Yield-to-Maturity problem

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Yield-to-Maturity problem

Alexander Bergmüller
Hello everybody,

I am not very advanced in my R skills so I really hope anybody of you can help me with this problem on which I have been working for hours.

I would like to write a function, which can guess the yield-to-maturity for any values: C, NV, r, s1, s2, and for a freely chosen tolerance (tol).

Additionaly, for freely chosen T; -> s1, s2, s3, ..., sT

I appreciate your help so much.
Greetings,

Alexandra Becker


        [[alternative HTML version deleted]]

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Re: Yield-to-Maturity problem

Bert Gunter-2
This list has a no homework policy.

Also, please read the posting guidebelow to learn what sorts of posts are
legitimate and how to post.
Note: plain text , not html, which often gets mangked by the server.

Cheers,
Bert



Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Thu, Nov 16, 2017 at 6:25 AM, Alexander Bergmüller <
[hidden email]> wrote:

> Hello everybody,
>
> I am not very advanced in my R skills so I really hope anybody of you can
> help me with this problem on which I have been working for hours.
>
> I would like to write a function, which can guess the yield-to-maturity
> for any values: C, NV, r, s1, s2, and for a freely chosen tolerance (tol).
>
> Additionaly, for freely chosen T; -> s1, s2, s3, ..., sT
>
> I appreciate your help so much.
> Greetings,
>
> Alexandra Becker
>
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/
> posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Re: Yield-to-Maturity problem

Peter Dalgaard-2
This isn't all that likely to be homework, Bert....

However, Alexander, you may find that not many readers are familiar with YTM concepts.

There's a chapter with R examples in Ruppert+Matteson's book (if you have SpringerLink, you may be able to download for free). Otherwise you could try searching CRAN, but be warned that you may get considerably more than you wished for. Some packages do look like they could be relevant.

-pd

> On 16 Nov 2017, at 16:55 , Bert Gunter <[hidden email]> wrote:
>
> This list has a no homework policy.
>
> Also, please read the posting guidebelow to learn what sorts of posts are
> legitimate and how to post.
> Note: plain text , not html, which often gets mangked by the server.
>
> Cheers,
> Bert
>
>
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along and
> sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
> On Thu, Nov 16, 2017 at 6:25 AM, Alexander Bergmüller <
> [hidden email]> wrote:
>
>> Hello everybody,
>>
>> I am not very advanced in my R skills so I really hope anybody of you can
>> help me with this problem on which I have been working for hours.
>>
>> I would like to write a function, which can guess the yield-to-maturity
>> for any values: C, NV, r, s1, s2, and for a freely chosen tolerance (tol).
>>
>> Additionaly, for freely chosen T; -> s1, s2, s3, ..., sT
>>
>> I appreciate your help so much.
>> Greetings,
>>
>> Alexandra Becker
>>
>>
>>        [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/
>> posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

--
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Office: A 4.23
Email: [hidden email]  Priv: [hidden email]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
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Re: Yield-to-Maturity problem

Marc Schwartz-3
Hi,

Another resource would be R-SIG-Finance, which is an R e-mail list focused in this domain:

  https://stat.ethz.ch/mailman/listinfo/r-sig-finance <https://stat.ethz.ch/mailman/listinfo/r-sig-finance>

as well as the Finance Task View:

  https://cran.r-project.org/web/views/Finance.html <https://cran.r-project.org/web/views/Finance.html>


Regards,

Marc Schwartz


> On Nov 16, 2017, at 11:23 AM, peter dalgaard <[hidden email]> wrote:
>
> This isn't all that likely to be homework, Bert....
>
> However, Alexander, you may find that not many readers are familiar with YTM concepts.
>
> There's a chapter with R examples in Ruppert+Matteson's book (if you have SpringerLink, you may be able to download for free). Otherwise you could try searching CRAN, but be warned that you may get considerably more than you wished for. Some packages do look like they could be relevant.
>
> -pd
>
>> On 16 Nov 2017, at 16:55 , Bert Gunter <[hidden email]> wrote:
>>
>> This list has a no homework policy.
>>
>> Also, please read the posting guidebelow to learn what sorts of posts are
>> legitimate and how to post.
>> Note: plain text , not html, which often gets mangked by the server.
>>
>> Cheers,
>> Bert
>>
>>
>>
>> Bert Gunter
>>
>> "The trouble with having an open mind is that people keep coming along and
>> sticking things into it."
>> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>>
>> On Thu, Nov 16, 2017 at 6:25 AM, Alexander Bergmüller <
>> [hidden email]> wrote:
>>
>>> Hello everybody,
>>>
>>> I am not very advanced in my R skills so I really hope anybody of you can
>>> help me with this problem on which I have been working for hours.
>>>
>>> I would like to write a function, which can guess the yield-to-maturity
>>> for any values: C, NV, r, s1, s2, and for a freely chosen tolerance (tol).
>>>
>>> Additionaly, for freely chosen T; -> s1, s2, s3, ..., sT
>>>
>>> I appreciate your help so much.
>>> Greetings,
>>>
>>> Alexandra Becker
>>>
>>>
>>>       [[alternative HTML version deleted]]
>>>
>>> ______________________________________________
>>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/
>>> posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>> [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> --
> Peter Dalgaard, Professor,
> Center for Statistics, Copenhagen Business School
> Solbjerg Plads 3, 2000 Frederiksberg, Denmark
> Phone: (+45)38153501
> Office: A 4.23
> Email: [hidden email]  Priv: [hidden email]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.


        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.