market: Create a market object

Description Usage Arguments

View source: R/objects.R

Description

Create a market object. Inside a market object must be one or more market-specific objects. Currently this means inside a market object must be a market.bond object holding timing and interest rate information. Eventually market objects will be able to hold market.stock objects as well.

Usage

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	market(mkts,t=0)
	market.bond(i = NA, yield.curve = NA, MMrate = NA, MM.frequency = 0.5)

Arguments

mkts

A list of market-type objects. Currently only market.bond exists. If there is only one market-type object to be passed, can omit the list wrapper.

i

Interest rate, as a proportion (e.g. if the yield is 1

yield.curve

Yield curve. If NA, use i instead (equivalent to a flat yield curve).

MMrate

Money Market rate (rate on short-term debt).

t

Time of market object.

MM.frequency

Frequency of money market evaluation


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