Dear Sirs,

I understand these already are numeric values. Sir, Basically I am working on Value at Risk for the Bond portfolio using the historical simulation and for this I need to find out Marked to Market (MTM) value suing the Present Value of the coupon payments for each Bonds (here as an example I have taken only 3). 

What I have done so far is for a given bond I have found no of days left for maturity. E.g. in 1st case there are 257 days left for maturity. The bond pays coupon twice a year and thus on 257th day the bond will mature and I will be getting the Principal and final coupon payment. Since teh bond is paying the coupons every 6 months, going backward from 257 th day, my earlier coupon payment falls on (257 - 180) = 77 days. (However, in above example, I have just taken 100 just for example purpose)

Thus, assuming 100 days, my coupons will be paid on 257, 157,  57days. I need to convert these days in terms of years and so when I try to divide yy defined as 

yy <- lapply(c(257, 520,
 110), seq, to=0, by=-100)

yy/360, I get following error.

Error in yy/360 : non-numeric argument to binary operator

On the other hand, 

yy[[1]]/365          fetches me 

[1] 0.7138889 0.4361111 0.1583333


Thus, I am trying to obtain the result yy <- lapply(c(257, 520,
 110), seq, to=0, by=-100) in such a form, so taht I should be able to further analysis. What I was trying to say is since here I am taking only three bonds, so I can do it individually, however if there are number of bonds (say 1000) in the portfolio, my method of converting the days individually is not practical.

I am extremely sorry for the inconvenience caused. I tried to keep my problem short in oder not to consume your valuable time.

Regards

Vince Pyne



--- On Thu, 12/9/10, Petr PIKAL <petr.pikal@precheza.cz> wrote:

From: Petr PIKAL <petr.pikal@precheza.cz>
Subject: Re: [R] Sequence generation in a table
To: "Vincy Pyne" <vincy_pyne@yahoo.ca>
Cc: r-help@r-project.org
Received: Thursday, December 9, 2010, 12:03 PM

Hi

r-help-bounces@r-project.org napsal dne 09.12.2010 12:41:47:

> Dear Sir,
> 
> Sorry to bother you again. Sir, the R code provided by you gives me 
following output.
> 
> > yy <- lapply(c(257, 520,
 110), seq, to=0, by=-100)
> > yy
> [[1]]
> [1] 257 157  57
> 
> [[2]]
> [1] 520 420 320 220 120  20
> 
> [[3]]
> [1] 110  10
> 
> The biggest constraint for me is here as an example I have taken only 
three 
> cases i.e. c(257, 520, 110), however in reality I will be dealing with 
no of 
> cases and that number is unknown. But your code will certainly generate 
me the
> required numbers. In above case for doing further calculations, I can 
define say 
> 
> yy1 = as.numeric(yy[[1]])
> yy2 = as.numeric(yy[2]])
> yy3 = as.numeric(yy[[3]])

Why? Those values are already numeric.

lapply(yy, is.numeric)

[[1]]
[1] TRUE

[[2]]
[1] TRUE

[[3]]
[1] TRUE

and you can use the same construction to perform almost any operation on 
list.

lapply(yy, max)
lapply(yy,
 mean)
lapply(yy, sd)
lapply(yy, t.test)

Regards
Petr


> 
> But when the number of cases are unknown, perhaps this is not the 
practical 
> way of me defining individually. So is there any way that I can have all 
the 
> sequence numbers generated can be accommodated in a single dataframe. I 
> sincerely apologize for disturbing you Sir and hope I am able to put up 
my 
> problem in a proper manner.
> 
> Regards
> 
> Vincy Pyne
> 
> 
> --- On Thu, 12/9/10, Jan van der Laan <rhelp@eoos.dds.nl> wrote:
> 
> From: Jan van der Laan <rhelp@eoos.dds.nl>
> Subject: Re: [R] Sequence generation in a table
> To: r-help@r-project.org, vincy_pyne@yahoo.ca
> Received: Thursday, December 9, 2010, 10:57 AM
> 
> Vincy,
> 
> I suppose the following does what you want. yy is now a list which 
allows for 
> differing lengths of the vectors.
> 
> > yy <- lapply(c(257, 520, 110), seq, to=0, by=-100)
> > yy[[1]]
> [1] 257 157  57
> > yy[[2]]
> [1] 520 420 320 220 120  20
> 
> 
> Regards,
> Jan
> 
> 
> On 9-12-2010 11:40, Vincy Pyne wrote:
> > c(257, 520, 110)
> 
> 
> 
>    [[alternative HTML version deleted]]
> 
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> PLEASE do read the posting guide 
http://www.R-project.org/posting-guide.html
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