genPortfolio.bond: Generate a portfolio of bond objects according to high-level...

Description Usage Arguments Value

View source: R/object_generation.R

Description

This function creates a portfolio of bond objects from specification of inputs. Specifically, it allows you to specify the number of bonds and desired duration of the portfolio.

Usage

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genPortfolio.bond(n, mkt, dur, 
		     dur.sd, max.mat = 30, type = "random", 
		     f = 0.5, name=as.character(runif(1)), 
		     ...)

Arguments

n

Number of bonds to create in portfolio

mkt

Market conditions under which portfolio is created

dur

Desired duration

dur.sd

SD of bond durations

max.mat

Limit to avoid huge bond lengths

type

"random" for now

f

Frequency of cash flows

...

Pass-alongs.

name

A name to give your portfolio

Value

Returns a portfolio object.


maRketSim documentation built on May 29, 2017, 10:54 p.m.