maRketSim: Market simulator for R
Version 0.9.2

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("maRketSim")

Getting started

Package overview

Popular man pages

cashflow: Functions to return cash-flows from bonds and portfolio...
findDur: Find duration/maturity given interest rate and...
fund: Create fund object
genPortfolio.bond: Generate a portfolio of bond objects according to high-level...
maRketSim-package: maRketSim market simulator for R
pv: Return the present/future value of an object under a given...
rebal.function.default: Example rebal.function for use by rebalance()
See all...

All man pages Function index File listing

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

Functions

VFITX_div Man page
VFITX_prices Man page
aa Man page Source code
aa.account Man page Source code
aa.default Man page Source code
account Man page Source code
as.data.frame.bond Man page Source code
as.data.frame.history.account Man page Source code
as.data.frame.portfolio.bond Man page Source code
as.history.account Man page Source code
as.history.account.sum.account Man page Source code
bond Man page Source code
cash Man page Source code
cashflow Man page Source code
cashflow.account Man page Source code
cashflow.bond Man page Source code
cashflow.cash Man page Source code
cashflow.default Man page Source code
cashflow.portfolio.bond Man page Source code
connectTheDots Man page Source code
count Man page Source code
count.history.account Man page Source code
current.market Man page Source code
current.portfolio.bond Man page Source code
duration Man page Source code
duration.account Man page Source code
duration.bond Man page Source code
duration.cash Man page Source code
duration.default Man page Source code
duration.history.account Man page Source code
duration.portfolio.bond Man page Source code
duration.sum.account Man page Source code
findDur Man page Source code
findDur_ClosedForm Man page Source code
findFV Man page Source code
findMat Man page Source code
findMaxDur Man page Source code
findMaxMat Man page Source code
findPV Man page Source code
fund Man page Source code
fv Man page Source code
fv.bond Man page Source code
fv.cash Man page Source code
fv.default Man page Source code
genHistory.market Man page Source code
genPortfolio.bond Man page Source code
history.account Man page Source code
history.market Man page Source code
issueTime Man page Source code
issueTime.bond Man page Source code
issueTime.default Man page Source code
issueTime.portfolio.bond Man page Source code
maRketSim Man page
maRketSim-package Man page
market Man page Source code
market.bond Man page Source code
market.rate Man page Source code
matTime Man page Source code
matTime.bond Man page Source code
matTime.default Man page Source code
matTime.portfolio.bond Man page Source code
mktTime Man page Source code
mktTime.account Man page Source code
mktTime.default Man page Source code
mktTime.history.account Man page Source code
mktTime.market Man page Source code
onAttach Source code
plot.history.account Man page Source code
plot.history.market Man page Source code
plot.sum.account Man page Source code
plot.sum.vasicek.discrete Man page Source code
plot.vasicek.discrete Man page Source code
portfolio Man page Source code
print.account Man page Source code
print.bond Man page Source code
print.cash Man page Source code
print.history.account Man page Source code
print.history.market Man page Source code
print.market Man page Source code
print.market.bond Man page Source code
print.portfolio.bond Man page Source code
print.sum.account Man page Source code
print.sum.bond Man page Source code
print.sum.market.bond Man page Source code
print.sum.portfolio.bond Man page Source code
pv Man page Source code
pv.account Man page Source code
pv.bond Man page Source code
pv.cash Man page Source code
pv.default Man page Source code
pv.history.account Man page Source code
pv.portfolio.bond Man page Source code
read.yield.curve Man page Source code
rebal.function.default Man page Source code
rebalance Man page Source code
rebalance.account Man page Source code
rebalance.default Man page Source code
summary.account Man page Source code
summary.bond Man page Source code
summary.market Man page Source code
summary.market.bond Man page Source code
summary.portfolio.bond Man page Source code
summary.vasicek.discrete Man page Source code
vasicek.discrete Man page Source code

Files

inst
inst/CITATION
NAMESPACE
demo
demo/compare_portfolio_gen.R
demo/public_bond_data.R
demo/demo_bond.R
demo/00Index
data
data/VFITX_prices.RData
data/VFITX_div.RData
R
R/models.R
R/rebalancing.R
R/core.R
R/object_generation.R
R/objects.R
R/object_functions.R
R/object_checking.R
MD5
DESCRIPTION
man
man/vasicek.discrete.Rd
man/history.account.Rd
man/print.market.Rd
man/createMarketObjs.Rd
man/market.rate.Rd
man/fund.Rd
man/current.market.Rd
man/cashflow.Rd
man/maRketSim-package.Rd
man/findDur.Rd
man/market.Rd
man/Time.Rd
man/pv.Rd
man/as.data.frame.bond.Rd
man/aa.Rd
man/VFITX_prices.Rd
man/yield_curve.Rd
man/genPortfolio.bond.Rd
man/rebalance.Rd
man/genHistory.market.Rd
man/plotting.Rd
man/current.portfolio.bond.Rd
man/count.Rd
man/duration.Rd
man/summary.vasicek.discrete.Rd
man/summary.bond.Rd
man/rebal.function.default.Rd
man/VFITX_div.Rd
man/history.market.Rd
man/findPV.Rd
extdata
extdata/Treasury_Yield_Curve_1990_2009.xml
extdata/VFITX_Bbg.csv
maRketSim documentation built on May 19, 2017, 9:28 p.m.

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