maRketSim: Market simulator for R

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.

AuthorAri Friedman
Date of publication2013-07-17 07:13:19
MaintainerAri Friedman <abfriedman@gmail.com>
LicenseGPL (>= 2)
Version0.9.2

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.