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

[Spencer Graves]

Hi, Brian:  Thanks.  I missed the replies;  I should have looked more 
carefully.  Thanks again.  Spencer Graves

Brian G. Peterson wrote:
> 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
>
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