govbonds: European Government Bonds

Description Usage Details Note Examples

Description

European government bonds.

Usage

1

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

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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 31, 2017, 2:19 a.m.