
Dear Rmetrics-team,
 
I am unable to find any package which calculates yield to maturity,
yield to worst, duration, complexity and other such  parameters for
bonds. I am sure they exist.
 
I have looked through all the financial packages on the link
 
http://cran.r-project.org/web/views/Finance.html
 
and
http://cran.r-project.org/web/packages/
 
The package fbonds has term structure modeling while financial package
just has simple things such as TVM and cash flow analysis.
 
Before going ahead and writing this package myself, I wanted to make
sure it doesn’t exist.
 
I hope to hear back from you soon.
 
Thanks
Puneet Gandhi
Candidate MBA’10 | Georgetown University

	[[alternative HTML version deleted]]

