R Observatory: Metrics for BondValuation version 0.1.1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

BondValuation

0.1.1Package record

Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions

0packages dependsuggested by 1

3.2Kdownloads / year

–test coverage

11/13flavors OK

Overview

About

Maintained by Djatschenko WadimCRAN page ↗

Analysis of large datasets of fixed coupon bonds, allowing for irregular first and last coupon periods and various day count conventions. With this package you can compute the yield to maturity, the modified and MacAulay durations and the convexity of fixed-rate bonds. It provides the function AnnivDates, which can be used to evaluate the quality of the data and return time-invariant properties and temporal structure of a bond.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("BondValuation", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-bondvaluation

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-BondValuation

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-BondValuation

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

2ERROR11OK

Check messages

ERRORexamplesr-oldrel-macos-arm64, r-release-macos-arm64

r-oldrel-macos-arm64

Running examples in ‘BondValuation-Ex.R’ failed
The error most likely occurred in:

> ### Name: AnnivDates
> ### Title: AnnivDates (time-invariant properties and temporal structure)
> ### Aliases: AnnivDates
> 
> ### ** Examples
> 
> data(SomeBonds2016)
> 
> # Applying the function AnnivDates to the data frame SomeBonds2016.
> system.time(
+   FullAnalysis<-apply(SomeBonds2016[,c('Issue.Date','Mat.Date','CpY.Input','FIPD.Input',
+   'LIPD.Input','FIAD.Input','RV.Input','Coup.Input','DCC.Input','EOM.Input')],1,function(y)
+   AnnivDates(y[1],y[2],y[3],y[4],y[5],y[6],y[7],y[8],y[9],y[10],RegCF.equal=1)),
+ gcFirst = TRUE)
Warning in InputFormatCheck(Em = Em, Mat = Mat, CpY = CpY, FIPD = FIPD,  :
  The issue date (Em) is supplied as a string of class "character" in the format "yyyy-mm-dd". It is converted to class "Date" using the command "as.Date(Em,"%Y-%m-%d")" and processed as Em = 2016-03-24 .
Warning in InputFormatCheck(Em = Em, Mat = Mat, CpY = CpY, FIPD = FIPD,  :
  The maturity da
...[truncated]...
  Its conversion to class numeric results in EOM = 1 .
Warning in AnnivDates(y[1], y[2], y[3], y[4], y[5], y[6], y[7], y[8], y[9],  :
  The provided EOM = 1 conflicts with one or several provided calendar dates.
                              EOM is set 0 .
Warning in DIST(c(DCC, Atom1AD_PreFin, Atom2AD_PreFin, Atom3AD_PreFin, Atom1AD_PreFin,  :
  subscript out of bounds (index 20 >= vector size 20)
Warning in DIST(c(DCC, Atom1AD_PreFin, Atom2AD_PreFin, Atom3AD_PreFin, Atom1AD_PreFin,  :
  subscript out of bounds (index 21 >= vector size 20)
Warning in DIST(c(DCC, Atom1AD_PreFin, Atom2AD_PreFin, Atom3AD_PreFin, Atom1AD_PreFin,  :
  subscript out of bounds (index 20 >= vector size 20)
Warning in DIST(c(DCC, Atom1AD_PreFin, Atom2AD_PreFin, Atom3AD_PreFin, Atom1AD_PreFin,  :
  subscript out of bounds (index 21 >= vector size 20)
Error in if (index_LIPD >= 1) { : argument is of length zero
Calls: system.time -> apply -> FUN -> AnnivDates
Timing stopped at: 0.008 0.001 0.008
Execution halted

r-release-macos-arm64

Running examples in ‘BondValuation-Ex.R’ failed
The error most likely occurred in:

