termstrc (version 1.3.7)

govbonds: European Government Bonds

Description

European government bonds.

Usage

data(govbonds)

Details

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

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"