[R] Time Series Objects/ MC Simulation

[Keith Sabol]

I am attempting to value convertible bonds through a Monte Carlo approach.  
I want to express call schedules as date-price tuples. Naturally, these 
tuples need to be expanded to match the frequency of the innovations in the 
MC process.

1. Is there a straigh-forward way to accomplish this "expansion"?
2. I have noted the existance of ts, its, zoo and fCalendar.  Does anyone 
have an opion on the relative merits of these, particularly with respect to 
speed in a simulation framework?

Your assistance and insights are appreciated.
Keith