EquityIndex: Create an EquityIndex object

In tawny.types: Common Types for Tawny

Description

A wrapper around equity indices.

Usage

EquityIndex(...)

Arguments

...	Used by lambda.r

Value

An EquityIndex object

TODO: Consolidate with BenchmarkPortfolio

Additional Usage

This type takes an index and will download all constituent returns (assuming the index composition exists). This uses quantmod as a back-end.

EquityIndex(ticker = "^GSPC", hint = NA, src = "yahoo")

ticker - The ticker representing the index
hint - Used to determine number of elements in index for paging
src - Placeholder for data source. Currently only supports yahoo

Author(s)

Brian Lee Yung Rowe

Examples

  ## Not run: index <- EquityIndex()

Example output

tawny.types documentation built on May 2, 2019, 2:04 a.m.