[R] How to use termstrc functions?

Chirantan Kundu chirantan at 2pirad.com
Fri Mar 20 15:15:22 CET 2009


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)

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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