You can look at package RQuantLib from here http://cran.r-project.org/web/views/Finance.html
-k On Mon, Feb 1, 2010 at 4:43 AM, Madhavi Bhave <madhavi_bh...@yahoo.com> wrote: > Dear R helpers > > I am calculating the 'Yield to Maturity' for the Bond with following > characteristics. > > Its a $1000 face value, 3 year bond with 10% annual coupon and is priced at > 101. The yield to maturity can be calculated after solving the equation - > > 1010 = [100 / (1+ytm)] + [100 / (1+ytm)^2] + [ 1100 / (1 + ytm)^3] > > This can be solved by trial and error method s.t. ytm = 9.601%. > > My query is (1) if there is any R package which will calcualte ytm or (2) is > there any method in 'R' which can solve the above equation. > > Thanking you all in advance > > Regards > > Madhavi > > > > > > Your Mail works best with the New Yahoo Optimized IE8. Get it NOW! > http://downloads.yahoo.com/in/internetexplorer/ > [[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. > > ______________________________________________ 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.