> ### Name: AnnivDates
> ### Title: AnnivDates (time-invariant properties and temporal structure)
> ### Aliases: AnnivDates
> 
> ### ** Examples
> 
> data(SomeBonds2016)
> 
> # Applying the function AnnivDates to the data frame SomeBonds2016.
> system.time(
+   FullAnalysis<-apply(SomeBonds2016[,c('Issue.Date','Mat.Date','CpY.Input','FIPD.Input',
+   'LIPD.Input','FIAD.Input','RV.Input','Coup.Input','DCC.Input','EOM.Input')],1,function(y)
+   AnnivDates(y[1],y[2],y[3],y[4],y[5],y[6],y[7],y[8],y[9],y[10],RegCF.equal=1)),
+ gcFirst = TRUE)
Warning in InputFormatCheck(Em = Em, Mat = Mat, CpY = CpY, FIPD = FIPD,  :
  The issue date (Em) is supplied as a string of class "character" in the format "yyyy-mm-dd". It is converted to class "Date" using the command "as.Date(Em,"%Y-%m-%d")" and processed as Em = 2016-03-24 .
Warning in InputFormatCheck(Em = Em, Mat = Mat, CpY = CpY, FIPD = FIPD,  :
  The maturity da
...[truncated]...
  Its conversion to class numeric results in EOM = 1 .
Warning in AnnivDates(y[1], y[2], y[3], y[4], y[5], y[6], y[7], y[8], y[9],  :
  The provided EOM = 1 conflicts with one or several provided calendar dates.
                              EOM is set 0 .
Warning in DIST(c(DCC, Atom1AD_PreFin, Atom2AD_PreFin, Atom3AD_PreFin, Atom1AD_PreFin,  :
  subscript out of bounds (index 20 >= vector size 20)
Warning in DIST(c(DCC, Atom1AD_PreFin, Atom2AD_PreFin, Atom3AD_PreFin, Atom1AD_PreFin,  :
  subscript out of bounds (index 21 >= vector size 20)
Warning in DIST(c(DCC, Atom1AD_PreFin, Atom2AD_PreFin, Atom3AD_PreFin, Atom1AD_PreFin,  :
  subscript out of bounds (index 20 >= vector size 20)
Warning in DIST(c(DCC, Atom1AD_PreFin, Atom2AD_PreFin, Atom3AD_PreFin, Atom1AD_PreFin,  :
  subscript out of bounds (index 21 >= vector size 20)
Error in if (index_LIPD >= 1) { : argument is of length zero
Calls: system.time -> apply -> FUN -> AnnivDates
Timing stopped at: 0.006 0.001 0.007
Execution halted

CRAN check page ↗

Slowest check: 3.1 min · r-devel-windows-x86_64

Status changes

ERROR11 OK, 2 ERRORNow
ERROR11 OK, 3 ERROR2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.1

READMENoVignettesNoNEWSYes · 67% structured · does not mention 0.1.1Citation fileNoWebsitenot declared in DESCRIPTION

Help pages: 9
Examples that run: 100%5 run in a plain check
Exported functions with examples: 100%
Documented parameters: 94%
Return-value docs: 100%
Help pages citing references: 78%

How these are measured

Downloads

3.2K

CRAN downloads in the past year

Rank #13,024 · ~9/day · ~263/mo

Releases R versions

Daily download trend is not available in this view yet.

31430 days

87590 days

3.2K1 year

Compare downloads with other packages →

Also on374 r2u39 autocran

How downloads are counted

Dependencies

Declared dependencies

3 external dependencies (excludes base and recommended)

Installing BondValuation adds 2 packages (1 with compiled code, 2.2 MB of source tarballs). Heaviest: Rcpp 1.8 MB, timeDate 359 KB.

Depends (1)

R >= 2.15.1

Imports (2)

Rcpp timeDate

LinkingTo (1)

Rcpp

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Suggested by 1

Suggests, most downloaded first

ragtop

How these are counted

Code & Tests

Datasets

People & History

People (1)

Djatschenko Wadim

Author, Maintainer since 0.1.0 (2018)

Releases (2)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
0.1.1Latest
record
2022-05-28 · current release · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
0.1.0
record
2018-11-14
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-11-14
Total releases: 2 / 8 yrs
License: GPL-3 OSI
Minimum R: ≥ 2.15.1
Bundled data: 221 KB / 4 files
Download size: 352 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BondValuation")

Format

Wadim, D. (2022). BondValuation: Fixed Coupon Bond Valuation Allowing for Odd Coupon Periods and Various Day Count Conventions (Version 0.1.1) [Computer software]. https://doi.org/10.32614/CRAN.package.BondValuation

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for BondValuation version 0.1.1 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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