[R] Yield-to-Maturity problem
pdalgd at gmail.com
Thu Nov 16 17:23:31 CET 2017
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 packages do look like they could be relevant.
> On 16 Nov 2017, at 16:55 , Bert Gunter <bgunter.4567 at gmail.com> wrote:
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> Bert Gunter
> "The trouble with having an open mind is that people keep coming along and
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> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
> On Thu, Nov 16, 2017 at 6:25 AM, Alexander Bergmüller <
> AlexanderB.22 at hotmail.de> wrote:
>> 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.
>> Alexandra Becker
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Peter Dalgaard, Professor,
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