library(MASS) mBonds=(read.table("Matrix_bond_2.txt")) mBonds mPrice<-read.table("Matrix_price_2.txt") mPrice mB<-(as.matrix(mBonds)) mB mP<-(as.matrix(mPrice)) mP mBT<-t(mB) mB<-mBT%*%mB mB mP<-mBT%*%mP mP discontFact<- ginv(mB)%*%mP discontFact ir_curve<-c(rep(0,6)) for(i in (1:6)){ ir_curve[i]=(1/discontFact[i])^(1/i)-1 } ir_curve plot(ir_curve, type = 'b')