[R-SIG-Finance] computing term structures of bonds

Brian G. Peterson brian at braverock.com
Thu Sep 24 20:00:58 CEST 2009

Silika Prohl wrote:
> Dear all,
> I need to compute yield corporate bond yields. I have coupon, 
> market price and maturity. Could anybody give an advice how
> to compute this. I found the package termstr in R.
> Is this one which I need?
> Best,
> Sven
Please don't reply to an unrelated message with a completely different 
topic.  It messes up threaded readers.

'termstrc' is a fine package, and so is 'sde'.  Use the one appropriate 
to your problem.


   - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

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