compute_index_volatility: Print "Compute Index Weights"
In Amuraivel/tradeMaster: A Framework for Multi-Asset Multi-Strategy Option Portfolios
Description
Usage
Arguments
Value
Description
This function computes the weights of the index constituents based on the market capitalization based on the floats
Usage
1
compute_index_volatility(indexWeights, indexCovariance)
Arguments
indexWeights
: a vector of market capitalizations of the index's constituents
indexCovariance
constituentVolatilities
Value
indexVolatility : a volatility for the index
Amuraivel/tradeMaster documentation built on May 5, 2019, 4:56 a.m.
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Description Usage Arguments Value
Description
This function computes the weights of the index constituents based on the market capitalization based on the floats
Usage
1 | compute_index_volatility(indexWeights, indexCovariance)
|
Arguments
indexWeights |
: a vector of market capitalizations of the index's constituents |
indexCovariance |
|
constituentVolatilities |
Value
indexVolatility : a volatility for the index
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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