Description Usage Arguments Value
View source: R/object_generation.R
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.
1 2 3 4 | genPortfolio.bond(n, mkt, dur,
dur.sd, max.mat = 30, type = "random",
f = 0.5, name=as.character(runif(1)),
...)
|
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 |
Returns a portfolio object.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.