[R-SIG-Finance] Some bond basics... please help

[Spencer Graves]

       RSiteSearch("bond") produced 135 hits for me just now, and  
RSiteSearch("bond", "function") produced 22.  If you'd like further help 
from this listserve, please provide commented, minimal, self-contained, 
reproducible code describing something you've tried and why it did not 
meet your needs (as suggested in the posting guide 
"www.R-project.org/posting-guide.html").

      Hope this helps. 
      Spencer Graves

gyadav at ccilindia.co.in wrote:
> hi All,
>
> Can I do something like this, really wondering 
>
> I have a securities details like this :
>
> Security Name : Xa
> Coupon : 6.322%  = Xb
> Yield : 5.6% = Xc
> Maturity : 12-Aug-2010 = Xd
> Settlement Date : 10-Oct-2006 = Xe
>
> Can I find the zero coupon price like this P1 = price(Xe, Xd, Xc, 0%) 
> where all details are same as the abov security except the coupon which is 
> zero. Further, then I find the Yield with This Price P1 which i get as Y1 
> (Y1 = yield(Xe, Xd, P1, 0%). 
>
> Is Y1 a zero coupon bond equivalent yield ???
>
>
> Thanks in advance,
> -Gaurav
>
>
>
>    Sayonara With Smile & With Warm Regards :-)
>
>   G a u r a v   Y a d a v
>   Senior Executive Officer,
>   Economic Research & Surveillance Department,
>   Clearing Corporation Of India Limited.
>
>   Address: 5th, 6th, 7th Floor, Trade Wing 'C',  Kamala City, S.B. Marg, 
> Mumbai - 400 013
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>
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