All,
I have a function to split a fixed rate bond into a floater/inverse floater
combination (something typically done in mortgage securtizations). The
function returns a list which serves as the deal structure over which principal
payment rules will iterate. However, I would like to call the functions as
they drive the interest coupon payments. I am using paste0() to piece together
the function and I think the problem is the quotes but not sure.
I have tried source, do.call, list$foo(), list[[]](). None of these have
worked. Any advice on structuring this problem is appreciated.
Thanks,
Glenn
structure(list(floater.balance = 30.78, floater.cap = 6.66666666666667,
floater.floor = 0.3, floater.index = "1mLIBOR", floater.formula = "function(index){min(6.67,max((1mLIBOR+0.3)0.3))}",
inverse.balance = 20.52, inverse.cap = 9.55, inverse.multipler = 1.5,
inverse.floor = 0, inverse.floater.formula = "(function(index) {min(9.55,max((-1.5*1mLIBOR)+9.55,0))})"), .Names = c("floater.balance",
"floater.cap", "floater.floor", "floater.index", "floater.formula",
"inverse.balance", "inverse.cap", "inverse.multipler", "inverse.floor",
"inverse.floater.formula"))
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