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Exercise

Find AAA bond yields as of September 30, 2016

In this comprehensive example, you will value a bond with a $100 par value, 3% coupon rate, and 8 years to maturity. This bond was rated Aaa by Moody's and it was issued on September 30, 2016. You have determined that this bond's yield is comparable to the yield of bonds with a Aaa rating.

In this exercise, use the getSymbols() command to obtain the yield of Moody's Aaa index on September 30, 2016 and store that value in an object labeled aaa_yield.

Instructions

100 XP
  • Use library() to load the quantmod package.
  • Use the getSymbols() command to obtain Moody's AAA index yield ("DAAA") data.
  • Identify the yield for aaa on September 30, 2016 using square brackets. Save this to aaa_yield.