Dear Sirs, I understand these already are numeric values. Sir, Basically I am working on Value at Risk for the Bond portfolio using the historical simulation and for this I need to find out Marked to Market (MTM) value suing the Present Value of the coupon payments for each Bonds (here as an example I have taken only 3).
What I have done so far is for a given bond I have found no of days left for maturity. E.g. in 1st case there are 257 days left for maturity. The bond pays coupon twice a year and thus on 257th day the bond will mature and I will be getting the Principal and final coupon payment. Since teh bond is paying the coupons every 6 months, going backward from 257 th day, my earlier coupon payment falls on (257 - 180) = 77 days. (However, in above example, I have just taken 100 just for example purpose) Thus, assuming 100 days, my coupons will be paid on 257, 157, 57days. I need to convert these days in terms of years and so when I try to divide yy defined as yy <- lapply(c(257, 520, 110), seq, to=0, by=-100) yy/360, I get following error. Error in yy/360 : non-numeric argument to binary operator On the other hand, yy[[1]]/365 fetches me [1] 0.7138889 0.4361111 0.1583333 Thus, I am trying to obtain the result yy <- lapply(c(257, 520, 110), seq, to=0, by=-100) in such a form, so taht I should be able to further analysis. What I was trying to say is since here I am taking only three bonds, so I can do it individually, however if there are number of bonds (say 1000) in the portfolio, my method of converting the days individually is not practical. I am extremely sorry for the inconvenience caused. I tried to keep my problem short in oder not to consume your valuable time. Regards Vince Pyne --- On Thu, 12/9/10, Petr PIKAL <petr.pi...@precheza.cz> wrote: From: Petr PIKAL <petr.pi...@precheza.cz> Subject: Re: [R] Sequence generation in a table To: "Vincy Pyne" <vincy_p...@yahoo.ca> Cc: r-help@r-project.org Received: Thursday, December 9, 2010, 12:03 PM Hi r-help-boun...@r-project.org napsal dne 09.12.2010 12:41:47: > Dear Sir, > > Sorry to bother you again. Sir, the R code provided by you gives me following output. > > > yy <- lapply(c(257, 520, 110), seq, to=0, by=-100) > > yy > [[1]] > [1] 257 157 57 > > [[2]] > [1] 520 420 320 220 120 20 > > [[3]] > [1] 110 10 > > The biggest constraint for me is here as an example I have taken only three > cases i.e. c(257, 520, 110), however in reality I will be dealing with no of > cases and that number is unknown. But your code will certainly generate me the > required numbers. In above case for doing further calculations, I can define say > > yy1 = as.numeric(yy[[1]]) > yy2 = as.numeric(yy[2]]) > yy3 = as.numeric(yy[[3]]) Why? Those values are already numeric. lapply(yy, is.numeric) [[1]] [1] TRUE [[2]] [1] TRUE [[3]] [1] TRUE and you can use the same construction to perform almost any operation on list. lapply(yy, max) lapply(yy, mean) lapply(yy, sd) lapply(yy, t.test) Regards Petr > > But when the number of cases are unknown, perhaps this is not the practical > way of me defining individually. So is there any way that I can have all the > sequence numbers generated can be accommodated in a single dataframe. I > sincerely apologize for disturbing you Sir and hope I am able to put up my > problem in a proper manner. > > Regards > > Vincy Pyne > > > --- On Thu, 12/9/10, Jan van der Laan <rh...@eoos.dds.nl> wrote: > > From: Jan van der Laan <rh...@eoos.dds.nl> > Subject: Re: [R] Sequence generation in a table > To: r-help@r-project.org, vincy_p...@yahoo.ca > Received: Thursday, December 9, 2010, 10:57 AM > > Vincy, > > I suppose the following does what you want. yy is now a list which allows for > differing lengths of the vectors. > > > yy <- lapply(c(257, 520, 110), seq, to=0, by=-100) > > yy[[1]] > [1] 257 157 57 > > yy[[2]] > [1] 520 420 320 220 120 20 > > > Regards, > Jan > > > On 9-12-2010 11:40, Vincy Pyne wrote: > > c(257, 520, 110) > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > 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]]
______________________________________________ R-help@r-project.org mailing list 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.
