Katherine,
One easy way to do this for small data is by using the append() function
(see code below). But, if you have a lot of data, it may be too slow for
you. In that case, you can gain some efficiency if you determine in
advance how long the vectors will be, then use indexing to fill in the
vectors without using the append() function. Or, rewrite the code to be
vectorized instead of using a while() loop.
cashflows <- 0
last.coupon <- maturity
# create "empty" vectors
cashflow.tenure <- character(0)
cashflow.nos <- numeric(0)
while (last.coupon > settlement) {
print(last.coupon)
# store the dates
cashflow.tenure <- append(cashflow.tenure, last.coupon)
last.coupon <- add.months(last.coupon, -12/frequency)
cashflows <- cashflows + 1
print(cashflows)
# store the cashflow numbers
cashflow.nos <- append(cashflow.nos, cashflows)
}
output.dat <- data.frame(cashflow.tenure, cashflow.nos)
output.dat
Jean
On Thu, Apr 3, 2014 at 5:22 AM, Katherine Gobin
<katherine_go...@yahoo.com>wrote:
> Dear R forum,
>
> Following is an customized extract of a code I am working on.
>
> settlement = as.Date("2013-11-25")
> maturity = as.Date("2015-10-01")
> coupon = 0.066
> yield = 0.1040
> basis = 1
> frequency = 2
> redemption = 100
>
> # __________________________________________________________________
>
> add.months = function(date, n)
> {
> nC <- seq(date, by=paste (n, "months"), length = 2)[2]
> fD <- as.Date(strftime(as.Date(date), format='%Y-%m-01'))
> C <- (seq(fD, by=paste (n+1, "months"), length = 2)[2])-1
> if(nC>C) return(C)
> return(nC)
> }
>
> date.diff = function(end, start, basis=1) {
> if (basis != 0 && basis != 4)
> return(as.numeric(end - start))
> e <- as.POSIXlt(end)
> s <- as.POSIXlt(start)
> d <- (360 * (e$year - s$year)) + (30 * (e$mon - s$mon )) + (min(30,
> e$mday) - min(30, s$mday))
>
> return (d)
> }
>
> cashflows <- 0
> last.coupon <- maturity
> while (last.coupon > settlement) {
> print(last.coupon) # I need to store these dates
> last.coupon <- add.months(last.coupon, -12/frequency)
> cashflows <- cashflows + 1
> print(cashflows) # I need to store these cashflow numbers
>
> }
>
> The print command causes the following output
>
> [1] "2015-10-01"
> [1] 1
> [1] "2015-04-01"
> [1] 2
> [1] "2014-10-01"
> [1] 3
> [1] "2014-04-01"
> [1] 4
>
> My problem is how do I store these print outputs or while the loop is
> getting executed, how do I save these to some data.frame say
>
> output_dat
>
> cashflow_tenure cashflow_nos
>
> 1 2015-10-01 1
> 2 2015-04-01 2
> 3 2014-10-01 3
> 4 2014-04-01 4
>
> Kindly advise
>
> With regards
>
> Katherine
> [[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]]
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