maRketSim: Market simulator for R

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maRketSim is a market simulator for R. It was initially designed around the bond market, with plans to expand to stocks. maRketSim is built around the idea of portfolios of fundamental objects. Therefore it is slow in its current incarnation, but allows you the flexibility of seeing exactly what is in your final results, since the objects are retained.

Author
Ari Friedman
Date of publication
2013-07-17 07:13:19
Maintainer
Ari Friedman <abfriedman@gmail.com>
License
GPL (>= 2)
Version
0.9.2

View on CRAN

Man pages

aa
Functions to return the proportion of the portfolio in each...
as.data.frame.bond
Returns a data-frame summary of object.
cashflow
Functions to return cash-flows from bonds and portfolio...
count
Function to return the number of objects of different types...
createMarketObjs
Create fundamental market objects
current.market
Find current market object
current.portfolio.bond
Get portfolio.bond at time t
duration
Return the duration of a bond-type object
findDur
Find duration/maturity given interest rate and...
findPV
Find present/future value given simple inputs
fund
Create fund object
genHistory.market
Generate a history.market by applying a quoted function to...
genPortfolio.bond
Generate a portfolio of bond objects according to high-level...
history.account
history.account objects contain accounts over time
history.market
Creates a history.market object
market
Create a market object
market.rate
Return a market rate for a given maturity
maRketSim-package
maRketSim market simulator for R
plotting
maRketSim plotting functions
print.market
Display characteristics of maRketSim object on console
pv
Return the present/future value of an object under a given...
rebalance
Functions to rebalance accounts. Called by summary.account
rebal.function.default
Example rebal.function for use by rebalance()
summary.bond
Evaluate maRketSim object under new market conditions
summary.vasicek.discrete
Summarize a Vasicek model
Time
Functions to return time parameters of various maRketSim...
vasicek.discrete
Vasicek yield model in discrete time
VFITX_div
Vanguard Intermediate Treasury Data, as downloaded from Yahoo
VFITX_prices
Vanguard Intermediate Treasury Data, as downloaded from Yahoo
yield_curve
Functions relating to making yield curves

Files in this package

maRketSim
maRketSim/inst
maRketSim/inst/CITATION
maRketSim/NAMESPACE
maRketSim/demo
maRketSim/demo/compare_portfolio_gen.R
maRketSim/demo/public_bond_data.R
maRketSim/demo/demo_bond.R
maRketSim/demo/00Index
maRketSim/data
maRketSim/data/VFITX_prices.RData
maRketSim/data/VFITX_div.RData
maRketSim/R
maRketSim/R/models.R
maRketSim/R/rebalancing.R
maRketSim/R/core.R
maRketSim/R/object_generation.R
maRketSim/R/objects.R
maRketSim/R/object_functions.R
maRketSim/R/object_checking.R
maRketSim/MD5
maRketSim/DESCRIPTION
maRketSim/man
maRketSim/man/vasicek.discrete.Rd
maRketSim/man/history.account.Rd
maRketSim/man/print.market.Rd
maRketSim/man/createMarketObjs.Rd
maRketSim/man/market.rate.Rd
maRketSim/man/fund.Rd
maRketSim/man/current.market.Rd
maRketSim/man/cashflow.Rd
maRketSim/man/maRketSim-package.Rd
maRketSim/man/findDur.Rd
maRketSim/man/market.Rd
maRketSim/man/Time.Rd
maRketSim/man/pv.Rd
maRketSim/man/as.data.frame.bond.Rd
maRketSim/man/aa.Rd
maRketSim/man/VFITX_prices.Rd
maRketSim/man/yield_curve.Rd
maRketSim/man/genPortfolio.bond.Rd
maRketSim/man/rebalance.Rd
maRketSim/man/genHistory.market.Rd
maRketSim/man/plotting.Rd
maRketSim/man/current.portfolio.bond.Rd
maRketSim/man/count.Rd
maRketSim/man/duration.Rd
maRketSim/man/summary.vasicek.discrete.Rd
maRketSim/man/summary.bond.Rd
maRketSim/man/rebal.function.default.Rd
maRketSim/man/VFITX_div.Rd
maRketSim/man/history.market.Rd
maRketSim/man/findPV.Rd
maRketSim/extdata
maRketSim/extdata/Treasury_Yield_Curve_1990_2009.xml
maRketSim/extdata/VFITX_Bbg.csv