govbonds: European Government Bonds

In termstrc: Zero-coupon Yield Curve Estimation

Description

European government bonds.

Usage

data(govbonds)

Details

The data set bonds consists of German, Austrian and French government bonds.

Note

If you use your own data set, make sure that the structure is identical to the provided data sets. Use the function str() to explore the data set.

Examples

data(govbonds)
str(govbonds) 



# The following code may be used to generate an empty data set,
# which can then be filled with bond data:

ISIN <- vector()
MATURITYDATE <- vector()
ISSUEDATE <- vector()
COUPONRATE <- vector()
PRICE <- vector()
ACCRUED <- vector()

CFISIN <- vector()
CF <- vector()
DATE <- vector()

CASHFLOWS <- list(CFISIN,CF,DATE)
names(CASHFLOWS) <- c("ISIN","CF","DATE")

TODAY <- vector()

mycountry1 <- list(ISIN,MATURITYDATE,ISSUEDATE,
                   COUPONRATE,PRICE,ACCRUED,CASHFLOWS,TODAY)
mycountry2 <- list(ISIN,MATURITYDATE,ISSUEDATE,
                   COUPONRATE,PRICE,ACCRUED,CASHFLOWS,TODAY)

names(mycountry1) <- c("ISIN","MATURITYDATE","ISSUEDATE","COUPONRATE",
                       "PRICE","ACCRUED","CASHFLOWS","TODAY")
names(mycountry2) <- c("ISIN","MATURITYDATE","ISSUEDATE","COUPONRATE",
                       "PRICE","ACCRUED","CASHFLOWS","TODAY")

mybonds <- list(mycountry1,mycountry2)

names(mybonds) <- c("mycountry1","mycountry2")
class(mybonds) <- "couponbonds"

termstrc documentation built on May 29, 2017, 1:05 p.m.