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

[Brian G. Peterson]

On Friday 20 October 2006 16:38, Spencer Graves wrote:
> 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

I believe that the original poster solved his problem via simple 
interpolation in one case and spline fitting in a more complicated case.  
I believe that he was really looking for a pointer on how one might fit a 
yield curve, which several people provided, and as I understand it, he 
solved his problem already.

Nevertheless, there are no widely available functions that I am aware of 
that have been published in R specifically for calculating a yield curve 
on a group of bonds.  The eagerly awaited fBonds package has not yet been 
released.  So, the interested analyst must resort to generic fitting 
methods already available in R, as several of us indicated to the OP.

Regards,

  - Brian