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

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: valuation.bonds
> ### Title: Bond valuation
> ### Aliases: valuation.bonds
> 
> ### ** Examples
> 
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = 0.08,
+                 analysis.date = "2022-06-01")
[1] 0.9337049
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = rep(0.08,4),
+                 analysis.date = "2022-06-01", rate.type = 0)
[1] 0.923377
> valuation.bonds(maturity = "2026-06-01", analysis.date= "2025-02-27",
+                 coupon.rate = c(0.06, 0.062, 0.063, 0.065, 0.066, 0.068),
+                 rates = c(0.08, 0.082, 0.078, 0.09, 0.077, 0.085),
+                 asset.type = "IBR")
[1] 0.9936186
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06,
+                 rates = 0.08, asset.type = "IBR", freq = 4,
+                 spread = 0.03)
Warning in max.default(NA_real_, NA_real_, NA_real_, na.rm = TRUE) :
  no non-missing arguments to max; returning -Inf
Error in data.frame(c(analysis.date, as.character(dates[-length(dates)])),  : 
  arguments imply differing number of rows: 1, 0
Calls: valuation.bonds -> coupons -> apply -> data.frame
Execution halted
Running examples in ‘QuantBondCurves-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: valuation.bonds
> ### Title: Bond valuation
> ### Aliases: valuation.bonds
> 
> ### ** Examples
> 
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = 0.08,
+                 analysis.date = "2022-06-01")
[1] 0.9337049
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = rep(0.08,4),
+                 analysis.date = "2022-06-01", rate.type = 0)
[1] 0.923377
> valuation.bonds(maturity = "2026-06-01", analysis.date= "2025-02-27",
+                 coupon.rate = c(0.06, 0.062, 0.063, 0.065, 0.066, 0.068),
+                 rates = c(0.08, 0.082, 0.078, 0.09, 0.077, 0.085),
+                 asset.type = "IBR")
[1] 0.9936186
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06,
+                 rates = 0.08, asset.type = "IBR", freq = 4,
+                 spread = 0.03)
Warning in max.default(NA_real_, NA_real_, NA_real_, na.rm = TRUE) :
  no non-missing arguments to max; returning -Inf
Error in data.frame(c(analysis.date, as.character(dates[-length(dates)])),  : 
  arguments imply differing number of rows: 1, 0
Calls: valuation.bonds -> coupons -> apply -> data.frame
Execution halted
Running examples in ‘QuantBondCurves-Ex.R’ failed
The error most likely occurred in:

> ### Name: valuation.bonds
> ### Title: Bond valuation
> ### Aliases: valuation.bonds
> 
> ### ** Examples
> 
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = 0.08,
+                 analysis.date = "2022-06-01")
[1] 0.9337049
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = rep(0.08,4),
+                 analysis.date = "2022-06-01", rate.type = 0)
[1] 0.923377
> valuation.bonds(maturity = "2026-06-01", analysis.date= "2025-02-27",
+                 coupon.rate = c(0.06, 0.062, 0.063, 0.065, 0.066, 0.068),
+                 rates = c(0.08, 0.082, 0.078, 0.09, 0.077, 0.085),
+                 asset.type = "IBR")
[1] 0.9936186
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06,
+                 rates = 0.08, asset.type = "IBR", freq = 4,
+                 spread = 0.03)
Warning in max.default(NA_real_, NA_real_, NA_real_, na.rm = TRUE) :
  no non-missing arguments to max; returning -Inf
Error in data.frame(c(analysis.date, as.character(dates[-length(dates)])),  : 
  arguments imply differing number of rows: 1, 0
Calls: valuation.bonds -> coupons -> apply -> data.frame
Execution halted
Running examples in ‘QuantBondCurves-Ex.R’ failed
The error most likely occurred in:

> ### Name: valuation.bonds
> ### Title: Bond valuation
> ### Aliases: valuation.bonds
> 
> ### ** Examples
> 
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = 0.08,
+                 analysis.date = "2022-06-01")
[1] 0.9337049
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = rep(0.08,4),
+                 analysis.date = "2022-06-01", rate.type = 0)
[1] 0.923377
> valuation.bonds(maturity = "2026-06-01", analysis.date= "2025-02-27",
+                 coupon.rate = c(0.06, 0.062, 0.063, 0.065, 0.066, 0.068),
+                 rates = c(0.08, 0.082, 0.078, 0.09, 0.077, 0.085),
+                 asset.type = "IBR")
[1] 0.9936186
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06,
+                 rates = 0.08, asset.type = "IBR", freq = 4,
+                 spread = 0.03)
Warning in max.default(NA_real_, NA_real_, NA_real_, na.rm = TRUE) :
  no non-missing arguments to max; returning -Inf
Error in data.frame(c(analysis.date, as.character(dates[-length(dates)])),  : 
  arguments imply differing number of rows: 1, 0
Calls: valuation.bonds -> coupons -> apply -> data.frame
Execution halted
Running examples in 'QuantBondCurves-Ex.R' failed
The error most likely occurred in:

