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.

Install the latest version of this package by entering the following in R:
AuthorAri Friedman
Date of publication2013-07-17 07:13:19
MaintainerAri Friedman <>
LicenseGPL (>= 2)

View on CRAN

Man pages

aa: Functions to return the proportion of the portfolio in each... 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 Find current market object Get 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 Generate a by applying a quoted function to... Generate a portfolio of bond objects according to high-level...

history.account: history.account objects contain accounts over time Creates a 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 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() 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


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

Questions? Problems? Suggestions? or email at

Please suggest features or report bugs with the GitHub issue tracker.

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