 
David Winsemius
>
>
> Both result into the same error - Error in as.vector(x, mode) :
> invalid 'mode' argument.
> Regards.
>
> On Fri, Mar 20, 2009 at 7:09 PM, David Winsemius <dwinsemius at comcast.net 
> > wrote:
>> Got code?
>>
>> On Mar 20, 2009, at 8:15 AM, Chirantan Kundu wrote:
>>>
>>> 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 for these?
>>> I'm on Windows XP and using R-2.7.2 + termstrc 1.1.
>>>
>>>
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>
>> David Winsemius, MD
>> Heritage Laboratories
>> West Hartford, CT
>>
>>
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>

David Winsemius, MD
Heritage Laboratories
West Hartford, CT