[R] How to use termstrc functions?

[David Winsemius]

Besides needing a grouped structure and not calling that function with  
a group name, your sub-structure does not seem complete when compared  
with the AAA group within the example dataset;

 > str(allbonds)  # your structure
List of 1
  $ mybonds:List of 7
   ..$ ISIN        : chr [1:2] "IN0020080019" "IN0020020163"
   ..$ MATURITYDATE:Class 'Date'  num [1:2] 14244 14974
   ..$ STARTDATE   :Class 'Date'  num [1:2] 11323 11688
   ..$ COUPONRATE  : num [1:2] 8.24 7.95
   ..$ PRICE       : num [1:2] 50 100
   ..$ ACCRUED     : num [1:2] 5 2
   ..$ TODAY       :Class 'Date'  num [1:2] 14323 14323

 > str(corpbonds$AAA)
List of 10
  $ ISIN        : chr [1:20] "XS0078921441" "XS0079017637"  
"XS0090078907" "XS0119246626" ...
  $ MATURITYDATE:Class 'Date'  num [1:20] 14476 15212 16680 15631  
14203 ...
  $ STARTDATE   :Class 'Date'  num [1:20] 10093 10099 10471 11248  
11281 ...
  $ COUPONRATE  : num [1:20] 0.0563 0.0575 0.0512 0.0587 0.0575 ...
  $ RATING      : Factor w/ 10 levels "A","A-","A+",..: 7 7 7 7 7 7 7  
7 7 7 ...
  $ NAME        : Factor w/ 249 levels "4.88 BP CAPITAL MARKETS PLC 31- 
MAR-09",..: 109 109 109 109 109 109 229 153 109 149 ...
  $ PRICE       : num [1:20] 108 113 112 115 108 ...
  $ ACCRUED     : num [1:20] 1.328 1.262 1.039 0.451 5.671 ...
  $ CASHFLOWS   :List of 3
   ..$ ISIN: chr [1:126] "XS0078921441" "XS0078921441" "XS0078921441"  
"XS0078921441" ...
   ..$ CF  : num [1:126] 5.61 5.61 5.62 105.62 5.78 ...
   ..$ DATE:Class 'Date'  num [1:126] 13381 13745 14111 14476 13388 ...
  $ TODAY       :Class 'Date'  num 13102

On Mar 20, 2009, at 12:05 PM, David Winsemius wrote:

>
> 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
>>>
>>>
>> ____________________________________
>> Visit us at http://www.2pirad.com
>>
>
> David Winsemius, MD
> Heritage Laboratories
> West Hartford, CT
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> 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