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.
|Date of publication||2013-07-17 07:13:19|
|Maintainer||Ari Friedman <email@example.com>|
|License||GPL (>= 2)|
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