> ### Name: valuation.bonds
> ### Title: Bond valuation
> ### Aliases: valuation.bonds
> 
> ### ** Examples
> 
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = 0.08,
+                 analysis.date = "2022-06-01")
[1] 0.9337049
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = rep(0.08,4),
+                 analysis.date = "2022-06-01", rate.type = 0)
[1] 0.923377
> valuation.bonds(maturity = "2026-06-01", analysis.date= "2025-02-27",
+                 coupon.rate = c(0.06, 0.062, 0.063, 0.065, 0.066, 0.068),
+                 rates = c(0.08, 0.082, 0.078, 0.09, 0.077, 0.085),
+                 asset.type = "IBR")
[1] 0.9936186
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06,
+                 rates = 0.08, asset.type = "IBR", freq = 4,
+                 spread = 0.03)
Warning in max.default(NA_real_, NA_real_, NA_real_, na.rm = TRUE) :
  no non-missing arguments to max; returning -Inf
Error in data.frame(c(analysis.date, as.character(dates[-length(dates)])),  : 
  arguments imply differing number of rows: 1, 0
Calls: valuation.bonds -> coupons -> apply -> data.frame
Execution halted
Running examples in ‘QuantBondCurves-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: valuation.bonds
> ### Title: Bond valuation
> ### Aliases: valuation.bonds
> 
> ### ** Examples
> 
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = 0.08,
+                 analysis.date = "2022-06-01")
[1] 0.9337049
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = rep(0.08,4),
+                 analysis.date = "2022-06-01", rate.type = 0)
[1] 0.923377
> valuation.bonds(maturity = "2026-06-01", analysis.date= "2025-02-27",
+                 coupon.rate = c(0.06, 0.062, 0.063, 0.065, 0.066, 0.068),
+                 rates = c(0.08, 0.082, 0.078, 0.09, 0.077, 0.085),
+                 asset.type = "IBR")
[1] 0.9936186
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06,
+                 rates = 0.08, asset.type = "IBR", freq = 4,
+                 spread = 0.03)
Warning in max.default(NA_real_, NA_real_, NA_real_, na.rm = TRUE) :
  no non-missing arguments to max; returning -Inf
Error in data.frame(c(analysis.date, as.character(dates[-length(dates)])),  : 
  arguments imply differing number of rows: 1, 0
Calls: valuation.bonds -> coupons -> apply -> data.frame
Execution halted
Running examples in ‘QuantBondCurves-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: valuation.bonds
> ### Title: Bond valuation
> ### Aliases: valuation.bonds
> 
> ### ** Examples
> 
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = 0.08,
+                 analysis.date = "2022-06-01")
[1] 0.9337049
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = rep(0.08,4),
+                 analysis.date = "2022-06-01", rate.type = 0)
[1] 0.923377
> valuation.bonds(maturity = "2026-06-01", analysis.date= "2025-02-27",
+                 coupon.rate = c(0.06, 0.062, 0.063, 0.065, 0.066, 0.068),
+                 rates = c(0.08, 0.082, 0.078, 0.09, 0.077, 0.085),
+                 asset.type = "IBR")
[1] 0.9936186
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06,
+                 rates = 0.08, asset.type = "IBR", freq = 4,
+                 spread = 0.03)
Warning in max.default(NA_real_, NA_real_, NA_real_, na.rm = TRUE) :
  no non-missing arguments to max; returning -Inf
Error in data.frame(c(analysis.date, as.character(dates[-length(dates)])),  : 
  arguments imply differing number of rows: 1, 0
Calls: valuation.bonds -> coupons -> apply -> data.frame
Execution halted
Running examples in 'QuantBondCurves-Ex.R' failed
The error most likely occurred in:

> ### Name: valuation.bonds
> ### Title: Bond valuation
> ### Aliases: valuation.bonds
> 
> ### ** Examples
> 
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = 0.08,
+                 analysis.date = "2022-06-01")
[1] 0.9337049
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = rep(0.08,4),
+                 analysis.date = "2022-06-01", rate.type = 0)
[1] 0.923377
> valuation.bonds(maturity = "2026-06-01", analysis.date= "2025-02-27",
+                 coupon.rate = c(0.06, 0.062, 0.063, 0.065, 0.066, 0.068),
+                 rates = c(0.08, 0.082, 0.078, 0.09, 0.077, 0.085),
+                 asset.type = "IBR")
[1] 0.9936186
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06,
+                 rates = 0.08, asset.type = "IBR", freq = 4,
+                 spread = 0.03)
Warning in max.default(NA_real_, NA_real_, NA_real_, na.rm = TRUE) :
  no non-missing arguments to max; returning -Inf
Error in data.frame(c(analysis.date, as.character(dates[-length(dates)])),  : 
  arguments imply differing number of rows: 1, 0
Calls: valuation.bonds -> coupons -> apply -> data.frame
Execution halted
Running examples in 'QuantBondCurves-Ex.R' failed
The error most likely occurred in:

> ### Name: valuation.bonds
> ### Title: Bond valuation
> ### Aliases: valuation.bonds
> 
> ### ** Examples
> 
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = 0.08,
+                 analysis.date = "2022-06-01")
[1] 0.9337049
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06, rates = rep(0.08,4),
+                 analysis.date = "2022-06-01", rate.type = 0)
[1] 0.923377
> valuation.bonds(maturity = "2026-06-01", analysis.date= "2025-02-27",
+                 coupon.rate = c(0.06, 0.062, 0.063, 0.065, 0.066, 0.068),
+                 rates = c(0.08, 0.082, 0.078, 0.09, 0.077, 0.085),
+                 asset.type = "IBR")
[1] 0.9936186
> valuation.bonds(maturity = "2026-06-01", coupon.rate = 0.06,
+                 rates = 0.08, asset.type = "IBR", freq = 4,
+                 spread = 0.03)
Warning in max.default(NA_real_, NA_real_, NA_real_, na.rm = TRUE) :
  no non-missing arguments to max; returning -Inf
Error in data.frame(c(analysis.date, as.character(dates[-length(dates)])),  : 
  arguments imply differing number of rows: 1, 0
Calls: valuation.bonds -> coupons -> apply -> data.frame
Execution halted