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

[Brian G. Peterson]

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.

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock