Nothing
vanillaBond <- function(cf, times, df, yields) {
if (missing(times))
times <- seq_len(length(cf))
if (missing(df))
df <- 1/(1+yields)^times
drop(cf %*% df)
}
y2df <- function(yields, times) {
if (length(yields)==1L)
yields <- rep.int(yields, length(times))
1/(1+yields)^times
}
ytm <- function(cf, times, y0 = 0.05,
tol = 1e-05, maxit = 1000L) {
dr <- 1
for (i in seq_len(maxit)) {
y1 <- 1 + y0
g <- sum(cf / y1 ^ times)
t1 <- times - 1
dg <- times * cf * 1/y1 ^ t1
dg <- sum(dg)
dr <- g/dg
y0 <- y0 + dr
if (abs(dr) < tol)
break
}
y0
}
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