Nothing
priceyield <-
function(){
# maxmaturity <- 30 # lets keep this fixed
faceval<-1000 # lets keep this fixed
discrates = seq(0,30,1)
prices = seq(0,0.30,length.out=length(discrates))
bondvalues<-function(panel)
{
maturity <- panel$maturity
if (panel$frequency == "quarterly"){
freq<-4 # change thru radio button
}
else if (panel$frequency == "semi-annual"){
freq<-2 # change thru radio button
}
else {
freq<-1 # change thru radio button
}
coupon<-panel$couprate*faceval/(100*freq)
for (i in 1:length(discrates)){
effrate = discrates[i]/(100*freq)
effperiods = freq*maturity
pv_coupons<-(coupon/effrate)*(1-(1+effrate)^(-effperiods)) # PV of coupons
pv_face<-faceval*(1+effrate)^(-effperiods) # PV of face value
prices[i]<-pv_coupons+pv_face # bond price is the sum of both
}
return (prices)
}
my.redraw <- function(panel)
{
rp.tkrreplot(panel, tkrp)
panel
}
my.draw <- function(panel)
{
with(panel,
{
plot(discrates, bondvalues(panel),
xlab = "Yield(%)",
ylab = "Bond Price",,type='l',lwd=2)
title(paste("Par Value = ", faceval, "\nCoupon = ",couprate,", Maturity = ", maturity,"\n"))
})
panel
}
panel <- rp.control(" Price- yield Relationship ", frequency="quarterly",couprate= 8, maturity = 10)
# rp.slider(panel, discrate, 1,30,my.redraw, title = "Discount Rate")
rp.tkrplot(panel=panel , name=tkrp, plotfun=my.draw,pos="right",hscale=2,vscale=2)
rp.slider(panel,couprate,1,20,my.redraw, title = "Coupon Rate")
rp.doublebutton(panel,variable=maturity,step=3,title="Maturity",initval=10,range=c(1,22),action=my.redraw)
rp.radiogroup(panel = panel, variable= frequency,
vals = c("quarterly", "semi-annual", "annual"),
action = my.redraw, title = "Coupon frequency")
#rp.do(my.panel, my.draw)
}
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