PresentValue <- function(interest.rate, number.periods, frequency) {
if (interest.rate > 1) {interest.rate = interest.rate/100} else {"input interest.rate as a whole number"}
if (frequency < 1 || frequency > 12 ) {"frequency must be between 1 and 12"} else {interest.rate = interest.rate/frequency}
(1+interest.rate)^number.periods
}
上面的代码很简单，但我需要捕获用户输入错误。我看了看，tryCatch但对我来说毫无意义。另外，我认为这不是我目前需要的。
基本上，我需要做以下事情
首先，确保用户输入的利率是一个整数（即 5% 而不是 .05）其次我需要“询问”用户如何按月、按年等方式支付（频率）利率。然后将利率除以频率。
奇怪的是，第一个条件仅在其他 if 语句被标记时检查。
这个函数将是一个更大的函数集合中的一个对象，所以我认为我需要将这些视为最终将与 try catch 一起使用的警告。最后，如果在利率错误时函数没有终止，而只是要求用户正确输入利率，那就太好了。
提前为简单而道歉，但找不到我要找的东西。
编辑添加一些conetxt
下面是更大的功能。这显示了凸性表输出，我需要合并持续时间，然后是收益率和价格表，并使用 swerve 输出到页面。这是一本关于结构性融资的教科书。所以它需要对学生很好地工作
Bond.Cash.Flow <-function(issue.date, start.date, end.date, coupon, principal,
frequency, price){
library(lubridate)
issue.date <- as.Date(c(issue.date), "%m-%d-%Y")
start.date <- as.Date(c(start.date), "%m-%d-%Y")
end.date <- as.Date(c(end.date), "%m-%d-%Y")
price = price/100
# 30/360 day count calculation
d1 = day(issue.date)
m1 = month(issue.date)
y1 = year(issue.date)
d2 = day(end.date)
m2 = month(end.date)
y2 = year(end.date)
diff = (max(0, 30 - d1) + min(30, d2) + 360*(y2-y1) + 30*(m2-m1-1))/360
ncashflows = diff * frequency
cf.period = seq(1:ncashflows)
pmtdate = seq(start.date, end.date, by = "6 months")
time.period = (cf.period * 6)/12
couponincome = rep(coupon/frequency * principal, ncashflows)
principalincome = rep(0,ncashflows)
principalincome[ncashflows] = principal
cashflow = couponincome + principalincome
# Yield to maturity
irr <- function(rate, time.period, cashflow, principal, price){
pv = cashflow * 1/(1+rate)^time.period
proceeds = principal * price
sum(pv) - proceeds
}
ytm = uniroot(irr, interval = c(lower = -.20, upper = .20), tol =.000000001,
time.period = time.period, cashflow = cashflow, principal = principal, price = price)$root
ytm.vec = c(rep(ytm,ncashflows))
pv.factor = 1/(1+ytm.vec)^time.period
pv.cashflow = cashflow*pv.factor
pv.price = pv.cashflow /(principal * (price/100))
pv.period = pv.price * time.period
cvx.time = time.period*(time.period + 1)
cf.cvx = (cashflow/(1+ytm)^(time.period + 2))/(principal * (price/100))
cf.cvx.period = cf.cvx * cvx.time
cashflow.table <- data.frame(Period = cf.period, Time = time.period,
Cashflow = cashflow, PVFactor = pv.factor,PV = pv.cashflow, PV.Price = pv.price,
pv.period = pv.period, cvx.time = cvx.time, cf.cvx = cf.cvx,
cf.cvx.period = cf.cvx.period)
cashflow.table
(sum(pv.period) / (price * 100))/( 1+ (ytm/frequency))
.5 * ((sum(cf.cvx.period)/(price * 100)))
print(xtable(cashflow.table, digits = 4))
}
Bond.Cash.Flow <-function(issue.date, start.date, end.date, coupon, principal,
frequency, price){
library(lubridate)
issue.date <- as.Date(c(issue.date), "%m-%d-%Y")
start.date <- as.Date(c(start.date), "%m-%d-%Y")
end.date <- as.Date(c(end.date), "%m-%d-%Y")
price = price/100
# 30/360 天计数计算 d1 = day(issue.date) m1 = month(issue.date) y1 = year(issue.date) d2 = day(end.date) m2 = month(end.date) y2 = year （结束日期）
diff = (max(0, 30 - d1) + min(30, d2) + 360*(y2-y1) + 30*(m2-m1-1))/360
ncashflows = diff * frequency
cf.period = seq(1:ncashflows)
pmtdate = seq(start.date, end.date, by = "6 months")
time.period = (cf.period * 6)/12
couponincome = rep(coupon/frequency * principal, ncashflows)
principalincome = rep(0,ncashflows)
principalincome[ncashflows] = principal
cashflow = couponincome + principalincome
# 到期收益率 irr <- function(rate, time.period, cashflow, principal, price){ pv = cashflow * 1/(1+rate)^time.period 收益 = 本金 * 价格总和 (pv) - 收益 }
ytm = uniroot(irr, interval = c(lower = -.20, upper = .20), tol =.000000001,
time.period = time.period, cashflow = cashflow, principal = principal, price = price)$root
ytm.vec = c(rep(ytm,ncashflows))
pv.factor = 1/(1+ytm.vec)^time.period
pv.cashflow = cashflow*pv.factor
pv.price = pv.cashflow /(principal * (price/100))
pv.period = pv.price * time.period
cvx.time = time.period*(time.period + 1)
cf.cvx = (cashflow/(1+ytm)^(time.period + 2))/(principal * (price/100))
cf.cvx.period = cf.cvx * cvx.time
cashflow.table <- data.frame(Period = cf.period, Time = time.period,
Cashflow = cashflow, PVFactor = pv.factor,PV = pv.cashflow, PV.Price = pv.price,
pv.period = pv.period, cvx.time = cvx.time, cf.cvx = cf.cvx,
cf.cvx.period = cf.cvx.period)
cashflow.table
(sum(pv.period) / (price * 100))/( 1+ (ytm/frequency))
.5 * ((sum(cf.cvx.period)/(price * 100)))
print(xtable(cashflow.table, digits = 4))
}