Description Objects from the Class Slots Methods Author(s) See Also
Contains coross-sectional simulation data that pertains to a single instant in time, such as held positions and exposures.
Objects can be created by calls of the form new("instantData", ...)
.
instant
:Object of class "orderable"
specifying
the instant to which the object pertains.
equity.long
:Object of class "numeric"
containing the total market value of held long positions at this
instant.
equity.short
:Object of class "numeric"
containing the total market value of held short positions at this
instant.
size.long
:Object of class "numeric"
containing the total number of held long positions at this
instant.
size.short
:Object of class "numeric"
containing the total number of held short positions at this
instant.
holdings
:Object of class "portfolio"
reflecting the portfolio held at this instant in the simluation.
exposure
:Object of class "exposure"
containing
exposures of the holdings
portfolio to a set of factors at
this instant.
signature(object = "instantData", type =
"character", fmt = "missing", out.loc = "character", name =
"character", verbose = "logical")
: save this object. Currently
only one format, binary .RData, is available, and so the
fmt
parameter is missing here.
Jeff Enos jeff@kanecap.com
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